Quantitative Trader Opportunity
My client is a globally recognised quantitative proprietary trading firm with a dominant presence across major markets. They combine rigorous quantitative research, ultra-low latency technology, and robust risk management to deploy mid and high-frequency strategies across asset classes, including equities, fixed income, commodities, and FX.
The firm is expanding its team of Quantitative Traders with a particular interest in those who bring Alpha-generating strategies powered by AI/ML and advanced statistical learning techniques.
Key Responsibilities
* Design, develop, and optimise mid/high-frequency trading strategies using quantitative and machine learning techniques.
* Leverage large-scale, high-frequency datasets to uncover alpha signals and drive decision-making.
* Integrate AI/ML models into trading workflows.
* Model and analyse market microstructure across global exchanges to improve execution and reduce slippage.
* Experience in backtesting strategies before live deployment.
* Work closely with low-latency engineers to enhance execution speed and infrastructure efficiency.
Who They’re Looking For
* Proven track record of alpha generation:
* Sharpe Ratio ≥ 2.0 for Mid-Frequency
* Sharpe Ratio ≥ 6.0 for High-Frequency
* Strong proficiency in Python, C++, or other relevant languages.
* Deep understanding of AI and machine learning algorithms, including time series modeling, feature engineering, and model interpretability.
* Experience with market microstructure, order book dynamics, and execution strategies.
* Background in quantitative research, algorithmic trading, or data science.
* Self-sufficient strategy owners and collaborative team players are both encouraged to apply.
If you're a Quantitative Trader with a scalable, proven strategy, particularly one enhanced by AI/ML techniques, please apply and a consultant will contact you shortly.