Quantitative Researcher – Vol Mid Frequency

JR United Kingdom; Warrington; On-site; GBP 60,000 - 100,000; Full time

Job summary

A leading global proprietary trading firm is seeking a Quantitative Researcher for Vol Mid Frequency strategies. As a key player, you will develop innovative volatility-based strategies, optimizing performance and leading a team of quantitative researchers. This is an exceptional chance to make a significant impact in high-frequency trading.

Qualifications

• Proven track record of at least 3 years.
• Experience in developing and executing MFT Volatility Strategies.
• Proficient in coding languages such as Python, C++, or Java.

Responsibilities

• Drive alpha generation by developing innovative signals and implementing cutting-edge strategies.
• Develop and maintain MFT strategies to ensure maximum efficiency in strategy execution.
• Perform comprehensive back testing and stress testing to assess strategy performance.

Skills

Alpha generation

Innovative research

Collaboration

Quantitative methods

Education

Bachelor’s or master’s degree in Mathematics

Bachelor’s or master’s degree in Physics

Bachelor’s or master’s degree in Statistics

Bachelor’s or master’s degree in Computer Science

Tools

Python

C++

Java

Job description

Quantitative Researcher – Vol Mid Frequency

A global prop trading company is hiring for a Vol MFT researcher. You will spearhead innovative research efforts, focusing on creating and optimizing volatility-based strategies using advanced quantitative methods. Your primary responsibilities will include generating consistent alpha while managing risk and optimizing strategy performance. Working closely with top traders, technologists, and risk managers, you will have the opportunity to lead a team of researchers, contributing directly to the firm's success.

Main Responsibilities:

• Drive alpha generation by developing innovative signals and implementing cutting-edge strategies.
• Develop and maintain MFT strategies to ensure maximum efficiency in strategy execution.
• Perform comprehensive back testing and stress testing to assess strategy performance across different market conditions.
• Guide and mentor a team of quantitative researchers and analysts, promoting innovation and collaboration.

Ideal Candidate:

• Proven track record of at least 3 years.
• Experience in developing and executing MFT Volatility Strategies.
• Proficient in coding languages such as Python, C++, or Java.
• Bachelor’s or master’s degree in Mathematics, Physics, Statistics, Computer Science, or related quantitative disciplines.

This is a rare opportunity to work with top portfolio managers to optimize execution and performance. If you're eager to make a meaningful impact in high-frequency trading and wish to advance your career at a leading proprietary trading firm, this position is ideal for you.