Snr Quant Trader– High Frequency Trading

  • Company

    Millar Associates

  • Location

    UK-London

  • Compensation

    Total package £200–400k

  • Position Type

    Permanent

  • Employment type

    Full time

  • Updated

    23 Nov 2009

  • eFC Ref no

    571641
This leading market maker is expanding its team in London and currently seeks a Quant Trader for its High Frequency trading platform. You will be expected to improve company P&L using the algorithmic trading strategies developed in house.

Leading Market Maker

KEY RESPONSIBILITIES:

  • Day to day trading based on set risk limit using internally developed algorithmic trading strategies
  • Develop alpha generation ideas, execution strategies and dynamic risk management algorithms

KEY REQUIREMENTS:

  • 6yrs experience in Algorithmic / High Frequency trading
  • Strong quantitative option background, experience with high frequency models is essential
  • Practical experience in stochastic calculus / probability, point process, exotic option valuations, valuation in incomplete markets, smile modeling, data analysis & dynamics of tick data/market microstructure, time series econometric.
  • Background testing theories and incorporating them into applicable strategies.
  • Good knowledge of statistical programming packages R, Splus and languages as Matlab, C++ and Java is desirable
  • Background in FX, Equities or Commodities (one or more) is desirable
  • Management experience is desirable

  • Contact:

    James Wilson

  • Company:

    Millar Associates

  • Website:

    www.millarassociates.com

  • Recruiter Ref:

    QTHF-1209

  • Note: Please quote eFC Ref: 571641 when applying for this job.

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