High Frequency Quant Manager / London

T Posted byRecruiterQuant fund focusing on medium frequency are looking to expand into higher frequency strategies and build out a team.

Role:-

As a Senior Quantitative Researcher, you will be responsible for producing empirical research that can be employed in higher frequency quantitative investment strategies with holding periods of hours to a few days. It is also expected that you will own the larger team’s agenda on trading research / execution strategy. You will work both independently and in cooperation with the rest of the team. To conduct research, you will employ cutting edge technology such as cloudputing ( AWS), high-performanceputing ( Slurm), big data ( kdb+, Exasol) as well as cutting edge science in machine learning and statistics. You will have the opportunity to build out and manage a small team of 2-3 quantitative researchers within the larger PM team.

Requirements:-

At least 3 years of research / trading experience in either a quantitative investment setting or on a sell-side trading desk / algo research team with previous alpha / PnL contributions (or showing strong potential to generate these going forward).

First Class, Master’s or PhD degree in a quantitative discipline hard science, engineering,puter & data science, math / stat / ML, finance

Experience in handling large, high frequency / tick datasets

Experience in Python or C++

Experience in using kdb+ / q (strongly preferred)

Experience in using python or C++ with parallel processing / cloudputing environments (preferred)

Knowledge of FIX (preferred).

Apply:-

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