Quantitative Trader
hace 20 horas
London
Summary A quantitative trader with several years of experience in a small, high-ownership pod structure, covering the full lifecycle of research, modelling, implementation, and daily trading decision-making. Strong record of generating new alpha ideas, improving model efficiency, and contributing to systematic trading strategies across global equities and related products. Core Strengths 1. Full-Stack Quant Experience • End-to-end exposure across research, quant development, and portfolio/trading decisions., • Comfortable with tight execution loops and taking ownership of full model pipelines., • Experienced in debugging production strategies and improving robustness. 2. Alpha & Feature Innovation • Regular contributor of new features, signals, and ML-driven model improvements., • Skilled at evaluating new data sources and optimising existing input pipelines., • Experience with feature engineering, cross-validation techniques, and model diagnostics. 3. Market Awareness & Risk Sensitivity • Background in systematic long/short equities across US and Europe., • Additional exposure to fixed income and market-making style risk management., • Strong intuition for differentiating model-driven losses vs. risk-management errors. 4. Technical Skills • Strong programming background (Python, C++/C#, or similar)., • Experience with production-grade ML workflows., • Familiar with distributed compute, model optimisation, and low-latency considerations. 5. Small-Team Versatility • Works in a 4-person pod—responsible for everything from research to deployment., • Able to operate independently with minimal structure., • Strategies: Systematic L/S equities, with some exposure to fixed-income signals and hedging activities., • Style: Medium- to high-frequency stat-arb ideas (non-HFT)., • Daily Activities:, • Monitoring model outputs, • Intraday adjustments to risk, • Evaluating PnL drivers, • Running daily research iterations, • Delivered multiple incremental improvements to alpha and risk models., • Designed or co-designed new ML-based components that fed directly into PnL improvements., • Improved data pipelines and feature computation speed, increasing research efficiency., • Seeking a more structured, high-performance market-making environment like Optiver., • Wants to work with stronger PMs/traders and avoid bottlenecks introduced by inconsistent risk management.