Python SQL Algorithmic Trading Analytical Skills C++ Hedge Funds High Frequency Trading Equity Trading Arbitrage
We are currently seeking a trader / Portfolio Manager with a minimum 3 year track record running Equity Arbitrage systematic strategies.
Our client is an international business and is privately held. They are now in growth phase moving after moving to a new office in London.
They are now looking to hire Quant / Quant Trader who has her/his own or an interesting strategy, developing mathematical models to identify trading opportunities.
If you have a proven strategy with particularly with the Equity Arbitrage space this could be an ideal home for you.
Our client has a lean set-up, and whilst there is both IT and Quant support we are ideally looking for traders that are self sufficient , who can do back-testing work on their own and possess flexibility as to how they implement their strategies.
Our client offers CO-LO capability in most locations and provides low latency infrastructure, providing capabilities to trade equities, futures, and FX.
The ideal candidate should have experience
Risk Models Regulatory Compliance Operational Risk Model Validation Risk Governance Quantitative Risk VaR Stress Testing
Quantitative Regulatory Data Extraction Machine Learning
Risk Models Quantitative Analyst Model Validation Quantitative Risk
Quant Credit Risk Rating Model modelling SAS R SQL Python Matlab
Python Risk Management Regulatory Requirements Regulatory Submissions Market Risk R Business Administration Quantitative Investing Stress Testing
Problem Solving Data Mining Project Management Data Science Data Visualization Analytical Skills Statistical Modeling Artificial Intelligence (AI) Pattern Recognition Machine Learning
Due to reasons of confidentiality, there are additional mandates we are actively working on that are not advertised.
If you are currently working in one of our specialist areas and are keen to explore new opportunities,please reach out to one of our experienced consultants, discretion is assured and all communications will be strictly confidential.