Salary/Package: £150,000 base – total comp £400,000+
Location: London
Job Type: Permanent

Great opportunity to join a Premier Hedge Fund with over $30b AuM and 400 staff, that is known for excellence Worldwide and be a key member of their push into the automated Futures Market. The team is of exceptionally high calibre but they maintain laid-back and fun environment, horizontal organisational structure and is a recognized innovator and leader in the field of quantitative equity trading. This is a chance to develop and grow new strategies in a new asset class for an Ivy league firm.

RESPONSIBILITIES
  • Designing and implementing new Futures algorithmic trading strategies (1-2 week holding)
  • Developing and Implementing new statistical models
  • Maintaining a framework for back-testing and reporting trading strategies
  • Designing, implementing, and deploying new trading algorithms
  • Exploring new trading ideas by analyzing data and market structure for patterns
  • Creating tools to analyse data for patterns
  • Contributing to libraries of analytical computations to support data analysis and trading
  • Developing, augmenting, and calibrating exchange simulators
REQUIREMENTS
  • MSc or PhD in Mathematics, Statistics, Computer science, Engineering or a related field
  • Superior Statistical and Probability practitioner
  • Commercial experience in Quantitative trading strategy research, ideally systematic Futures
  • Possess a complete understanding of the Futures alpha development process
  • Implemented models into production with significant financial allocation
  • Developing strategies of intraday to 2 week holding periods.
  • Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
  • Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
  • Strong experience in signal generation and statistical models
  • Strong programming skills in either C++, Python, MATLAB, and R
  • Interest in machine learning, AI (plus)
  • The ability to think rigorously and independently and cooperate within a small team
  • Brilliant problem-solving abilities
  • Buy side or Proprietary experience preferred, but not essential.