Co-founder & Head of Quantitative Trading Research
- Hiring Organisation
- Job Board Direct
- Location
- City of London, South East, United Kingdom
- Employment Type
- Permanent Contract, Hybrid
Develop models and workflow for signal generation, trade sizing, hedging and inventory management Design realistic backtesting and simulation methodologies, accounting for transaction costs, slippage, latency, execution rejection and partial fills Optimise strategies for profitability, robustness, capacity and risk-adjusted returns Work closely with the FPGA and software engineers … statistical arbitrage Demonstrable track record of developing strategies used in live trading, Familiarity with FX ECNs, DMA and institutional execution protocols Experience with latency-sensitive strategy design and hardware-accelerated computing, preferably using quantum algorithms Understanding of machine learning, optimisation and time-series methods First 6-month objectives Assess ...