Job Description
Role Description:
Statera Talent is recruiting a Quantitative Researcher for a boutique Market Maker in London. This is an exciting opportunity to develop cutting-edge systematic trading models and directly influence trading outcomes.
The client is seeking a Quantitative Researcher with experience in proprietary trading and HFT systems. You’ll design and implement advanced predictive models, optimize multi-asset portfolios, and work with a dynamic team of traders, researchers, and developers.
Responsibilities:
Alpha Model Design:
* Design, implement, and optimize predictive models for alpha generation, leveraging statistical techniques, machine learning algorithms, or other quantitative methods to create systematic trading strategies.
Algorithm Focus:
* Build and refine market-making algorithms, focusing on improving pricing efficiency, risk management, and real-time execution strategies for high-frequency trading environments.
Model Evaluation and Enhancement:
* Evaluate existing systematic trading strategies, identifying inefficiencies and implementing improvements using statistical arbitrage, trend-following, or mean-reversion models to enhance performance.
Research:
* Focus on innovative research that directly tackles real-world challenges. Identify promising research by assessing viability against potential outcomes. Translate research insights into production-ready algorithms.
Strategy Refinement:
* Refine systematic trading models with an emphasis on market microstructure, liquidity dynamics, and real-time data, ensuring the models adapt to evolving market conditions for improved risk-adjusted returns.
Requirements:
Academic Credentials
* Advanced degree (MSc/PhD) in Physics, Mathematics, Computer Science, Engineering, or related disciplines.
Advanced Analytics and Machine Learning
* Experience in applying advanced statistical methods or machine learning techniques to improve algorithmic strategies.
Cross-Asset Experience
* Proven experience developing systematic strategies across multiple asset classes (e.g., Commodities, Fixed Income) with a particular focus on high-frequency and market-making algorithms.
Experience and Technical Skills:
* Hands-on experience developing systematic trading models at a Market Maker or Prop Trading Firm.
* Experience with futures markets or other liquid instruments.
* Strong programming skills in Python or Java,
* Ability to implement algorithms effectively.
Mindset:
* A proven ability to solve complex problems using innovative, data-driven approaches.
* Eager to learn and contribute in a small, supportive environment.
What they offer:
* Prioritising performance over titles, this is a flat structure where results are recognized.
* Each team member plays a critical role, their contributions directly impact the firm's success.
* Opportunity to learn, grow, and collaborate directly with the founders in a high-performance culture.
If you are an entrepreneurial-minded quantitative researcher with experience developing systematic trading models and conducting impactful research, we invite you to apply by submitting your CV today.
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