Home Page > Current Jobs > Hedge Funds > Quantitative Analyst - Hedge Fund - London

Quantitative Analyst - Hedge Fund - London

Position Type:	Full Time
Telephone:	02031510855
Contact Email:	kim.kang@mkm-partnership.com
Location:	London

Group of quants and developers (approx 50/50 split), 9 people total. Responsible for research and development of the trading algorithms used by other strategies in the firm as well as research and development of strategies aimed at very short term trading opportunities.
The role will involve quantitative research on trading algorithms and using the conclusions of that research to implement code to improve their performance. The work requires the quantitative and statistical skills to perform analysis on large data sets and to construct and test mathematical models. The candidate must also have the development experience to be able to work effectively on, often complicated and always mission critical code.
Some exposure to electronic, order driven markets would be beneficial - although we are happy to develop the right candidate. We look particularly for candidates that not only have the right academic credentials but are also able to demonstrate an ability to apply themselves to practical problems and to work independently.

The candidate must satisfy all of the below criteria:

     At least AAB @ A level (must have A in A Level maths)
     2-1 or 1^st from top 5 university in Maths (or mathematical degree e.g. physics or a quant/engineering degree) – e.g Oxford, Cambridge, Imperial, Warwick.
·         Be exceptionally bright

Be hard working. We are not a 9-5 culture. People work hard and are rewarded for it.

 Have significant experience of programming in C++,C# or Java – i.e. an O.O programming language.

We will strongly favor candidates who can offer any of the below in addition:
·         Experience of programming in a commercial environment on large-scale, multi-developer applications.
·         Experience of working for a financial organisation, esp experience of working on trading algorithms.
·         An knowledge of common execution strategies e.g. VWAP, TWAP etc.

NB This person will not be trading as such i.e. not running their own book, they will be working on the trading algorithms used throughout the firm.
We are ideally looking for someone with very strong quantitative skills who has direct experience of working on the development and testing of trading algorithms e.g. for an investment bank. We would consider an individual with less direct experience and even, possibly a recent graduate only if they were an outstanding individual able to demonstrate sufficient development experience to work effectively in our group and sufficient quantitative aptitude and financial understanding to flourish in the role.