Quantitative Researcher/Trader
£200000-300000 GBP
+ Performance based bonus
Onsite WORKING
Location: United Kingdom (Greater London) Type: Permanent
Quantitative Researcher/Trader - sub-Portfolio Manager position
Anson McCade have partnered with a systematic hedge fund based in London, which has offices throughout Europe, the UAE and Asia. They have the infrastructure for HFT, intraday, and mid/low frequency strategies across all liquid asset classes globally, with one of the largest and top performing equities businesses in the world. They are looking to continue the success of their trading business by expanding their teams with Quantitative Researchers/Quant Traders who could manage risk and other quants from a sub-PM seat.
The firm is currently looking for mid-senior level Quant Researchers with experience working on alpha research for cash equities, liquid futures, vol, or quant macro strategies. This is an opportunity for candidates with experience in HFT, intraday or mid/low frequency research and trading to help build and lead a team, and research, develop, implement and manage strategies. The successful candidate will have their own book, and will receive a very strong discretionary bonus or a formulaic payout.
The Role: Researching, developing and implementing strategies.
Monitoring the performance of strategies, and optimising them to maximise returns.
Building a team and collaborating on the development of analytics tools, libraries, and infrastructure.
About you: 3+ years of experience at a buyside firm, working in quantitative research with a strong record of performance.
Master or PhD level degrees from a top university, in a numerate field of study.
You must be an experienced user of Python, Java or C++.
Anson McCade have partnered with a systematic hedge fund based in London, which has offices throughout Europe, the UAE and Asia. They have the infrastructure for HFT, intraday, and mid/low frequency strategies across all liquid asset classes globally, with one of the largest and top performing equities businesses in the world. They are looking to continue the success of their trading business by expanding their teams with Quantitative Researchers/Quant Traders who could manage risk and other quants from a sub-PM seat.
The firm is currently looking for mid-senior level Quant Researchers with experience working on alpha research for cash equities, liquid futures, vol, or quant macro strategies. This is an opportunity for candidates with experience in HFT, intraday or mid/low frequency research and trading to help build and lead a team, and research, develop, implement and manage strategies. The successful candidate will have their own book, and will receive a very strong discretionary bonus or a formulaic payout.
The Role: Researching, developing and implementing strategies.
Monitoring the performance of strategies, and optimising them to maximise returns.
Building a team and collaborating on the development of analytics tools, libraries, and infrastructure.
About you: 3+ years of experience at a buyside firm, working in quantitative research with a strong record of performance.
Master or PhD level degrees from a top university, in a numerate field of study.
You must be an experienced user of Python, Java or C++.
Reference: GHA/QQR/LDN01
Postcode: W1J
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