Junior Quantitative Researcher/Trader Anson McCade London, United Kingdom
Posted:
1 day ago |
Job Type:
Hybrid Job |
Employment Type:
Permanent + bonus/market leading benefits My client is a world renowned systematic Trading Firm with offices globally boasting a strong track record spanning over the last 20 years. They deploy systematic trading strategies across asset classes, including equities, futures, and foreign exchange. Researchers are responsible for conducting quantitative research using statistical and predictive modelling techniques. They are recognised as a very successful spin-out, with consistent, profitable returns. They take pride in being highly driven by research, data, and technology. The team looking to expand is a highly successful quantitative strategies team based in London largely composed of traders, researchers, and engineers. The role Key responsibilities will include: Collaborating with other researchers to collect data and analyse targeted markets in search of trends and patterns. Utilising this data to develop predictive trading models and generate signals. Backtesting signals and converting them into strategies, helping the team capitalise on opportunities in the market. Analysing strategy and performance, and optimising the portfolio. Ideal Candidates Bachelor's or Master's degree in Computer Science, Maths, Statistics, Physics, or Computational Finance. Other STEM subjects also considered. Ideally intern+ experience in a technical role or quantitative role; covering coding, quant research, alpha generation, or systematic trading. Great interest in systematic/algorithmic trading. Strong communication skills. The benefits Highly competitive compensation package. Opportunity to work with the best technology in the market. Steep learning curve and internal fluidity. Top healthcare plan and comprehensive maternity/paternity policy. Access to an onsite gym, stocked pantry, and free lunch.
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Posted:
1 day ago |
Job Type:
Hybrid Job |
Employment Type:
Permanent + bonus/market leading benefits My client is a world renowned systematic Trading Firm with offices globally boasting a strong track record spanning over the last 20 years. They deploy systematic trading strategies across asset classes, including equities, futures, and foreign exchange. Researchers are responsible for conducting quantitative research using statistical and predictive modelling techniques. They are recognised as a very successful spin-out, with consistent, profitable returns. They take pride in being highly driven by research, data, and technology. The team looking to expand is a highly successful quantitative strategies team based in London largely composed of traders, researchers, and engineers. The role Key responsibilities will include: Collaborating with other researchers to collect data and analyse targeted markets in search of trends and patterns. Utilising this data to develop predictive trading models and generate signals. Backtesting signals and converting them into strategies, helping the team capitalise on opportunities in the market. Analysing strategy and performance, and optimising the portfolio. Ideal Candidates Bachelor's or Master's degree in Computer Science, Maths, Statistics, Physics, or Computational Finance. Other STEM subjects also considered. Ideally intern+ experience in a technical role or quantitative role; covering coding, quant research, alpha generation, or systematic trading. Great interest in systematic/algorithmic trading. Strong communication skills. The benefits Highly competitive compensation package. Opportunity to work with the best technology in the market. Steep learning curve and internal fluidity. Top healthcare plan and comprehensive maternity/paternity policy. Access to an onsite gym, stocked pantry, and free lunch.
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