The role would comprise of three main sleeves:
- Alpha generation and the ability to identify regular and genuine signals in traditional and alternative datasets.
- The use of state-of-the-art AI techniques to enhance the portfolio and ensure optimal weighting/balancing.
- Management, monitoring and improvement of advanced and complex algorithms.
Looking for an enthusiastic candidate with interest & skills in the quantitative and research space, and extensive experience in leading research efforts and developing/enhancing systematic trading strategies across all liquid asset classes.
Requirements:
- MSc./Ph.D. in a Quantitative discipline from a top tier University.
- 3+ years in a Front Office or Buyside environment.
- Python / C++/ R (on Linux).
- Experience working with high-frequency tick data and market microstructure analysis.
- Strong knowledge of probability, statistics, and machine learning.
- Extensive professional experience trading FX, Equities or Futures.
