Quantitative Trader

Responsibilities Research, develop, and optimize high-frequency trading strategies across derivatives markets Analyze large-scale market and tick-level datasets to identify trading opportunities Improve execution quality, signal generation, and strategy performance Collaborate with researchers, traders, and technologists to bring ideas into production Monitor live strategies and continuously refine performance in changing market conditions Contribute new ideas and take ownership over strategy development from concept to deployment Requirements Strong experience in HFT trading and/or quantitative research within derivatives markets Deep understanding of market microstructure and electronic trading environments Strong quantitative background in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related field Excellent programming skills (Python and/or C++) Experience working with large datasets and building systematic strategies Entrepreneurial mindset with the ability to work independently and generate ideas Why This Opportunity? Significant autonomy and ownership over your work Join a highly regarded and deeply respected team within the industry Work in a collaborative, high-performance environment where strong ideas are acted upon quickly Opportunity to have direct impact and influence on trading outcomes Competitive compensation with strong upside potential This role is ideal for someone looking to combine the pace and sophistication of high-frequency trading with the freedom to make a real impact. #J-18808-Ljbffr Alexander Chapman