Senior Quantitative Trader

A global quantitative proprietary trading firm is looking for an experienced trader with proven track records in systematic or high-frequency trading. The firm develops data-driven strategies across global markets, supported by ultra-low latency infrastructure and advanced quantitative research.This role offers the opportunity to develop and deploy profitable systematic strategies across multiple asset classes, working alongside a highly experienced team of researchers, engineers, and traders.ResponsibilitiesDevelop and implement profitable systematic trading strategies across global markets.Conduct quantitative research to identify alpha signals using statistical models, machine learning, and large datasets.Build, test, and deploy trading strategies within a low-latency automated trading environment.Collaborate with quant researchers and engineers to enhance existing strategies and research frameworks.Monitor live trading strategies and optimise performance through ongoing research and refinement.Explore new datasets, signals, and market opportunities to expand the firm’s trading capabilities.RequirementsProven track record of developing profitable trading strategies with strong Sharpe ratios.Strong background in quantitative research, statistical modelling, or systematic trading.Solid programming skills in Python or C++, ideally within a Linux environment.Strong mathematical and statistical foundations.Experience working with machine learning, neural networks, natural language processing, or high-performance computing is highly desirable.Deep understanding of market microstructure and trading dynamics within chosen markets.