Execution Trader

Charterhouse; Abu Dhabi; On-site; AED 80,000 - 120,000; Full time

Job summary

A leading hedge fund in Abu Dhabi is seeking an experienced execution trader to join their front office team. This role will focus on executing systematic trades and developing trading systems to improve performance. The ideal candidate will possess over 5 years of experience in systematic trading within sophisticated financial environments, with skills in Python or C++ programming.

Qualifications

• Minimum 5+ years in trade execution within a hedge fund.
• Experience in systematic strategies is essential.
• Programming skills in Python or C++ required.

Responsibilities

• Oversee electronic trade execution across multiple products.
• Develop and monitor trading systems.
• Enhance trading capabilities of the firm.

Skills

Trade Execution

Systematic Trading

Programming in Python

Programming in C++

Job description

Charterhouse is working with a systematic hedge fund who are looking to add an experienced execution trader to their front office function to execute systematic trades for their portfolio managers across multiple products and asset classes. The role will oversee electronic trade execution for all of the firms PMs in Abu Dhabi covering fixed income, equities, digital assets and commodity instruments. As the firm will purely be running systematic strategies, the actual execution requirements will be limited, therefore this role will take on more of a lead in developing their trading systems and monitoring model performance. The firm are keen to target talent from overseas due to the complex nature of systematic trading and the immaturity of the talent market across this discipline. This role will be vital to further developing and strengthening the firms trading capabilities.

The ideal candidate will have at least 5+ years within trade execution across a systematic strategy within a hedge fund or sophisticated family office. The successful candidate will also have programming language skills across Python or C++. Our client can be flexible on the asset class exposure, however, ideally position across multi-asset strategies would be the preference.