My client is an HFT/prop trading house built by an American mathematician from scratch for 200 individuals over the last 15 years. The company is a fully automated trading platform with a significant turnover market share in options, crypto, and futures. The team has outstanding research talent (IMO/IMC, ICPC, and Kaggle Grandmaster backgrounds). The setup is thoroughly collaborative, with distribution between asset classes.
Employment Type: Full-time
Machine Learning Senior Quantitative Researcher (Fully Remote)
Successful Crypto HFT prop trading firm that established itself as one of the top 10 by volume in crypto markets is expanding into traditional markets. The is moving really fast into predictive alpha trading utilizing DL and ML techniques, while utilizing its top-notch technology and experience in latency-sensitive trading. What makes this opportunity unique is the chance to be at the early stages of research platform build-out and have tremendous knowledgebase and PnL impact. This is your real chance to move the needle and make a huge impact.
Systematic Equities Options Quant Researcher/Trader
An established multi-billion hedge fund in London is now seeking experienced Equity Derivatives trader or quantitative researcher to join a new build-out. It is a unique opportunity to be at the very foundation of the new business direction, help drive developing a trading platform, alpha signal research and actual trading.
Business Analyst – Trade Surveillance
Please see job role.
Senior Quant Researcher – Systematic Macro RV
A leading $10+ billion hedge fund has a strong established Macro desk and right now is seeking to expand it and hire multiple senior quant researchers, who will be sub-portfolio managers to lead the direction of statistical arbitrage RV strategy in commodities (metals, softs and power). You get your own carve out from the central book, and your compensation will be PnL driven, based on the profit your signals generate. The opportunity here is that you will be a part of the centralised Macro desk and collaborate with other quant researchers to develop systematic Stat Arb macro strategies and get the PnL cut, but at the same time you don’t need to be a standalone portfolio manager and manage a team.
Head of Commodities & RV Portfolio Manager
Our client is building out a new Relative Value Commodities business. This is a completely blank canvas with no one in the business currently running Commodity strategies. The fund is open to all different types of Commodities Portfolio Managers from Discretionary, Quantamental, and fully automated, Cross-Commodity, Cross-Energy, Metals, etc.
Market Risk Associate (Treasury /Investments/Credit) – Riyadh, Saudi Arabia
Our banking client is currently recruiting a Market Risk Associate (Treasury & Credit Ratings), to be based in Riyadh, Saudi Arabia
Lead Quantitative Researcher – HFT Prop-Firm
Our client is an HFT/prop trading house built by mathematical wizards from scratch to 200 individuals for the last 15 years. The company is a fully automated trading platform with a significant turnover market share in options, crypto, and futures. The team has outstanding research talent (IMO/IMC, ICPC, and Kaggle Grandmaster backgrounds). The setup is thoroughly collaborative, with distribution between asset classes.
We seek a senior researcher with experience in an HFT firm dealing with cash equities, futures, or options. They are happy to give you full autonomy with a team of junior researchers – Olympiad winners. They are open to outbidding any available offers and remuneration expectations for the right person.
Senior Quant Researcher – US Equities Statistical Arbitrage
A quantitative hedge fund is currently expanding their Equities Stat Arb business and looking for a Snr Quant Researcher to take the number 2 spot in a single book structure. Compensation will be PnL driven, based on ownership of signals. You must have no desire to be a PM to feel comfortable in this role but have a solid understanding of alpha research, signal filtering, signal selection and signal calibration. Man management experience will be a bonus.
C++ Quantitative Developer in the prominent prop-trading house
A prominent prop-trading house is seeking a Quantitative Developer/Engineer with 3+ years of experience on the buy side. The company’s business is blended between HFT and MFT, with a collaborative culture and outstandingly talented researchers – full of former Math & Informatics Olympiad, ICPC winners, and Kaggle grandmasters.