Work Type: Onsite

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.

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.

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.

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.