My client is looking to expand their quantitative trading team due to success in the first two quarters of this year.
This presents the opportunity to work in a highly reputable team in a market leading hedge fund in full expansion mode.
This role involves the development of proprietary quantitative trading strategies in commodities.
This role requires candidates from a highly quantitative background, with an academic focus in either computer science, applied mathematics of a pure science degree.
PhDs are not required but are advantageous.
Relevant experience is essential as this role directly contributes to P&L and only experienced candidates will be considered.
Responsibilities:
-Developing proprietary quantitative trading strategies,
-Performing statistical and econometric research to develop new and improve existing strategies,
-Exceptional programming languages, Java, C++, Python are required, further experience is an advantage,
-Ability to work under pressure, and a desire to play an integral role in a market leading quantitative trading team.
Requirements:
-Experience in the financial industry in a similar role, developing quantitative trading strategies.
-Experience in Commodities.
-Strong communication skills both written and verbal.
-Exceptional Academic background- MsC/ PhD in a highly quantitative field.
This role offers the chance to build on your already strong programming and mathematical background by moving to one of the strongest Hedge Funds in the world where you will be working alongside some of the most reputable names in the market place.
The position is integral to the continued development of the team, and therefore the salary and benefits package on offer are highly competitive.
This is hire is active and interviews are currently taking place. Early application is desirable as response has been high. Please submit your CV by mail in Word Format only.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
