Systematic Trader

Crypto.com; Greater London; On-site; GBP 120,000 - 200,000; Full time

Job summary

Lever, Inc. is seeking an experienced Systematic Trader to develop, operate, and improve systematic strategies across prediction, equity, and crypto markets in London. The role involves managing live trading, research, backtesting, deployment, and risk controls.

You will collaborate with quantitative developers and researchers to enhance trading systems, while covering weekend trading as needed in a fast-paced electronic market environment.

Qualifications

• 4+ years of experience in systematic, quantitative, electronic, proprietary, or market-making trading.
• Proven ability to develop, operate, or improve profitable trading strategies.
• Strong understanding of market microstructure, execution, and risk management.

Responsibilities

• Operate and manage systematic trading strategies across prediction, equity, and crypto markets.
• Monitor live trading, P&L, positions, risk, and execution performance.
• Research, backtest, deploy, and improve strategies.
• Identify new trading opportunities across markets, products, exchanges, and venues.
• Analyze strategy and execution performance including latency and costs.
• Collaborate with developers and researchers to implement new strategies.
• Participate in local trading coverage and rotating weekend coverage.

Skills

Python

Quantitative data-analysis

Analytical skills

Problem solving

Education

Master's or PhD in quantitative field

Tools

SQL

Job description

The Trading team develops and operates quantitative trading strategies across prediction markets, equity markets, and crypto markets, including spot and derivatives.
We are looking for an experienced Systematic Trader to develop, operate, and continuously improve systematic strategies in fast-moving electronic markets.

Responsibilities

• Operate and manage systematic trading strategies and frameworks across prediction markets, equities, and crypto, including spot, perpetuals, futures, options, and other derivatives.
• Monitor live trading, P&L, positions, risk, and execution performance.
• Research, backtest, deploy, and improve systematic trading strategies.
• Identify new trading opportunities across markets, products, exchanges, and venues.
• Analyze strategy and execution performance, including fills, slippage, adverse selection, transaction costs, and latency.
• Optimize strategy parameters, position sizing, execution, and risk controls.
• Work closely with quantitative developers and researchers to implement new strategies and improve trading systems.
• Participate in local trading coverage and rotating weekend coverage.

Requirements

• 4+ years of experience in systematic, quantitative, electronic, proprietary, or market-making trading.
• Demonstrated experience developing, operating, or improving profitable trading strategies.
• Strong understanding of market microstructure, execution, and risk management.
• Strong Python programming and quantitative data-analysis skills.
• Experience working with large market and trading datasets; SQL experience is preferred.
• Strong analytical and problem-solving skills, with the ability to take ownership in fast-moving markets.
• Master's or PhD degree in a quantitative discipline, or equivalent relevant quantitative experience.

Preferred

• Experience trading in one or more of prediction markets, equities, or crypto markets.
• Experience with market making, statistical arbitrage, relative value, arbitrage, or other systematic strategies.
• Experience with exchange APIs, order-book or tick-level data, automated execution, or real-time trading systems.
• C++ experience is a plus.