Systematic Market Making Strat

Full Job Description

This group within our client supports a systematic market making business covering Equities and liquid futures. As an automated trading business, they manage both the financial and operational risks of this business. In joining the desk you are engaged in market making and its related functions in EMEA Equities and related products. The desk offers liquidity in a principal capacity to clients of the Execution Services Franchise, and directly to the markets. Team members combine their mathematical, programming and market expertise to build and generate systematic strategies. They look for individuals with strong mathematical skillsets, programming experience, and who are motivated to get hands on experience with algorithmic trading.

Principal Responsibilities:

• Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, flow analysis and microstructure.
• Conduct signal generation research.
• Analysis of our pricing and hedging, including analysis of large data sets to drive strategic improvements to our electronic trading.
• Understanding the regulatory and supervisory environment and demonstrate ownership of our obligations and responsibilities under this.

Experience/Skills:

• Past experience with building quantitative signals in equities or fixed income.
• Proven ability to analyse data and draw useful commercial conclusions.
• Track record of learning new skills and adapting to new technologies.
• Ability to communicate and work collaboratively within their own team and with other parts of the firm, e.g. voice trading, other technology teams and functions like economic research which have varying levels of technical knowledge.
• Demonstrated understanding of and engineering of a safe operating environment, particularly regarding the control environment around electronic trading.
• Understanding and management of operational risks including identifying and remediating such risks.
• Programming experience in C++, Java, or Python.
• Masters, or PhD in a scientific or quantitative discipline.