|Salary/Package:||£150,000 base – total comp £400,000+|
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.
- 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
- 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.