A leading global Quantitative Finance firm is looking for a Quantitative Researcher at their London office. You will collaborate extensively within their trading teams to create and optimize trading strategies and advance the sophistication and results of their research, as well as work with members of the firm in technology and business roles to contribute to leading electronic trading strategies.
Role and responsibilities:
• Designing, implementing, and deploying mid to low frequency trading algorithms
• Exploring trading ideas by analysing market data and market microstructure for patterns
• Creating tools to analyse data for patterns
• Contributing to libraries of analytical computations to support market data analysis and trading
• Developing, augmenting, and calibrating exchange simulators
Experience:
• Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science from a Tier 1 technology institute
• Proven success with profitable trading strategies.
• Strong programming skills in Python
• Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks, or support vector machines.
• Strong experience developing statistical models in a trading environment.
• Proven success working with large data sets and developing statistical models.
• Fascinated and interested in advancing machine learning within the trading community.
• Quantitative bent of mind
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