My client is a privately-funded proprietary trading firm specialising in high-frequency and ultra-low latency strategies across global financial markets. The team values a collaborative and intellectually stimulating environment where technology and quantitative research drive the trading decisions.
The Role: I am looking for a highly skilled and motivated High-Frequency Execution Trader. In this role, you will be responsible for developing and implementing cutting-edge algorithms, optimising trade execution, and collaborating with researchers to enhance our trading strategies.
Responsibilities:
Develop and maintain low-latency trading algorithms.
Partner with developers to improve automated tools and analytics.
Optimise execution speed and fill rates across intraday strategies.
Analyse market data and collaborate with quant researchers to refine strategies.
Qualifications:
PhD or Master's degree in a quantitative field (e.g., Math, Physics, Statistics).
Proven experience in high-frequency trading and statistical arbitrage.
Strong programming skills in C++ and Python.
Familiarity with Linux/Unix environments, FIX protocol, and electronic trading APIs.
Location: Geneva or Dublin (flexible)
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