In this role, you are responsible for coming up with potential new trading models and analysing existing models that are currently traded within the business.
You'll have a large degree of freedom in testing potential new models, which could range from market-making to machine-learned trading signals, looking for new alphas or investigating new execution algorithms in a wide range of asset classes.
However, the business is also currently running models that require more in-depth and post-trade analyses, therefore a strong understanding of market microstructures is necessary.
As Lead Quant Researcher, You Will
- Collaborate with traders to evaluate existing models and suggest improvements.
- Build customized analysis tools to explore new research ideas.
- Guide and mentor junior researchers.
- Work in the Research Team, closely together with other Trading Teams, IT Development and the Risk department.
- Continue building towards a more automated and data-driven trading environment and make it future-proof.
- Report key results of the team to the management board.
- Work with a wide variety of asset classes (Equities, Options, Commodities, Crypto)
- Effectively and critically challenging others when necessary.
Who are you?
- 5 years of experience as a Quant Researcher/ Trader
- Master's degree in Computer Science, Engineering, Math, Statistics, Computational Finance (or equivalent)
- Experience in guiding and mentoring juniors
- Strong understanding of market microstructure
- Very creative and able to come up with new trading ideas
- A driven, innovative and enterprising team player
- A strong analytical thinker, risk-tolerant, stress-resistant and up-to-date with the latest developments