Quantitative Trader

Quantitative Trader Opportunity My client is a globally recognised quantitative proprietary trading firm with a dominant presence across major markets. They combine rigorous quantitative research, ultra-low latency technology, and robust risk management to deploy mid and high-frequency strategies across asset classes, including equities, fixed income, commodities, and FX . The firm is expanding its team of Quantitative Traders with a particular interest in those who bring Alpha-generating strategies powered by AI/ML and advanced statistical learning techniques . Key Responsibilities Design, develop, and optimise mid/high-frequency trading strategies using quantitative and machine learning techniques. Leverage large-scale, high-frequency datasets to uncover alpha signals and drive decision-making. Integrate AI/ML models into trading workflows. Model and analyse market microstructure across global exchanges to improve execution and reduce slippage. Experience in backtesting strategies before live deployment. Work closely with low-latency engineers to enhance execution speed and infrastructure efficiency. Who They’re Looking For Proven track record of alpha generation : Sharpe Ratio ≥ 2.0 for Mid-Frequency Sharpe Ratio ≥ 6.0 for High-Frequency Strong proficiency in Python , C++, or other relevant languages. Deep understanding of AI and machine learning algorithms , including time series modeling, feature engineering, and model interpretability. Experience with market microstructure , order book dynamics, and execution strategies. Background in quantitative research , algorithmic trading, or data science. Self-sufficient strategy owners and collaborative team players are both encouraged to apply. If you're a Quantitative Trader with a scalable, proven strategy, particularly one enhanced by AI/ML techniques, please apply and a consultant will contact you shortly.