Quantitative Trader - Market Making

Isamcapitalmarkets; London; On-site; GBP 70,000 - 110,000; Full time

Job summary

A leading financial services firm is seeking a Quantitative Trader to join its collaborative team in London. The role focuses on the development of algorithmic trading models, requiring a strong background in quantitative fields and proficiency in programming languages like Python. The trader will be involved in research that spans various areas, including risk management and market microstructure.

Qualifications

• Experience implementing machine learning models in FX or Futures markets.
• Proven ability to conduct market microstructure research for price construction.
• Prior experience in an electronic market making business.

Responsibilities

• Responsible for the research and development of trading models.
• Engaged in solving problems across a broad range of subjects like risk management.
• Collaborative culture with ownership of research front to back.

Skills

Mathematics

Physics

Computer Science

Machine Learning

Market Microstructure Research

Python

Java

Education

Strong academic background in Mathematics, Physics, Computer Science, or another quantitative field

Job description

Quantitative Trader - Market Making

Department: iSAM Securities - Quantitative Trading

Employment Type: Permanent

Location: London

Description

Quantitative traders are responsible for the research and development of the firm’s algorithmic trading models. Applied quantitative research is deployed across all aspects of our trading platform and consequently, the team is actively engaged in solving problems across a broad range of subjects, from signal research to risk management, portfolio optimisation and order execution. The culture is collaborative, the research is owned front to back, and we are open to new ideas and methods.

Qualifications

• Strong academic background in Mathematics, Physics, Computer Science, or another quantitative field.
• Experience implementing machine learning models in FX or Futures markets
• Proven ability to conduct market microstructure research for price construction and/or high frequency trading
• Experience building and running skew leakage detection models
• Prior experience in an electronic market making business
• Strong proficiency in Python and or Java

Personal Attributes

• Team oriented mentality
• Creative, motivated, self-starter