A global well renowned hedge fund is searching for Quantitative engineer specialising in market structure, where you'll leverage your expertise to enhance trading strategies and optimize market operations. In this dynamic role, you will analyze market data, build quantitative models, and collaborate alongside Quant trading teams to develop innovative trading strategies that respond to continuously changing market conditions.
Key Responsibilities
- Developing and optimising high-performance Quant trading systems
- Architect, develop, and deploy robust data processing pipelines and automation solutions that drive trading efficiency
- Apply statistical methods and machine learning algorithms to identify subtle market patterns
- Develop predictive models to anticipate market trends and shape trading strategies
Ideal Candidate
- Strong experience as an engineer in the industry with a focus on C++.
- Expertise in statistical modeling and advanced data analytics
- Previous experience working on ML Trading Systems, whether it is high or mid frequency
- Demonstrated enthusiasm for applying cutting-edge technology to equity trading markets
- BA in mathematics, statistics, computer science, engineering or other quantitative disciplines
If you're eager to join an innovative tech firm and gain hands-on experience with ML and high-frequency trading technology, apply below for a confidential discussion.