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A leading prop trading firm in London is seeking a recent graduate for the role of Quantitative Researcher in their High Frequency Trading team. The position involves Alpha Research, Signal Generation, and developing trading strategies across multiple asset classes with a focus on Equities. Candidates must have a relevant quantitative degree and experience with statistical modeling. Proficiency in programming languages such as Python, C++, Java, or C# is essential. This is an excellent opportunity for those interested in applying Machine Learning in a trading environment.
One of the market leading prop trading firms are looking for a recent graduate to join their High Frequency Trading team as a Quantitative Researcher. The successful candidate will be responsible for Alpha Research, Signal Generation and developing High Frequency Systematic Trading Strategies and will gain exposure to all asset classes but will have a focus on Equities.
Previous experience working with large data sets and the ability to build statistical models is essential, and an interest in using Machine Learning in a trading environment would be desirable.