Quant Strat – Electronic Market Making / Statistical Arbitrage recruitment
Role:Quantitative Strategist / DeveloperLocation: Canary Wharf, LondonCore Responsibilities: Design and develop the back testing platform and signal and strategy libraryResearch and testing of intraday trading signalsBack testing of index arbitrage and market making strategiesEssential skills, experience and qualifications:Significant hands-on experience in systematic high-frequency trading, ideally in ETF market making or index arbitrage.Excellent development skills: C++, Python.Experience and understanding of building quant trading and back-testing platforms.Excellent team work skills.MSc Read more […]
Quant Strat, Interest rates, C++, Investment Banking, 100k+ recruitment
Advert:Vacancy: Quant Strategist. Investment Banking, Interest Rate (Derivatives), 100k + baseRole: As one of the main Quant Strategists of the team, you will be responsible for developing and providing tools to fellow Quant Analysts and traders to help them price trades and manage/analyse their risk. Your role and responsibility will be scalable across numerous front office trading desks that cover interest rate products. My client is looking for someone with strong programming skills (in C++) and would ideally be looking for someone with a software background. Knowledge and commercial experience Read more […]