Quants Trader – Asset Classes – High Frequency Trading Firm


A pivotal role that involves developing systemic strategies to trade successfully across different products and exchanges across the globe. The right candidate should have a strong P&L Record with excellent Sharpe ratios, and at the same time a strong background in programming using C++ or C, AND Python, R or MATLAB.



Your Employer:

A leading, high-frequency proprietary trading firm that provides extensive financial and asset management services.


  • Developing completely automated systemic strategies with high turnover and short holding periods
  • Conducting rigorous back testing strategies using in-house research infrastructure
  • Deploying Alpha-seeking strategies and Market Making


  • 3+ years of excellent experience into UHF/HF Trading, including live HFT Trading expertise.
  • Strong experience of C++/C Programming
  • Proficiency in using Python, R, or Matlab
  • P&L record with excellent Sharpe Ratios
  • Excellent written and oral communication skills

What is in store for You:

  • An opportunity to work with a blue–chip firm in a high visibility role as a part of the Product Management team.
  • Market leading remuneration
  • A meritocratic culture with great career progression.

Apply Here

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