Snr Quant Trader– High Frequency Trading, UK-London
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
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
