Delta-1 HFT Quant Trader — Strategic Market Research

Selby Jennings; Greater London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A leading global hedge fund is seeking a Global Sales Operations Manager to optimize sales tools and strategies for high-performing consultants. In this pivotal role, you will manage HFT delta-one strategies, conduct research on market microstructure, and collaborate with quant teams. Strong programming skills in C++, Python, or Rust are essential, along with a deep understanding of market dynamics. Join a well-funded and collaborative environment to shape the strategy of a new proprietary trading arm.

Qualifications

• Strong programming skills in C++, Python, or Rust are essential.
• Deep understanding of market dynamics is required.

Responsibilities

• Optimize sales tools and strategies for high-performing consultants.
• Manage HFT delta-one strategies.
• Conduct research on market microstructure.
• Collaborate with quant teams.

Skills

Strong programming skills in C++

Strong programming skills in Python

Strong programming skills in Rust

Deep understanding of market dynamics

Job description

A leading global hedge fund is seeking a Global Sales Operations Manager to optimize sales tools and strategies for high-performing consultants. In this pivotal role, you will manage HFT delta-one strategies, conduct research on market microstructure, and collaborate with quant teams. Strong programming skills in C++, Python, or Rust are essential, along with a deep understanding of market dynamics. Join a well-funded and collaborative environment to shape the strategy of a new proprietary trading arm.