About the role
We are seeking an exceptional Quantitative Researcher to join our high-performance trading team. The ideal candidate will have proven experience in High-Frequency (HF) and Ultra-High-Frequency (UHF) trading environments, with a strong track record of developing and deploying fully automated systematic strategies characterised by short holding periods and high turnover.
In this role, you will design, implement, and optimise alpha-seeking and market-making strategies using advanced quantitative techniques and statistical modelling. You will be responsible for rigorous back-testing, performance evaluation, and continuous enhancement of trading models. The position also offers opportunities to contribute to cutting-edge research initiatives and explore new areas in quantitative trading.
Responsibilities:
- Develop and deploy completely automated systematic strategies with short holding periods and high turnover.
- Typical strategies deployed include Alpha-seeking strategies and market-making. Rigorously back-test strategies.
- Advance existing research initiatives and explore new avenues for quantitative research and trading.
Requirements:
- Deep experience in HF/UHF Trading.
- Live HF Trading experience for at least 2 years.
- PnL Track record with excellent Sharpe ratios.
- Strong mathematical and statistical aptitude.
- Programming experience in C++ or C.
- Proficiency in using Python, R, or MATLAB for statistical/data analysis of HFT tick data.
- Possess a degree in a highly analytical field, such as Engineering, Mathematics, or Computer Science.