Quantitative Researcher

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

Job summary

A prestigious investment firm in the Greater London area is looking for an experienced Quantitative Researcher to join their winning team. This exciting role involves designing, analyzing, and implementing trading strategies, in addition to alpha research and monitoring existing strategies. Candidates should have prior experience in high-frequency trading, proficiency in Java, and hands-on Python experience with time-series data. Attractive benefits include a competitive bonus scheme and comprehensive health coverage.

Benefits

Competitive bonus scheme

Bupa health & dental

Cycle to Work scheme

Enhanced pension

Generous annual leave

Enhanced parental leave

Regular team events

Team sports activities

Qualifications

• Experience in alpha research, particularly in high-frequency trading (HFT).
• Hands-on experience with large volumes of time-series data in Python.
• Proficiency in Java programming.

Responsibilities

• Research alpha signals with predictive power over the 0-30 second horizon.
• Contribute to alpha research libraries, backtesting, and tooling.
• Monitor existing trading strategies and implement impactful improvements.

Skills

Alpha research experience in HFT

Proficient in Java

Strong market-oriented mindset

Experience with time-series data in Python

Interest in Crypto and high frequency trading

Job description

Fasanara Digital was established 7 years ago and is the crypto arm of Fasanara Capital, a 14-year-old boutique alternative asset manager. We are a Quantitative Investment fund applying a scientific approach to investing in crypto assets. Our goal is to achieve exceptional risk-adjusted returns. We pursue a range of diversified and highly sophisticated investment strategies that seek to profit from inefficiencies in the market structure and range from market making to cross-exchanges arbitrage.

Our Culture

We are strong believers in meritocracy, and we reward people based on impact and excellence. There is no bureaucracy of large organisations, the environment is collaborative, entrepreneurial, and is based on trust. We set ambitious goals, work hard, stress 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 an experienced Quantitative Researcher work directly with our portfolio managers and senior researchers. This role offers you the opportunity to be part of a high performing team on an exciting trajectory, recently winning multiple high profile industry awards. You will be designing, analysing and implementing new trading strategies as well as improving existing ones with alpha research and signals.

Responsibilities

• Researching alpha signals with predictive power over the 0-30 second horizon
• Contribution to alpha research libraries, backtesting and tooling
• Ongoing monitoring existing trading strategies and working on impactful improvements to increase their PnL
• Enhancing existing processes for portfolio monitoring and PnL attribution

What excites us in a candidate

• You have experience in alpha research primarily in HFT
• You are proficient in Java
• You have a strong market-oriented mindset with the desire to conduct thorough scientific research
• You have hands on experience working with large volumes of time-series data in Python
• You have a strong interest in Crypto and high frequency trading. You may attend industry events, trade or build quantitative models in your spare time.
• You have potentially competed in Hackathons. We’d love to hear about any awards or achievements!

Benefits

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