My client is a leading Quant Trading firm, with a strong presence across major global markets. Their approach combines rigorous quantitative research, ultra-low latency technology, and robust risk management to develop mid/high-frequency systematic trading strategies across asset classes, including equities, commodities, currencies, and fixed income.

Their traders leverage cutting-edge technology and data-driven insights to deploy algorithmic strategies in global markets. As a Quantitative Trader, you will design and optimize trading algorithms, contributing to the firm’s overall market-making and quantitative trading efforts.

This role is primarily for Quantitative Traders who have their own Alpha generating strategies.

Key Responsibilities

• Develop, implement, and optimize mid/high-frequency trading strategies.
• Analyse vast datasets to uncover trading opportunities and improve execution efficiency.
• Research and model market microstructure dynamics across multiple exchanges.
• Design, test, and refine trading algorithms in a simulated environment before deployment.
• Collaborate closely with engineers to enhance trading infrastructure and execution speed.

Who they are looking for

• Strong problem-solving and analytical skills.
• Proficiency in at least one programming language.
• Experience with data analysis, statistical modeling, and market research.
• Familiarity with machine learning techniques.
• Knowledge of market microstructure and execution strategies (a plus).
• Ability to thrive in a fast-paced, collaborative environment.
• Prior experience in trading, internships in a financial or quantitative field.
• Sharp Ratio of 2.0+ for Mid Frequency Strategies (A Must)
• Sharp Ratio of 6.0+ for High Frequency Strategies (A Must)

If this role is of interest to you, and you would like to hear more about the opportunity and my client please reach out.