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Our client is looking for a Quantitative Researcher / Quant Trader to join their London team. The focus of the role will be Research and development for systematic futures strategies and risk management of team strategies. The team currently trades mean-reversion, momentum and relative value spread strategies. They have traded interest rate products on exchanges such as Eurex, CME, LIFFE, BrokerTec, eSpeed and ICE. They focus on market making and mid frequency strategies on an intraday basis. The role will involve joining the team in a quantitative research / trading capacity where you will work on signal research, optimization and monetizing strategies for interest rate and commodity futures as well as risk management and sizing trades and fitting strategies to new markets. The team has a collaborative culture and the bonus pool is shared by the overall team. Current team members come from an engineering, applied math and physics backgrounds.    

Ideal candidate

• MS/PhD background in STEM.
• 5-10 years of industry experience.
• Systematic / Quant Research skills.
• Trader mentality. Need someone who understands risk and is able to work under pressure in a fast paced trading environment. 
• Understanding / interest in research focusing on market microstructure, CLOB and term structure analytics.
• Good ability to implement ideas in C++/Python.
• Good math skills probability, statistics, linear regression, econometrics. 
• Algorithm development skills. 

If you would like to be considered for the Quantitative Researcher / Quant Trader position, 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.