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High Frequency Quantitative Trader - URGENT hire - London

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: 5678978
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 30/06/2017
A leading Hedge Fund in London is looking to expand its prop desk which trades high frequency strategies. They are looking to add a mid level quantitative trader to their team to help research further equity options strategies and also help take some of the risk. The ideal candidate will have a couple of years of experience with high frequency strategies ideally in DERIVATIVES and will be looking to move into a role where they will be able to start to take risk and gain more responsibility. This is a top platform and the firm has a large presence in Asia too. This is an urgent hire and there is a competitive offer to give. 

Pre-requisites:
  • Strong educational background in a Mathematical / Statistical background, ideally from a leading school.
  • Applicants are expected to have some high frequency experience 
  • 2 years’ PLUS experience is a preference but not necessary
    • Programming in C++/C
The ideal candidate will come from a leading prop desk in the equity option space. This is the chance for an ambitious candidate too take responsibility and begin to take risk and to grow within a top firm and leading platform.

There is an unrivalled salary and bonus package on offer

Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to apply.a33ho1ggbol@selbyjennings.aptrack.co.uk or visit our Website, www.selbyjennings.com. Please send all CV’s in word format.      

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