High Frequency Quantitative Researcher Full-time

at Price Capital in London (Published at 13-01-2013)

Position: High Frequency Quantitative Researcher
Location: London, United Kingdom
Remuneration: Highly Competitive

We are looking for a High Frequency Quantitative Researcher with solid C++/FIX experience to join us at our new site in London.

Price Capital is one of the most profitable quantitative and fundamental proprietary FX trading firms in the world. By engaging team work and cutting edge technology we believe we will continue to succeed in our business.

As a high frequency quantitative researcher, you will be working closely with the Head of FX to research new models, as well as developing trading strategies. Proven successful strategies will be scaled up and applied to trade in the global markets, mainly in spot FX but also in other relevant asset classes.

We trade high frequency and ultra high frequency strategies across most liquid markets. This is a great opportunity for someone with ambition to step up as a trader, taking full control of their strategies in a top systematic trading environment.

Essential Requirements:

  • At least 3 years experience in quantitative research field, familiar with tick data research
  • Good exposure to high frequency statistical arbitrage or electronic market making strategies
  • Strong statistical and linear algebra modelling skills
  • Must have solid C++ programming skills, familiar with FIX
  • PhD or MSC degree from tier one university with quant subject focus is essential (computer science, applied math, apply physics, machine learning etc.)
  • Enjoy challenging trading environment and solving complex problems

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