Responsibilities
- Leveraging models to identify and optimise trading strategies in market data.
- Supporting the trade of large market flows over longer time horizons.
- Contributing to the research and trading pipeline, including Risk and Factor Modelling.
- Optimising execution, especially Opening and Closing Auctions.
Requirements
- Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
- Demonstrated experience in equities, mid-frequency, extra-day trading.
- Capacity to excel in a fast-paced environment.
- Strong coding skills in at least one of the following programming languages: Python, R, Matlab and /or C++, C#.
- Strong analytical and problem-solving skills.
- 3+ years in the financial sector.
