Quantitative Portfolio Manager

Liquid Capital ,
London, Greater London

Overview

Job Description

The Company The Liquid Capital Group, founded in 2000 comprises one of the leading market makers in exchange traded derivatives in Europe and Asia. While core of the company is derivatives market making, we have expanded into other strategies across various asset classes building a varied firm. With over 100 employees, it is a dynamic trading group with offices in London, Sydney, Hong Kong and Chengdu. What sets us apart from others is that we allow employees to have a big impact as if they are at a small company, but at the same time we have the global reach of a large company allowing for scale and diversification. We use cutting edge technology and quantitative methods while maintaining our strong trading roots, giving us a unique position to provide deep and reliable liquidity in all market conditions. The Role The successful candidate will join our team of Quantitative Portfolio Managers based in London. They will have the responsibility of creating systematic trading strategies from idea generation, to research, to implementation. Not only will you be implementing your own trading strategies, but you will also be collaborating with other Quantitative Portfolio Managers to learn and improve your own strategy as well as helping others. Key Responsibilities Key responsibilities will include but will not be limited to: * Analysing historical market data; * Generating sophisticated algorithms and statistical models; * Generating ideas, researching, prototyping, and implementing systematic trading strategies; * Collaborating with other Quantitative Portfolio Managers and development to implement ideas; Skills, Qualifications and Experience * Demonstrable experience with a profitable systematic trading strategy; * Deep knowledge of a systematic trading strategy * Proven ability for systematic trading strategy idea generation * Knowledge of complex mathematics and statistics to produce quantitative models. * Strong knowledge of a programming language (Python, Matlab, R, C++, C#); * Excellent communication and interpersonal skills; * Excellent analysis, problem solving and innovation skills; Competitive salary offered dependent on experience Closing date: 6th July 2018