Tradesman needed
3 weeks ago
Multi-Asset HFT, Global Market Microstructure
Experience: 5+ years building and deploying proprietary alpha strategies
International Talent: Yes, international applicants are encouraged.
Are you ready to manage a substantial AUM by deploying sophisticated low-latency strategies in a premier financial centre?
The ideal professionals seek to transcend local alpha generation, driven by the challenge of managing a global portfolio within London's institutional framework. So, we're looking for those who seek the prestige and scale to solidify a legacy as a global market-maker, with a worldwide perspective.
#You’ll need to be a professional with a proven history of designing and deploying high-impact, ultra-low latency trading algorithms in sophisticated global markets..
Career Path, Projects And Performance:
Established a multi-regional systematic trading strategy that generated consistent alpha across major global futures and FX markets.
Successfully transitioned from a focus on single-market trading to complex, cross-border, multi-asset portfolio management with significant AUM.
Pioneered and optimised robust risk management frameworks that adhered to stringent FCA and international regulatory requirements.
Delivered a quantifiable increase in trading efficiency by reducing system latency across a critical, high-volume trading venue.
Elite-level proficiency in C++ and Python for ultra-low latency system development and quantitative research.
Expertise in exchange connectivity, including FIX protocol and custom exchange APIs, is essential for London's global trading infrastructure.
Demonstrated ability to drive strategic projects across geographically dispersed research, engineering, and compliance teams.
Mastery of performance profiling tools (Valgrind, gprof) and kernel-level tuning in a Linux environment for HFT systems.
Qualifications, Licenses And Academic Achievements:
Advanced degree (MS or PhD) in a highly quantitative field (e.g., Mathematics, Computer Science, Physics) from a top-tier global institution.
Evidence of impactful, peer-reviewed research or a substantial thesis in the field of quantitative finance or market microstructure.
Series 3, CFA) or a deep understanding of UK/EU regulatory certifications is highly valued.
A career trajectory marked by continuous professional development and a commitment to mastering new quantitative methodologies.
#A highly motivated professional who consistently seeks intellectual challenges and takes complete ownership of performance and outcomes in a high-stakes setting.
Individuals who fit into a meritocratic, intellectually rigorous environment and are driven by institutional excellence and long-term reputation.
A candidate with a sharp analytical capability and a proactive approach to evolving trading technologies, regulatory shifts, and complex market structure.
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