My client is leading a quantitative hedge fund which engages in systematic trading. The firm builds automated trading strategies aimed at capturing alphas across various markets and asset classes from a few milliseconds to longer term both pure arbitrage or statistical in nature. The company initially spun out as a hedge fund and are now one of the consistently performing funds on the market.
Overview of Position:
• Research and implement strategies within the firm's automated trading framework.
• Analyze large data sets using advanced statistical methods to identify trading opportunities.
• Develop a strong understanding of market structure of various exchanges and asset classes.
Typical Day:
• Primary focus throughout the day is on researching and implementing trading ideas.
• Before market open, check that all required data and related processes are ready for the trading day.
• During market hours, sporadically monitor behavior and performance of strategies.
Requirements
• Quantitative background - includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
• Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python).
• Strong communication skills and ability to work well with colleagues across multiple regions.
• Ability to work well under pressure.