A leading prop trading firm is seeking an exceptional Lead Quantitative Researcher to drive the development of systematic volatility trading strategies within its dynamic team. In this role, you will spearhead innovative research efforts, focusing on creating and optimizing volatility-based strategies using advanced quantitative methods. Your primary responsibilities will be to generate consistent alpha while managing risk and optimising strategy performance. Working closely with some of the top traders, technologists, and risk managers, you will have the opportunity to lead a team of researchers, contributing directly to the firm's success.
Main Responsibilities:
- Drive alpha generation by developing innovative signals and implementing cutting-edge strategies
- Develop and maintain ultra-low-latency trading systems to ensure maximum efficiency in strategy execution
- Perform comprehensive backtesting and stress testing to assess the performance of strategies across different market conditions
- Guide and mentor a team of quantitative researchers and analysts, promoting innovation and collaboration within the group
Ideal Candidate:
- Proven leadership experience in managing Quant research teams
- History of developing and executing systematic trading strategies and using low latency systems
- Proficient coding skills in languages such as Python, C++, or Java
- Bachelor's or Master's degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or related Quantitative disciplines
This is a rare opportunity to work with top portfolio managers to optimise execution and performance. If you're looking to make a meaningful impact in high-frequency trading and are enthusiastic about advancing your career at a leading proprietary trading firm, this position is ideal for you.
