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Junior Quantitative Researcher

Genesys Logic, Inc.

London

On-site

GBP 50,000 - 120,000

Full time

5 days ago
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Job summary

An established industry player in quantitative trading seeks a talented individual to join their dynamic team. This role involves leveraging advanced statistical techniques and programming skills to enhance trading strategies within a cutting-edge automated framework. The ideal candidate will possess a strong quantitative background, with an advanced degree in a relevant field, and demonstrate proficiency in programming languages such as Python, C++, or R. You'll thrive in a fast-paced environment, collaborating with colleagues across various regions to drive success. If you're detail-oriented and eager to make an impact in the world of trading, this opportunity is perfect for you.

Qualifications

  • Quantitative background with advanced degrees in relevant fields.
  • Proficiency in programming languages like Python, C++, or R.

Responsibilities

  • Research and apply trading strategies using automated frameworks.
  • Analyze data to identify trading opportunities using statistical methods.

Skills

Statistical Analysis
Python
C++
R
Communication Skills
Detail-oriented

Education

Master in Mathematics
PhD in Statistics
Master in Financial Engineering
PhD in Computer Science

Job description

Salary: 120,000 - 50,000

Onsite WORKING
Location: United Kingdom (Greater London)
Type: Permanent

Our client has an extensive and impressive track record of successfully running Quant trading strategies for over a decade. They spun out as a hedge fund and now operate globally.

They are a highly interdisciplinary firm, operating around the intersection of trading, quant modelling, and technology.

Their trades are facilitated by state-of-the-art infrastructure which handles their larger trading volumes easily.

Role
  • Using the firm's automated trading framework to research and apply strategies.
  • Using progressive statistical approaches to analyse data and ascertain opportunities for trading.
  • To build upon and develop a strong understanding of market structures of the various exchanges and asset classes.
  • Pre-market - checking that all required data and processes are ready.
  • During market - sporadically monitoring behaviour and performance of strategies.
Ideal Candidate
  • Quantitative background - including Master/PhD in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, or Physics from a top University.
  • Programming proficiency with at least one major programming or scripting language (Python, C++, or R).
  • Strong communication skills and ability to work well with colleagues across multiple regions.
  • Ability to perform well under pressure.
  • Detail-oriented.

Reference: QR/NW/AHU/001

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