My client is a leading systematic trading firm which is expanding a new commodities market making team with a Quantitative Trader.
This firm can offer strong base salaries and performance-based bonuses, in addition to pension, insurance, and medical benefits.
This is an opportunity for a Quant Researcher/Trader from an electronic trading background to join an exciting new business where they will research and manage trading algorithms at low-latency.
The Role:
Research and manage short-term/HFT market taking strategies across commodityfutures markets, particularly Energy futures.
Cover microstructure analysis, pricing, signal generation, and hedging strategy responsibilities.
Manage other trading operations, such as tweaking/optimising trading systems and managing risk.
Design and backtest quantitative trading algorithms.
Implement, optimize and improve strategies in live trading.
Requirements:
2+ years experience as an Electronic Trading quant at a trading firm or bank.
Advanced programming skills in Python and experience with C++ or Java.
A Bachelor's, Master's or PhD level degree from a top university in a numerical field of study such as engineering, computer science, physics, mathematics, statistics etc.
Ability to work in a team with colleagues in other regions.
