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.
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.
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