Position
Major Global Hedge Fund looking for a senior quantitative trader with deep and current experience of liquid intraday futures trading, in a production non-Equities trading environment.
Role
The Systematic team is responsible for the creation and management of fully automated systematic investment strategies that focus on the Futures market - non-Equity. The group operates at the intersection of quantitative modelling, technology and portfolio management and is therefore highly interdisciplinary. As a senior quantitative researcher, you will have exposure to the full systematic strategy investment process across idea generation, modelling, portfolio construction, execution, post-trade reconciliation, risk and portfolio management. This position is a hands-on role responsible for creating and optimising new systematic intraday models in a $1bn AuM book.
Responsibilities
The successful candidate would work primarily on the expansion of investment strategies, and the creation of new signals into a broad range of intraday Futures. This is an excellent opportunity to drive the creation of investment strategies and signals and successfully implement your ideas into production. Running the full research lifecycle i.e. idea incubation, data and indicator exploration, quantitative modelling, writing new signals and alphas, and implementing your trading models into production. This fund values the returns they provide to clients and do not want to conduct research for research sake.
You
Candidates should have a natural intellectual curiosity and ambition, combined with a self-starting approach to implementation of their work. We are looking for an experience Systematic Trading Quant with tenacity, determination and ambition. Someone with demonstrable experience, cradle to grave, of delivering PnL generating signals.
Skills
Minimum 3+ years of commercial experience researching signal driven trading models in a live production environment
Signal creation and production intraday trading experience is required
Hedge Fund, Asset Management or Proprietary Trading experience - modelling and/or developing algorithmic intraday investment strategies.
Evidence-based knowledge of themes within the universe of Futures instruments, particular interest in non-equity futures.
Successful track record of the quantitative investment strategy research and trading lifecycle i.e. models in production.
An ambitious and self-starting approach to implementation of their work
Ability to work in a fast-paced and entrepreneurial environment that encourages intellectual curiosity and problem-solving
An excellent academic record, including top-ranked schools
Collaborative, team-oriented, but also results driven personality
Compensation
Comp: £350k-£600k
Benefits: full executive package
Other: 25 days’ vacation. collaborative, dynamic and high-tech culture. free breakfast and lunch. gym etc