Managing and trading a quant driven intraday futures portfolio Researching and developing new trading ideas and signals Managing portfolio risk and PnL Work alongside quant and development support in roll out of trading strategy and/or infra About you:
Multi-year track record live trading systematic futures portfolio 5 years+ experience in quant/ systematic trading firm Expertise in alpha research, portfolio construction, risk management, optimisatizion and execution A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation Proficiency in back-testing, simulation, and statistical techniques A MSc/PhD from a top-tier university Strong programming skills in Python or C++ AnsonMcCade LondonEngland
