Quantitative Trading & Research - Market Microstructure & High-Frequency Quantitative Researcher - Associate or Vice President
- Location
- Greater London, England, United Kingdom
Credit, Equity and a wide range of markets. Within QTR, AI Market Lab brings together quantitative research, modern artificial intelligence, market microstructure, and high-performance engineering to develop the next generation of electronic trading capabilities. Our work spans signal research, pricing, market making, execution, portfolio construction, risk management … probability estimation, and inventory control. Develop realistic research and simulation methodologies incorporating latency, fees, rebates, market impact, adverse selection, and operational constraints. Optimize strategy performance across signal generation, portfolio or position sizing, execution, and intraday risk management. Work closely with traders, quantitative developers, technology partners, exchanges, and ECNs ...