Quantitative Researcher (PhD) - Algorithmic Trading
- Competitive + Share Options
- London, England, United Kingdom
- Permanent, Full time
- BMLL Technologies
- 19 Feb 18 2018-02-19
A west-end algo trading fintech is looking for a researcher with experience in alpha generation, signal design and handing market data. Exposure to market microstructure is particularly sought after. This role will suit a candidate with a world-class academic pedigree looking for a change in direction, perhaps at a mid-way point in their career.
WHAT WILL YOU BE DOING?
The role is highly varied. The following activities give a flavour of the tasks:
- Writing Python Jupyter notebooks with customers, showing off best practice in signal generation, machine learning and market microstructure.
- Intra-day communication with existing customer scientists (at tier 1 banks/ hedge funds/prop funds).
- Quickly and efficiently understanding end user needs and pain points.
- Attending customer sales meetings when customer scientists will be present.
- Speaking at conferences, both in the UK and internationally
Your time will be split roughly on 50% on R&D related activities, 50% on customer facing activities. You will be coding 85% of your time.
You will report to the CTO.
SKILLS AND EXPERIENCE - REQUIREMENTS
- At least two years in a tier 1 algorithmic trading research role
- Post-doc, PhD degree in a scientific or technical discipline
- Strong Python programming skills
- Strong communication skills
SKILLS AND EXPERIENCE - BENEFICIAL
- Experience working with limit order book data
- Apache Spark
- Machine learning
- Matlab, R, C++
We believe the ideal profile for the role may have the following features:
- You will have a background in a hard science from a world-leading university. This experience will have given you the ability and confidence to present to audiences at conferences, design presentations on technical matters for both technical peers and non-technical parties. You will have the authority to debate issues relating to systematic trading with experienced scientists from customer organizations.
- You may then have moved into the world of systematic/algorithmic trading as a quantitative researcher at a Tier 1 hedge fund or prop shop. In this role you will have levered your scientific background to design predictors, portfolios and risk-profiles. You will have gained experience of how data, computing power and mathematics are used to game the global financial markets. You will have gained a deep understanding of the exchanges you worked with and the products you traded. You will have spent at least 2 years in such a role.
- You have changed direction and are now looking for the next opportunity.
- You are charismatic and can communicate confidently and effectively with a range of senior technical and non-technical customers both within the office environment and in the wider business community.