change
starts now...

Our client is a high frequency proprietary trading firm with offices in New York, London and Singapore. The firm specialises in electronic market making, high frequency trading, and intraday trading on global futures exchanges across a wide range of products (commodities, interest rates, fx, equity index, etc). The role will involve joining an established team of algo traders in a research and trading capacity.

Responsibilities

• Design, test and deploy new algorithmic trading strategies.
• Work with team members to optimize existing strategies.

Qualifications/Experience

• MS/PhD in Computer Science, Maths, Engineering or Physics.
• Background in statistics, probability, machine learning. 
• Strong understanding of reinforcement learning. 
• Prior experience short term forecast strategies for futures based on microstructure research. 
• Strong research programming skills. 

If you would like to be considered for the position of Quantitative 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