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Algo Quant Trader - London

  • Job type: Permanent
  • Location: London
  • Salary: Competitive + Bonus
  • Job reference: SJ-0108-BHBW
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 09/08/2017
A rapidly growing proprietary trading business is looking to hire a quantitative algo trader to join and enhance its well-researched strategies, risk management tools and efficient trade execution infrastructure. Currently this business is poised to become a global competitor in the algorithmic trading space and is therefore expanding into trading operations in Europe, USA and South America.
This position will offer you the opportunity to apply your strategies in a flexible, creative, and supportive environment where you will be directly rewarded for your PnL. This will offer you a lead position quicker than you will in another tradition prop shop.

This position will be attractive if you feel constrained by overbearing corporate hierarchy or by static middle management above you.

Responsibilities of the role
-          Implementing and researching your own strategy
-          Replicating and outperforming results you have achieved in the past
-          Programming and developing new algo logic to provide upgrade options on existing
strategy library
-          Developing expertise in futures, FX, fixed income, or commodities markets
Skill Sets
-          3-8 years’ professional quant algo trading experience
-          Strong coding ability in C++, Python, R, Java, Matlab=
-          Ability to write pricing and hedging algos in FX, fixed income, future and commodities
-          PhD or Msc in Computer Sciences, Financial Economics, Applied Mathematics, Statistics, Physics, Financial Engineering, or any other relevant mathematical or financial disciple

Interviews are already taking place and this is a full scale build out so candidates are encouraged to apply immediately by submitting a WORD resume to quantsEMEA(AT)selbyjennings(DOT)com.


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