职位：Algorithm Trading Quant Strategist
待遇：Highly Competitive + Performance based bonus
About The Opportunity
Our client is a global systematic trading and investment management firm. Founded in early 2015, the firm’s head office is based in Shanghai and another office in London. Benefiting from their cutting-edge technology and sophisticated research, our client is able to delivery consistently high risk-adjusted investment solutions for their investors and capital partners. The firm is actively trading in all future exchanges in China, and is planning to expand their coverage to more exchanges in Europe and the US.
About The Role
Our client who is looking to recruit for their London office that has a professional investment research & advisor team which is focused on strategy research, trade execution and risk management. Being part of the team, you will need to conduct research of the Chinese future markets and develop advanced high frequency / intraday algorithmic strategy. The team is currently focusing on equity, commodity, bond and currency markets.
Conduct statistical research on high frequency / intraday time series
Analyse Chinese Future Markets and spot trading or arbitrage opportunities
Analyse market micro-structure and order-book dynamics
Optimise trade execution and market impact to maximise trading performance
Maintain live strategies
Write research report and strategy presentation used in internal and external interaction
Master or PhD degree in mathematics, statistics, computer science or related disciplines
Show experience in building black box high frequency or intraday trading algorithmic strategies, preferably in equity index or commodity futures
Show experience in market micro-structure modelling, order-book dynamics and alpha research
Relevant experience working with fine grained tick level data and handson experience in using technologies to manipulate data
Previous experience in High Frequency trading or Intra-day trading (trade actively during the day, not daily rebalancing) (Essential)
Previous experience in Asian markets or global commodity markets (Preferable)
Good research tool skills, e.g. C++, Matlab, R, Python (Essential)
Strong interest in Chinese markets, strong ambition to achieve goodperformance, can work under pressure (Essential)
Please only apply if you have relevant experience for the above role in MS word format and will contact those people within 48 hrs we believe are suitable. If you have not heard from us by then please assume you have been unsuccessful.
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