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| Location: |
London, United Kingdom |
| Recruiter: |
Global Quant Recruitment |
| Salary: |
10k + Leading Bonus |
| Post Date: |
2010-02-01 |
| Contact Email: |
quant-jobs@globalquantrecruitment.com |
| Apply Url: |
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| Source: |
quantfinancejobs |
| Description: |
Quantitative Trader, eFICC, Electronic Trading and Market Making, LondonA unique opportunity to work as part of one of the planet leading high frequency trading units within a pioneering and high-performing franchise at a prestigious global institution. You will contribute throughout the entire process of strategy, model and product development; Role and responsibilities:- Member of the systematic trading group trading Currencies (FX), Fixed Income, Interest Rates, Commodities and Equities- Creating proprietary statistical arbitrage trading strategies (mean reversion, momentum,- Developing high-frequency tick-by-tick analysis, optimial pricing and hedging algorithms, optimised execution- Devise rigorous methods and tests for analysing the efficiency of trading strategies, back-testing and optimisation.- Improve and optimise existing models and contribute to novel strategic initiatives.You must possess:- Experience within FX, Fixed Income or Equities automated trading.- Expertise within data analysis, Kalman filtering, mean reversion, technical analysis, arbitrage - Understanding of European market structure, fragmentation and dark liquidity- Technical proficiency in C, C++, Java, C# and R or S-Plus.- An insatiable desire to develop leading algorithms in a commercial environment.- Excellent PhD or MSc level degree specializing in a quantitative discipline.- Academic expertise in statistical data analysis, machine learning, signal processing, econometrics, electronic engineering, physics and/or computational research.Although preferable; you are not explicitly required to send your CV. If you want to have a chat about this role, please free to call. We treat all applications/conversations as 100% confidential.Applying: quant-jobs@globalquantrecruitment.com br />Contact: John Blake Telephone: +44 (0) 203 207 9090 Company: GQR |Global Quant Recruitment LinkedIn: http://www.linkedin.com/e/vgh/1615777 |
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