Equities/Futures Quant Research

Selby Jennings
Closing date
6 Jul 2021

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Technology & New Media
Contract Type

Job Details

The role would comprise of three main sleeves:
  1. Alpha generation and the ability to identify regular and genuine signals in traditional and alternative datasets.
  2. The use of state-of-the-art AI techniques to enhance the portfolio and ensure optimal weighting/balancing.
  3. Management, monitoring and improvement of advanced and complex algorithms.

Looking for an enthusiastic candidate with interest & skills in the quantitative and research space, and extensive experience in leading research efforts and developing/enhancing systematic trading strategies across all liquid asset classes.

  • MSc./Ph.D. in a Quantitative discipline from a top tier University.
  • 3+ years in a Front Office or Buyside environment.
  • Python / C++/ R (on Linux).
  • Experience working with high-frequency tick data and market microstructure analysis.
  • Strong knowledge of probability, statistics, and machine learning.
  • Extensive professional experience trading FX, Equities or Futures.

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