Quantitative Strategist, Equity Algorithmic Trading

Location City of London
Discipline: Quantitative Investing
Job type: Associate Vice President (AVP)
Salary: £100000 to £150000
Contact name: James Drysdale

Contact email: james@winston-fox.co.uk
Job ref: StatArbQ1
Published: about 1 month ago

​As a Quantitative Strategist in this front office investment team, you will have an opportunity to solve challenging problems in a live buyside trading environment while utilizing statistical scientific algorithms and mathematical modelling techniques. This investment team, led by an experienced and successful Quant Portfolio Manager, are passionate about cultivating new ideas and exploring ways to bring them to life. In this position, you will work for, and report directly to the Portfolio Manager, and you will have significant responsibility and impact from day one.

Responsibilities

  • Create practical solutions to problems presented in the trading environment

  • Conduct statistical analysis of market and Tick level data, historical trends, and relationships across global equities

  • Formulate and apply mathematical modelling and quantitative methods to identify and capture trading opportunities

  • Design and develop novel trading execution algorithms to maximise return and PNL

  • Help the team to build and refine trading tools and optimize existing strategies

What we are looking for

  • 2-5 years of algorithmic/electronic trading quantitative research experience – Associate to VP level on sellside

  • Passionate about quant-driven strategies, investment management, and a burning desire to produce outstanding results for investors

  • Experience in high-frequency strategies, tick level data, or developing sophisticated execution algo´s, Trade Cost Analysis etc

  • Proficient Python programming skills with experience exploring large datasets

  • Strong hands-on analytical, statistical, and problem-solving skills

  • Some exposure to Machine Learning techniques and the possible applications to quantitative strategies is desirable

  • Excellent academic profile in Mathematics, Statistics, Probability, Optimization, Quantitative Finance, Machine Learning or similar

What we offer

  • Strong career growth and learning opportunities

  • Collegiate, collaborative, team-based environment

  • Base salary range £100,000 - £150,000

  • Annual bonus range (yr1) 50%-100%

  • Fully loaded benefits package