HFT Quantitative Researcher

Fasanara; London; On-site; GBP 100,000 - 125,000; Full time

Job summary

A leading quantitative investment firm in London is seeking a knowledgeable Quantitative Researcher to enhance market-making strategies within crypto exchanges. Your role involves using statistical modelling and quantitative analysis to improve trading performance. You will be integral in monitoring automated strategies and applying machine learning techniques. The company promotes a meritocratic culture and offers comprehensive benefits including health schemes, generous leave, and competitive bonuses.

Benefits

Bupa health & dental

Cycle to Work scheme

Enhanced pension

Generous annual leave

Competitive bonus scheme

Regular team events

Qualifications

• Experience in market-making or crypto preferred.
• Strong market-oriented mindset.
• Hands on experience with large volumes of time-series data.

Responsibilities

• Research to discover and improve short-term alphas.
• Monitor automated market-making strategies.
• Apply machine learning to convert alpha ideas into strategies.

Skills

Statistical modelling

Quantitative analysis

Python

SQL

C++/Java

Attention to detail

Job description

Fasanara Digital is a quantitative investment team applying a scientific, high frequency investment style in digital assets, seeking to achieve exceptional risk-adjusted returns for our investors. We were founded in 2018 and have grown to a 20-person strong team, managing over $350m USD in a basket of fully delta-neutral trading strategies. Our team members come from diverse backgrounds. We are fully dedicated to building out our globally deployed, 24/7 availability trading platform, which allows us to capture trading opportunities on >15 crypto liquidity venues, and maintain our position as one of the top trading firms in the crypto industry.

Our Culture

We are strong believers in meritocracy, and we seek to reward people based on impact and excellence. The environment is collaborative, entrepreneurial, and trust based. We set ambitious goals, work extremely hard, stress the importance of teamwork, and adhere to the highest level of excellence in everything we do. We are only as good as our team. Thus, we are building the firm around exceptional talent.

The role

We are looking for a Quantitative Researcher specialising in market-making within crypto centralized exchanges. Leveraging your expertise in statistical modelling and quantitative analysis of our trading, you will play a key role in expanding our market-making business.

Key Responsibilities:

• Research to discover and improve short-term alphas with horizons ranging from milliseconds to seconds
• Look after automated market-making strategies through both live monitoring and post-trade analysis
• Apply state-of-art machine learning and programming languages to convert alpha ideas into strategies

• Experience, with market-making or crypto preferred
• Strong market-oriented mindset with the desire to conduct thorough scientific research
• Experience using quantitative techniques to solve complex data-intensive problems
• Strong skills in Python, SQL and working knowledge of C++/Java
• Hands on experience with large volumes of time-series data – primarily in SQL
• Attention to details with a good sense of priority

• Bupa health & dental, Cycle to Work scheme, enhanced pension, and generous annual leave (25 days+).
• Enhanced parental leave, special leave allowances, and charity giving options.
• Competitive bonus scheme.
• Regular team events, legendary summer & Christmas parties, knowledge sharing sessions, and quarterly town halls.
• Team lunches, dinners, Friday drinks, team sport activities.

Location

London – Onsite 5 days per week. We are an in-person-first culture and believe in fostering a vibrant work environment centred around connection and community.

If you feel you don’t necessarily have all of the experiences that we’re looking for, but still believe you could be excellent at this role, we’d still be keen to hear from you.

Fasanara is an equal opportunities employer. We believe building a fair and transparent workforce begins with the recruitment process that does not discriminate on the grounds of gender, sexual orientation, marital or civil partner status, pregnancy or maternity, gender reassignment, race, colour, nationality, ethnic or national origin, religion or belief, disability or age.