Our client is a global systematic trading and investment management firm with an office in London, it offers professional investment & strategy research, trade execution and risk management. Being part of the team, your focus will be to conduct research on the Chinese future markets and develop intraday / mid-frequency algorithmic strategy. You will construct your own portfolio which will be mainly equity index futures, commodity futures and bond futures traded in Chinese Exchanges.
Conduct statistical research on intraday / mid-frequency timeseries.
Generate new trading idea and convert into automated strategy.
Optimise trade execution and market impact to maximise trading performance.
Maintain and improve live strategies.
Maintain portfolios and responsible for your own P&L.
Write research report and strategy presentation used in internal and external interaction.
Master or PhD degree in mathematics, statistics, computer science or related disciplines.
Minimum 3 years of research experience in intraday/mid-frequency algorithmic trading or quantitative portfolio management.
Strong experience in building black box trading algorithmic strategies.
Strong experience in market alpha research.
Experience in working with fine grained tick level data and hands on experience in using technologies to manipulate data.
Familiar with at least one of the following programming languages: C/C++, Matlab, R or Python.
Please only apply if you have relevant experience and we will contact those applicants we consider suitable…… click apply for full job details