Our client is a Quant Prop Trading firm who are expanding strategies and actively hiring a Liquid Market/ Cross-Asset Futures Quantitative Trader to manage a decent sized portfolio. We are looking for a quant trader running statistical or systematic relative value/ event driven strategies. Strong role to join a solid group who have experience running high Sharpe high return strategies. Ideal candidate has experience trading prop running systematic strategies at a hedge fund, investment bank or prop trading firm. Min. 1 year track record. We can hire junior or senior quant traders.
Do NOT apply without relevant experience.
Please do contact me should you wish to discuss further.