One of the market leading prop trading firms are looking for a recent graduate to join their High Frequency Trading team as a Quantitative Researcher. The successful candidate will be responsible for Alpha Research, Signal Generation and developing High Frequency Systematic Trading Strategies and will gain exposure to all asset classes but will have a focus on Equities.

Previous experience working with large data sets and the ability to build statistical models is essential, and an interest in using Machine Learning in a trading environment would be desirable.

Essential Skills:

• A PhD or Master’s Degree in a relevant Quantitative Field (Mathematics, Computer Science, Engineering, Physics etc)
• Coding skills in Python, C++, Java or C#
• Strong problem solving ability and knowledge of data structures and algorithms