The team is looking to expand their footprint in Asian Markets.
About the role - Designing, implementing, and deploying high-frequency trading algorithms focused on Asian products (equities, futures, FX)
- Exploring trading ideas by analyzing market data and market microstructure for patterns
- Creating tools for data analysis of patterns
- Supporting the trading by contributing to the development of analytical computation libraries
- Exchange simulators optimisation and calibration
About you - The ideal candidate will have:
- A MSc/PhD from a top-tier university
- 1-3 years of research experience in high-frequency trading of one or more of the following products: equities, futures, FX.
- High confidence in their ability to create new strategies both independently and with team collaboration
- A strong background in mathematics and statistics
- Expertise in back-testing, simulation, and statistical techniques
- Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial
- Knowledgeable of statistical models and signal generation
- Strong programming skills in C++, MATLAB, and R
For further information do not hesitate to contact me at or on +44 (0)20 7780 6700
