Quantitative Researcher

3 months ago


UK, UK, United Kingdom Thurn Partners Full time

Company: Globally leading market-making proprietary trading firm

Location: London, United Kingdom

Brief: The firm is a top-tier, technology-driven market-maker, renowned for leveraging data to deliver high-quality returns.


Responsibilities:

  • Designing and continuously improving the decision logic for the monetization engine, utilizing utility function design, rules-based logic, and calibration of parameters with historical simulations and post-trade data.
  • Collaborating with Engineering and other teams to identify and implement beneficial improvements to trading system infrastructure and monetization design, ensuring unbiased results.
  • Integrating monetization considerations into the fit targets/responses used for predictive research, and initiating research on liquidity events/triggers that activate the decision logic.


Requirements:

  • Technical degree such as statistics, computer science, or mathematics.
  • Knowledge of European markets is an advantage.
  • Ability to think quantitatively, code, implement ideas, exhibit commercial acumen, navigate systems, and build relationships.
  • Experience working with global alphas and collaborating with individuals across the monetization organization.


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