to identify patterns, trends, and opportunities for alpha generation. Develop and implement algorithmic trading strategies across equities, futures, options, and other asset classes. Conduct backtesting and simulation analysis to evaluate the performance of trading models and optimize parameters. Collaborate with traders and developers to design and implement trading algorithms, including more »
Previous experience building real-time trading systems Strong Python or C++ experience, Matlab experience is a plus Experience building production infrastructure for signal generation, backtesting and execution Bachelors/Masters in Computer Science, Engineering, or related Quantitative discipline To discuss the role in confidence, please reach out to Rhys at more »
trading opportunities in the FX market. Develop and implement proprietary trading strategies that capitalize on market inefficiencies and generate alpha. Conduct thorough research and backtesting to validate trading ideas and ensure robustness across various market conditions. Execution and Order Flow Management: Execute trades efficiently and effectively, utilizing both automated and more »
products in multiple asset classes preferred Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models Ability to be a team player and to collaborate with other teams Excellent written and verbal communication skills Experience with SQL more »
Working alongside the PM on developing trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to more »
supply and demand fundamentals, and geopolitical factors, to enhance model performance and profitability. Optimize models for execution efficiency, liquidity management, and risk control. Conduct backtesting and simulation analysis to assess model performance under various market conditions and refine model parameters. Requirements: Advanced degree (Ph.D. or Master’s) in quantitative finance more »
board, to build production grade trading systems, and work with time-series and real-time data sets. Touching on many aspects of systematic trading, backtesting, and data management systems Working with traders and quants to onboard strategies and desks efficiently Working with time-series data sets, and building the data more »
Collaborate with the trading and AI teams to integrate quantitative models into the trading system, identifying potential synergies and areas for improvement. Perform rigorous backtesting and validation of quantitative models, ensuring their robustness, accuracy, and generalizability. Analyze large and complex financial datasets, identifying patterns, trends, and market inefficiencies that can more »
Perform rigorous and innovative research to discover systematic anomalies in the equities market End-to-end development, including alpha idea generation, data processing, strategy backtesting, optimization, and production implementation Identify and evaluate new datasets for stock return prediction Maintain and improve portfolio trading in a production environment Contribute to the more »
roadmap over coming years. Work will include: • Designing, developing, and testing proprietary software including • Low-latency high-throughput exchange connectivity layers • Distributed computation optimized backtesting and simulation systems capable of handling terabytes of data Tech: C++, STL, Boost, Linux, Python Please apply if of interest. more »
include – Develop software solutions for quant research and trading communities Design and build Portfolio Performance Attribution, Risk, Pricing and Analytics tools Design and build Backtesting solutions Build Data Pipelines for collection of new alternate datasets Design and Build Market Data APIs Implementation of Fundamental Trading strategies Technical Skills required – Excellent more »
strategies for both Dealer-to-Dealer and Dealer-to-Client markets. Constructing an automated trading platform using React and HTML5 technologies. Strengthening testing and backtesting capabilities to minimize defects and boost productivity in developing new strategies. Integrating with the existing Fixed Income electronic trading platform. Key Skills: Java Scala (beneficial more »
Not in VaR (RniV) models. Provide technical guidance and expertise on Market Risk Model related matters Analyse key model performance metrics such as hypothetical backtesting and P&L attribution test (PLAT). Support risk managers in all queries related to VaR and other portfolio risk metrics The holder of the more »
A leading corporate banking and capital markets organisation is seeking an eFX Quantitative Trader Intern to join the team in London. Main Purpose of the Role: To research, test and implement quantitative pricing and trading strategies for an electronic FX more »
My client, a prestigious hedge fund, seeks an elite Python Developer to join their established Risk team. You will be joining a highly proficient team within the firm and will be responsible for designing, building and delivering solutions to their more »
We are working with a systematic, quant hedge fund that manages over $18bn and with 800+ people across Europe & APAC, and specifically with their central Modelling group in London where they're looking hire into the team which is working more »
Lead Quantitative Researcher - Equity Statistical Arbitrage A Multi-Billion Hedge fund are seeking a experienced QR to lead the strategy development and portfolio construction for there there top performing Equity Statistical Arbitrage desk. In this role, you will be responsible more »
Quant Researcher - Systematic Fixed Income RV, Expanding Multi-Manager Fund, London Summary We are working on the build-out of a groundbreaking venture within a multi-manager platform traditionally known for its discretionary fixed income strategies. This new endeavor seeks more »
The firm is an extremely successful Hedge Fund who have established themselves as one of the leaders in the Quantitative Finance space. They have main Headquarters in London, Paris, New York and smaller offices in Dubai, Amsterdam and Sydney. Their more »
Algorithmic Trader | Crypto Market Maker | £250,000 | London Albert Bow are working with one of the worlds best known Crypto market makers. They have over 200 employees across the globe and provide billions of dollars in liquidity daily. Our client more »
A prestigious fund in London is expanding its HFT division and is seeking a talented and motivated High-Frequency Quantitative Trader to join the platform. Responsibilities: Conduct in-depth research on high-frequency trading strategies Analyze large datasets to identify more »
Senior Software Engineer/Developer (C++ Python Linux) London/WFH to £160k Do you have expertise with C++/Python backend development? You could be progressing your career working on complex, real-time systems at a global Hedge Fund more »
Software Developer/Engineer (Quantitative C++ Python Linux) London/WFH to £160k Do you have expertise with C++/Python backend development? You could be progressing your career working on complex, real-time systems at a global Hedge Fund more »
Senior Quantitative Researcher - Equity Statistical Arbitrage A Market Leading Trading Firm are seeking a highly skilled and experienced QR to join there top performing Equity Statistical Arbitrage desk. In this role, you will be responsible for conducting alpha research, identifying more »
Data Developer/Software Engineer (C# .Net F# SQL Data) London to £140k+ Are you a Data Developer with .Net expertise? You could be working on complex and interesting real-time systematic trading systems, with complex problem solving and continual more »
