Responsibilities and Duties:

• Process and analyse large datasets to detect hidden signals and patterns in order to predict future events
• Perform quantitative analysis and modelling on the market to improve current trading strategies and develop new ones
• Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production release
• Work independently yet closely with traders and IT staff

What you offer:

• Masters or PhD in a quantitative discipline e.g. Statistics, Physics, Mathematics, Signal Processing, Machine Learning, etc
• 5+ years experience in analysing real world data in a first class research environment.  Exposure to a variety of datasets would be an advantage. Experience in using machine learning to forecast sequence or time series data preferred
• 3+ years of financial markets experience working directly with trading desks
• Experience in high frequency Delta 1 trading, in equities or futures, preferred
• Experience working with low latency, real time systems preferred
• Very strong skills in writing production code in an OO programming language (prefer C++), and a statistical language (prefer Python), with understanding of software development workflows required
• Excellent communication skills
• Good command of spoken and written English

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