Our client, a global quantitative / systematic trading firm, is looking for a smart, enthusiastic quantitative researcher with background in futures/fx/eq research to join their growing team; Providing an opportunity to provide independent research and gain hands-on market exposure through trading; Excellent remuneration and growth potential

Responsibilities:
– Conduct quantitative finance research on fx and futures for systematic/algorithmic trading
– Manage the full aspects of research process including data collection, analysis, strategy development, modeling, backtesting, etc.
– Make timely and accurate trading decisions based on research data and optimize performance

Requirements:
– MS or PhD in finance, computer science, engineering, or other quantitative discipline
– Proven analytical and quantitative skills
– At least 2-3+ years of quantitative/systematic research experience (futures, fx, eq) on the buy-side
– Demonstrated ability to conduct independent research
– Trading experience is preferred but not required