Data-Driven Quantitative Analyst
1 day ago
Are you a skilled quantitative researcher looking for a challenging role in alpha research? Harrington Starr is seeking a Data-Driven Quantitative Analyst to join its team in London. This exciting opportunity will allow you to work closely with traders and developers to implement research insights into production systems.
In this role, you will be responsible for developing and backtesting quantitative strategies using historical market data, with a primary focus on alpha generation. You will also have the opportunity to utilise advanced technology and data-driven techniques to enhance market-making efficiency.
To succeed in this position, you should have at least 4 years of experience in alpha research within a mid- or high-frequency trading environment. A PhD in a quantitative discipline such as Mathematics, Statistics, Computer Science, or Finance is also required. Proficiency in programming languages like Python, R, or C++ is necessary, as well as strong knowledge of statistical analysis and machine learning applications.
This role offers a competitive base salary with performance-driven bonuses. As part of the team, you will enjoy a collaborative and fast-paced work culture, with opportunities for career development and advancement.
Key Responsibilities:
- Develop and backtest quantitative strategies using historical market data
- Work closely with traders and developers to implement research insights into production systems
- Utilise advanced technology and data-driven techniques to enhance market-making efficiency
- Collaborate with the team to develop and implement new strategies
What We Offer:
- Competitive base salary: £120,000 per annum
- Performance-driven bonuses
- Collaborative and fast-paced work culture
- Opportunities for career development and advancement
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