**Quantitative Researcher in High Frequency wanted**
Location: London, Amsterdam
A Prop trading firm is looking for a skilled quant researcher to join their high-frequency equity trading team. The role offers fast progression, with successful candidates having the opportunity to step into a sub-PM position, taking ownership of a portion of the trading book. You will work closely with the PM in a highly experienced team, contributing directly to the firm's performance in a dynamic, fast-paced environment.
Key Responsibilities:
Develop and implement high-frequency trading models for equity markets.
Research new trading signals using large datasets, statistical techniques, and machine learning.
Conduct backtesting and real-time testing to ensure the robustness of models.
Work with the PM to refine and execute trading strategies.
Monitor strategy performance and adjust as needed to optimize results.
Requirements:
Master's or Ph.D. in a quantitative field (Mathematics, Computer Science, Engineering, etc.).
Experience developing high-frequency trading strategies in equity markets.
Proficiency in C++,
Strong background in statistical modelling, signal generation, and working with large datasets.
Knowledge of market microstructure and high-frequency execution.
