Quantitative Researcher

High Frequency Quantitative Researcher/Trader - Desk PM My client is a research-driven prop firm with offices across Europe, North America and Asia. Their teams primarily trade Cash Equities and Futures with strategies covering a range of holding periods from seconds to multiple weeks. The firm is looking for a Quantitative Researcher/Trader with 5+ years of experience in Alpha research to be responsible for researching, developing and managing their own strategies. They will have the opportunity to build and lead a desk, and will research and manage strategies on Equities/Futures markets in return for a % of their PnL.

The Role: Involvement in all aspects of the strategy development process, from research based on large datasets to the backtesting, optimisation and monitoring of live strategies. You will build a desk with access to the firm's infrastructure, data, and other resources such as development and monetization support.

Requirements: The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science, or Engineering. Excellent coding ability in at least one language. Previous successful candidates are proficient users of Python, C++, Java, etc. 5+ years of experience in Quantitative Research for HFT/intraday strategies. Strong attention to detail, excellent problem-solving abilities, and the ability to work well in a collaborative environment.