Our client is searching for a Quant Strategist to work in their London office. The successful candidate will need to conduct research of the Chinese future markets and develop advanced high frequency / intraday algorithmic strategy.
Responsibilities:
- Conduct statistical research on high frequency / intraday time series
- Analyse Chinese Future Markets and spot trading or arbitrage opportunities
- Analyse market micro-structure and order book dynamics
- Optimise trade execution and market impact to maximise trading performance
- Maintain live strategies
- Write research report and strategy presentation used in internal and external interaction
Skills:
- Master of PhD degree in mathematics, statistics, computer science or related disciplines
- Show experience in building black box high frequency or intraday trading algorithmic strategies, preferably in equity index or commodity futures
- Show experience in market micro-structure modelling, order-book dynamics and alpha research
- Relevant experience working with fine grained tick level data and hands of experience in using technologies to manipulate data.
- Show strong skills with at least one of the following programming languages: C/C++ , Matlab, R or Python
- Relevant experience with Chinese equity and /or commodity futures desired but not required
