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Our client is seeking a Quantitative Researcher to join the equities market making team.  The role is geared around researching forecast and optimization strategies for high frequency equities on lit and dark pools.  

Requirements:

• At least 2 years of experience designing strategies for equities market making / algorithmic trading
• Strong programming skills in one or more languages, ideally: Python, R, C++, Linux
• Strong statistical research skills, probability, time series, regression, machine learning
• Strong experience with market structure research, microstructure analysis. 
• Good judgement and ability to oversee strategies in production. 

Education:

• MS/PhD in Applied Maths, Physics or Quantitative Discipline
  

If you would like to be considered for the position of Algorithmic Trader, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team