A global quantitative trading firm is hiring an experienced quantitative systematic trader. The firm trades a broad range of listed products and asset classes with particular depth in derivatives, and runs trading, technology and quantitative research as one integrated business rather than separate functions.
About the Role
This role sits between trading, research and technology. You will develop ideas out of market data using mathematics, statistics and programming, turn the patterns you find into trading signals, test them properly, and analyse how they behave once they are live. As a strategy develops you will refine it with researchers, strategists and traders, and you will own the result.
Requirements
- An advanced degree in a quantitative discipline: mathematics, physics, statistics, electrical engineering, computer science, operations research or similar
- Strong analytical problem-solving and logical reasoning
- Clear communication, both the ability to take in others' reasoning and to make your own understood
- Experience writing code to process and analyse large datasets, particularly in Python
- C++ or another low-level language is an advantage
- Comfort in a fast-moving environment where decisions are made and revised quickly
- A competitive instinct with evidence behind it, whether through structured competition, contests or similar pursuits
- Prior finance experience is not required, but a real interest in problems with immediate consequences is
What the Firm Offers
- Complex technical problems worked collaboratively, with visible influence on how the firm trades
- A non-hierarchical culture where contribution counts for more than title or tenure
- Sustainable hours, a relaxed office environment, and continued investment in developing its people