Quantitative Researcher - Cash Equities HFT:

A leading proprietary trading firm is seeking a skilled Quantitative Researcher (HFT) to develop strategies for their Cash Equities desk. This role entails conducting microsecond-level market analysis, developing ultra-low latency trading signals, and implementing high-performance systematic strategies into production. The focus will be on generating consistent PnL while maintaining exceptional Sharpe ratios. You'll work closely with Portfolio Managers and engineers to optimize strategy performance and execution speed, with great opportunities for progression.

Responsibilities:

• Collaborate with global teams to design, implement, and optimise high-performing cash equities high frequency trading strategies
• Develop and maintain ultra-low-latency trading systems for maximum efficiency in strategy execution
• Enhance alpha generation through innovative ultra-low latency signal development and strategy implementation
• Effectively manage risk to optimise trading performance

Qualifications:

• Bachelor's or Master's degree in a quantitative field such as Computer Science, Physics, Mathematics, Statistics, or related disciplines
• Proven experience in high frequency trading and developing high Sharpe ratio strategies for cash equities
• Wealth of experience in coding skills such as C++, Python and Java
• Hands-on experience with High Frequency Trading (HFT) and designing ultra-low-latency systems
• Proficiency in statistical modelling, time series analysis, and machine learning techniques

This is an exciting opportunity to collaborate with top Portfolio Managers and engineers to optimise performance and execution. If you're ready to make a significant impact in HFT and are eager to progress within a leading proprietary trading firm, this role is for you. Reach out to me at .