Our client is a very successful buy-side firm with a global presence (we can share more details on a call)
There are multiple headcounts for Quant Researchers, Quant Traders and Quant Developers across Index Arbitrage and Options market making desks.
2 x Quant Traders
- These Quant Traders will focus on the European Market.
- The ideal candidate would be someone who has worked European Index Arbitrage markets, but is looking to move to Asia. But, they are also happy to take candidates already located here who want to use their strategies in other / new markets.
- They will consider candidates with 2 years+ experience
- Ideally from an Index Arbitrage background, but will also consider Delta One (or another HFT domain, if they are extremely bright)
- Technical stack is predominately Python / R, but any C++ experience is a big plus
2 x Quant Developers and Quant Researchers
- Quant Research roles are very data heavy, and will also need strong C++
- One is working on traditional quant dev, working on everything from market access to strategy development
- The other will focus more on low-latency and liaise with the new Ultra Low Latency team being built out of Hong Kong
** Will relocate the best talent from anywhere**