Snr Quant Analyst – High Frequency Trading, UK-London
Snr Quant Analyst – High Frequency Trading
Company:
Millar Associates
Location:
UK-London
Remuneration:
Total package £200–400k
Position Type:
Permanent
Employment type:
Full time
Updated:
15 Nov 2009
eFC Ref no:
571644
This leading market maker is expanding its team in London and currently seeks a Senior Quant Strategist to develop algorithmic trading & execution strategies, pricing, risk management and alpha generation strategies in their multi asset class team
Leading Market Maker
DEVELOPMENT & DELIVER:
Successful execution strategies for a highly profitable business.
Research market micro structures & executions; model & develop automatic pricing & trading strategies.
Dynamic spreading, skewing & market making algorithms
Dynamic risk management algorithms.
Alpha generation trading strategies based on business flow.
KEY REQUIREMENTS:
6yrs experience in Algorithmic / High Frequency trading
Masters / DEA educated in quant finance, math, physics, engineering, comp science
Strong quantitative option background with experience of high frequency models
Practical knowledge in stochastic calculus / probability, point process, exotic option valuations, valuation in incomplete markets, smile modeling, data analysis & dynamics of tick data/market microstructure, and time series analysis
