Senior Quantitative Researcher - Futures

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Job description

Key Responsibilities

The successful applicant will be responsible for:

· Trading a portfolio

· Be expected to manage the risk profile within the limits provided by the firm's Risk department

· Alpha Capture

· alternative data for alpha generation

· Developing a systematic trading strategy with the support of quantitative analysts and developers.

· Develop systematic strategies that exploit statistically-based predictive signals associated with various market inefficiencies.

· Signal analysis & feature engineering

· Design and implementation of large-scale ML systems & data pipelines

· Data curation & evaluation of new datasets

· Portfolio construction & optimization

· Backtesting & simulation

· Algorithmic execution & post-trade analysis

· Help drive the firm's expansion intraday futures strategies

· Help drive the firm's research agenda across the macro strategies

· Work In close collaboration with Engineering on the continued build-out of the fund's futures research and trading platform, including

· Design & implementation of libraries for research & scientific computing

· Design & implementation of trading and simulation infrastructure

· Design & implementation of data pipelines for signal generation, model training & inference

· Co-manage a suite of short term macro strategies

· Manage own quantitative investment portfolio

The successful applicant will have:

· Proven track record of profitability

· Strong work ethic with attention to detail

· Disciplined trading style

· Ability to work under pressure

· Ability to work on multiple products

· Work well as part of a team.

· Strong understanding of risk in your products

· Have a live track record

· Mid or High-frequency Strategy

· Have strategies trading global futures

· 3 - 8 years experience working on futures/FX trading strategies (sub 2 days

holding period),

· Run risk on a platform or Prop

· Broad experience across all major asset classes within futures

· Ph.D. in statistics, computer science, physics, or related STEM discipline from a

· top-tier university

· Strong foundational knowledge of mathematics, statistics, machine learning and

· scientific computing

· Extensive knowledge of supervised and unsupervised ML methods for regression

· and/or classification, and an understanding of their real-world advantages/disadvantages

·

Location: London

Salary: £ Competitive + Bonus

REFER A FRIEND

If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on (0) or i for more details

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