Senior HFT Quantitative Researcher
Machine Learning, C++, Python
London
I am working with a very highly regarded hft futures trading firm looking for experienced researchers to join their team. I need low latency and high frequency trading experience, comprehensive understanding of machine learning techniques and a genuine interest in progressive technology.
The ideal candidate will have extensive experience with hft fx futures, but I will consider profiles with experience surrounding these areas. They need to have significant experience in alpha generation.
This is an incredibly high performing organisation where technology operates at the forefront - you will consistently investigate new technologies to improve the stability, scalability and performance of the research platform, and explore machine learning and data science techniques in ways to advance your work.
I am looking for
- Commercial research experience in a hft low latency setting
- Advanced C++ and Python technical skills - at least 5 years commercial experience
- MSc or PhD in Machine Learning, Physics, Maths, Quantum Computing etc from top tier university
This role offers the opportunity to work with an industry leading team of impressive individuals alongside a very strong and competitive compensation package.
Please reach out to kate.jenkinson@harringtonstarr.com to find out more.
