Quantitative Researcher/Developer Opportunity
Location: London
A top hedge fund is building a new team to bridge the gap between their mid-frequency (MFT) and high-frequency (HFT) trading groups. This role is ideal for quantitative researchers or developers with up to 8 years of experience or a fresh PhD graduate with strong academic and internship experience. The role offers exposure to both HFT and MFT strategies, making it a great opportunity to develop skills in a dynamic environment. This is a small, newly formed team giving you the chance to make a significant impact early on.
The ideal candidate will come from a tier 1 propriety trading firm. The firm has recently built out their delta one, futures and etf desks so a background in one of these would be sort after.
Key Responsibilities:
* Support the development of trading models that sit between MFT and HFT strategies.
* Collaborate with senior researchers to explore new trading signals and refine existing strategies.
* Assist with coding and model implementation in Python or C++, ensuring model robustness and performance.
* Gain hands-on experience in both MFT and HFT strategies, working closely with key stakeholders across the business.
* Quantitative Researcher/Developer
Requirements:
* Some years of experience in a quantitative research or development role, or a recently completed PhD with multiple relevant internships.
* Strong programming skills in Python or C++.
* Exposure to both MFT and HFT strategies.
* Ability to work within a small, dynamic team and make immediate contributions.
* Preference for candidates without an options-based background.
