Quantitative Trader - London, United Kingdom - Selby Jennings

Description

A prestigious fund in London is expanding its HFT division and is seeking a talented and motivated High-Frequency Quantitative Trader to join the platform

Responsibilities:

Conduct in-depth research on high-frequency trading strategiesAnalyze large datasets to identify alpha signals and optimize trading algorithmsCollaborate with traders and developers to implement and backtest trading modelsLead the full research cycleMonitor live trading performance and make real-time adjustmentsQualifications:Master's or Ph.

D. in a quantitative field (e.g., Mathematics, Statistics, Physics, Computer Science, or Engineering)Minimum 2 years of experience in high-frequency quantitative research or algorithmic trading (futures or vol experience is preferred)Proficiency in Python, C++, or similar languagesUnderstanding of financial markets, trading venues, and execution platformsAbility to tackle difficult problems and adapt to changing market conditionsCollaborative mindset and excellent communication skills