| Quantitative Researcher - High Frequency Trading |
| Location |
London, UK |
| Start date |
ASAP |
| Position type |
Perm |
| Duration |
N/A |
| Remuneration |
££Excellent |
| Job Ref |
RF_QR411 |
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| My client, a hedge fund based in London are seeking a Quant for their High Frequency trading team |
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They are looking for someone to:
- Research, develop and implement statistical equity trading strategies
- Build trading engines and forecasting models
- Mining high frequency tick data including prices and liquidity
The require someone with:
- Strong C++ plus one of Matlab/S-Plus/SAS/R
- Experience testing and developing high frequency trading strategies, mining for new signals etc is essential
- A PhD in essential, ideally in Econometrics, Machine Learning, Statistics, Applied Maths, Computer Science
- Good knowledge of econometric models, particularly time series modeling
You will have demonstrated your ability to work independently in a fast paced trading environment. The role will involve working on various projects across the team. Compensation will be extremely attractive for the right individual.
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| Recruit Hedge Fund Associates. |
| UK +44 (0)870 1118089 |
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US +1 212 763 5575 |
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EU +44 (0)870 1117800 |
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