Delta-1 Systematic Trading Quant Researcher Delta-1 Systematic Trading Quant Researcher …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 29 Oct 20
Negotiable
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 29 Oct 20
Negotiable
Anson McCade
Delta-1 Systematic Trading Quant Researcher - VP/ED level London based

My client is looking for a senior quant for the Equity Delta One business. The broad objective is to drive and implement the automation and optimization of the trading desks operations, including client trade pricing and hedging, managing risk and electronic execution and market making. This should make extensive use of data and quantitative techniques, including machine learning.

You will be business driven, have a deep expertise of quant trading in equity cash, Futures and ETFs markets, strong knowledge of statistical methods, risk and alpha modelling, deep expertise in programming languages (python, KDB, java), as well as excellent communication skills.

Responsibilities:

  • Work on the Delta One trading desks to build trading algorithms, analytics and processes that automatize and optimize trading.
  • Build data-driven trading algorithms for quoting and hedging client trades and managing positions. Build electronic strategies for trading "basis" and market making across cash, Futures and ETFs. Optimize trading with high to low frequency alpha signals.
  • Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and trading algorithms to manage client flow and risk inventory, support their daily usage and analyse their performance.
  • Lead more junior members of the team.

Requirements:

  • Strong graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Quantitative Finance, Economics, Computer Science...).
  • Extensive experience of algorithmic trading across equity cash, Futures and ETFs, and more generally of Delta One business.
  • Strong expertise in high to low frequency alpha research, portfolio risk modelling and optimization, market impact, market microstructure. Working knowledge of statistics and machine learning in financial industry.
  • Strong programming in Python, KDB, C++, Java. Ability to handle and analyse complex, large scale, high-dimensionality data from varying sources.
  • Experience working with equity high frequency market data and back testing. Knowledge of standard equity datasets: fundamentals, news…
  • Business driven, excellent communication, deep interest in the Delta One business, electronic trading and automation.
Company Overview

About Us

Anson McCade is a specialist recruitment agency headquartered in London, with further offices in Belfast, Paris & Sydney. Operating internationally, we provide high-end, niche executive search and recruitment services within our chosen markets on a contingency or search basis.  Founded at the turn of the millennium, for 20 years and counting we have specialised in connecting the most sought after talent with our industry leading clients across the IT and Capital Markets sectors. Within these sectors we work across four main verticals; quantitative research trading & risk, digital & analytics, information technology & security, and business change, transformation & strategy.

In an ever changing business and technological landscape, the need for exceptional, agile talent is crucial to almost every organisation’s success over the long term. We target the highest calibre, most relevant individuals possible for each mandate we undertake, achieving this through a consultative, research focused approach to networking, this in addition to access to a substantial range of resources, both in-house and on-line. Our consistent success in doing so over the years has resulted in an impressive portfolio of high-end, blue chip and boutique clients, many of whom we have worked with continuously as a premier recruitment partner for over a decade.

Anson McCade has been recognised as being instrumental in the growth of some of the world’s leading organisations and most innovative start-ups. Our consultants are industry experts who understand the challenges that many organisations face in today’s frenetic and unpredictable technical and business climate, as well as the diversity, skills matrix variance and mix of ambitions and expectations of the candidates we work with.

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