My leading quantitative investment company client are focused on computer-driven trading in global financial markets. They are a team of researchers, engineers, and financial industry professionals using sophisticated statistical models to analyse data and identify predictive signals to generate superior investment returns. investment teams each focus on their independent strategies while utilising the firm’s proprietary, state-of-the-art technology and data platform to optimise their alpha research.
Strong implementation of scientific and mathematical methods to explore, isolate, and solve problems in the global financial markets.
You will join high-frequency trading team focusing on developing alpha-driven trading strategies on global markets using scientifically rigorous research and cutting-edge technology. This role will work closely with team leader and other members on data processing, signal generation, modelling, strategy simulation and calibration, and developing team’s research pipeline and simulation environments.
This is a rare opportunity to join a well-positioned team at an early stage to deliver measurable and long-lasting P&L impact while collaborating with individuals with proven experience building some of the most profitable high-frequency strategies in the world.
Contribute to and drive research projects with heavy P&L impact, including alpha signal generation, statistical modelling and machine learning, strategy
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