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Benefits offered by this job
Diversity and inclusion initiatives
Professional development opportunities
Wellness programs
Job summary
A leading global investment firm seeks an experienced individual for their Algo R&D team based in London. The role involves enhancing execution algorithms and conducting quantitative research. Candidates should have at least 5 years of relevant experience and an advanced degree in a quantitative discipline such as Mathematics or Statistics. Strong skills in statistical modelling and familiarity with Python are essential. This position offers the opportunity to work with cutting-edge technology and collaborate with experts in the field.
Qualifications
5+ years of experience in quantitative research related to execution algorithms.
Deep understanding of market microstructure concepts.
Proven experience with statistical modelling and machine learning.
Responsibilities
Enhance execution algorithms for cash equities.
Conduct rigorous quantitative research on market dynamics.
Build statistical and machine learning models for price prediction.
Skills
Quantitative research
Market microstructure
Statistical modelling
Machine learning
Communication skills
Education
Advanced degree (Master's or PhD) in Mathematics, Statistics, Physics, Computer Science, Financial Engineering
Tools
Python
Kdb+/q
Job description
A leading global investment firm seeks an experienced individual for their Algo R&D team based in London. The role involves enhancing execution algorithms and conducting quantitative research. Candidates should have at least 5 years of relevant experience and an advanced degree in a quantitative discipline such as Mathematics or Statistics. Strong skills in statistical modelling and familiarity with Python are essential. This position offers the opportunity to work with cutting-edge technology and collaborate with experts in the field.