• Permanent, Full time
  • Anson McCade
  • 17 Apr 18
  • London, England, United Kingdom
  • Highly competitive market rate
  • Full time

Junior Quantitative Researcher/Trader

My client is a leading, top performing and growing quantitative hedge fund whose focus is within the systematic trading space. They are at the forefront of the market and trade across all major asset classes and aim to capture market inefficiencies by building and implementing fully automated trading strategies. The founding partners have a long and successful track record of running quantitative strategies and spun out as a fund more recently. My client’s strategies are implemented over medium to high frequencies with time horizons running from milliseconds to longer durations.

For location my client is well situated globally with offices in London, New York, Paris and Singapore which gives excellent opportunities to potentially move within the firm. They are looking to expand their current team, due to continual success, by hiring Junior Researchers with strong programming skills that can fit in with their collaborative environment.

The Role

  • You will work within the firm’s automated trading framework by researching and implementing various trading strategies
  • You will identify new trading opportunities by using statistical methods and analysing large data sets
  • You will ensure that all data and related processes are prepared for the forthcoming trading day and check over the strategies that have been implemented as well as tracking their behaviour
  • You will build up a strong understanding of the entire range of exchanges, asset classes and market structures that the company works with


  • You should have a quantitative background through either a PhD or Masters Degree in Financial Engineering, Mathematics, Physics, Computer Science, Statistics, Operations Research or similar
  • If you have completed an internship of up to 3 years within a systematic trading environment it will be beneficial
  • Having a strong knowledge of market microstructures
  • You should have experience with creating strategies that run within the equities and futures markets
  • You should have strong programming in a language such as Python, C++ or Java
  • Can communicate comfortably with work colleagues across a number of locations
  • Be able to work under a pressured environment


If you feel that you are a relevant candidate for this role please send your CV to: jimmy.bedford@ansonmccade.com

London, England, United Kingdom London England GB