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Direct message the job poster from Anson McCade We are working with a top tier global Investment Bank who are in the market for a Cross-Asset Algo/Electronic Trading Quantitative Strategist to join their exciting new trade surveillance strat team. This role gives candidates a chance to deliver mission critical, high quality anomaly detection models, using cutting edge technology in a dynamic environment. As a Quantitative Strategist you will: Collaborate with global, cross-functional teams to design, develop and maintain quantitative models and algorithms to detect suspicious trading behaviour such as spoofing, insider trading, pump and dump, and other practices of market manipulations Utilize quantitative techniques to develop signals, run back-testing and simulations to validate accuracy in detecting fraudulent trading activity Work with large scale structured and unstructured data. Drive end-to-end Machine Learning projects that have a high degree of scale and complexity. Run experiments by constantly tuning the features and the modelling approaches, documenting findings and results Partner with key stakeholders, including first-line trading teams, strategists, engineers, ML researchers, and market surveillance officers to stay current with development of trading businesses and uphold quality standards of our suite of surveillance analytics Requirements: PhD or Master’s degree in a quantitative field (e.g. mathematics, physics, statistics, engineering, or computer science) Front Office Quant Strat experience (Deep understanding of financial markets) Experience ideally across at least 2 Asset Classes Experience dealing with large amounts of data A minimum of 6+ years of hands-on experience in Capital Markets, particularly on pricing, modelling and risk management of financial products across various asset classes (e.g. cash, futures, derivatives) and trading platforms Exceptional programming skills in object-oriented languages such as Java, C++, or Python Solid understanding of computer science fundamentals, including algorithms, data structures, and software design principles Excellent proficiency in mathematical modelling, numerical algorithms and quantitative analysis Proven experience with data analysis and/or scalable machine learning systems is a plus Excellent communication and stakeholder management skills, with a proven ability to effectively navigate across technical and non-technical teams in a global environment If this interests you and you fit the parameters please apply below. If we think you are a fit for the role, a member of our team will be in touch. Seniority level

Mid-Senior level Employment type

Full-time Job function

Financial Services and Investment Banking

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