Senior Quantitative Researcher

Winston Fox ,
London, Greater London
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Job Description

Great opportunity to join a Premier Hedge Fund with over $30b AuM and 400 staff, that is known for excellence Worldwide and be a key member of their push into the automated Futures Market. The team is of exceptionally high calibre but they maintain laid-back and fun environment, horizontal organisational structure and is a recognized innovator and leader in the field of quantitative equity trading. This is a chance to develop and grow new strategies in a new asset class for an Ivy league firm. RESPONSIBILITIES * Designing and implementing new Futures algorithmic trading strategies (1-2 week holding) * Developing and Implementing new statistical models * Maintaining a framework for back-testing and reporting trading strategies * Designing, implementing, and deploying new trading algorithms * Exploring new trading ideas by analyzing data and market structure for patterns * Creating tools to analyse data for patterns * Contributing to libraries of analytical computations to support data analysis and trading * Developing, augmenting, and calibrating exchange simulators REQUIREMENTS * MSc or PhD in Mathematics, Statistics, Computer science, Engineering or a related field * Superior Statistical and Probability practitioner * Commercial experience in Quantitative trading strategy research, ideally systematic Futures * Possess a complete understanding of the Futures alpha development process * Implemented models into production with significant financial allocation * Developing strategies of intraday to 2 week holding periods. * Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis) * Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data * Strong experience in signal generation and statistical models * Strong programming skills in either C++, Python, MATLAB, and R * Interest in machine learning, AI (plus) * The ability to think rigorously and independently and cooperate within a small team * Brilliant problem-solving abilities * Buy side or Proprietary experience preferred, but not essential. Employment Type: FULL_TIME

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