Quantitative Researcher

My client is one of the very top global HFT Prop trading firms and is looking for a Quantitative Trader / Researcher to join their trading team. This role involves using a cutting-edge trading system to develop and deploy algorithmic trading strategies based on market behavior patterns. Responsibilities: - Design, implement, and deploy trading algorithms - Research high to mid-frequency alphas - Analyze market data, market microstructure, and alternative data for patterns - Create tools to analyze data and develop data platforms - Contribute to analytical computation libraries for market data analysis and trading - Develop, augment, and calibrate exchange simulators Qualifications: - Bachelor's, Master's, or PhD in Mathematics, Statistics, Computer Science, or a related STEM field - Experience in quantitative trading - Strong background in mathematics and statistics - Proficiency in back-testing, simulation, and statistical techniques (e.g., auto-regression, auto-correlation, PCA) - Solid data-mining and analysis skills, with experience in large datasets/tick data - Familiarity with signal generation and statistical models - Strong programming skills in Python or C++ Compensation: Annual base salary range: $120,000-220,000, plus eligibility for discretionary bonus. Hybrid working. Please do apply if this is something you would be interested in, with an up to date resume. Many thanks, Ed