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Quantitative Trading & Research - Market Microstructure & High Frequency Trading Specialist - Vice President
lead · Technology / Software Development
The Quantitative Trading & Research group is responsible for systematic trading across FX, Rates, Commodities, and Credit markets. The team is responsible for a broad scope including the design and implementing of cutting edge proprietary quantitative models that drive our automated trading systems (pricing, risk management and execution) and the oversight of day-to-day risk & operations.
Job summary
As a Vice President, Market Microstructure & High Frequency Trading Specialist within Quantitative Trading & Research team, you will contribute to on-exchange trading across products (futures, cash, ETF) and asset classes (FX, Rates, Commodities, Credit). This is a cross-asset role, and we welcome applications from candidates with experience across a range of asset classes.
Job Responsibilities
- Analyze of high frequency market data to optimize on-exchange trading strategies performance
- Contribute to market microstructure research including signal generation, order entry/queue position/fill ratio optimization
- Design, back test and implement trading strategies in production environment
- Collaborate closely with technology partners; and also engage with ECNs and exchanges
Required qualifications, capabilities, and experiences
- Degree in computer science, math, physics, engineering, or other quantitative fields
- Experience with real time exchange market data and order entry
- Proficiency in data analytics and being comfortable working with large data sets
- Attention to detail, adaptable, driven and collaborative
This role encompasses the performance of UK regulated activity. The successful candidate will therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence as assessed by the Firm and, where appropriate, approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.