What are the responsibilities and job description for the Quantitative Strategist position at Anson McCade?
CROSS ASSET ALGO/ELECTRONIC TRADING QUANT STRAT
We are working with a top tier global Investment Bank who are in the market for a Cross-Asset Algo/Electronic Trading Quantitative Strategist to join their exciting new trade surveillance strat team. This role give candidates a chance to deliver mission critical, high quality anomaly detection models, using cutting edge technology in a dynamic environment.
As a Quantitative Strategist you will:
- Collaborate with global, cross-functional teams to design, develop and maintain quantitative models and algorithms to detect suspicious trading behaviour such as spoofing, insider trading, pump and dump, and other practices of market manipulations
- Utilize quantitative techniques to develop signals, run back-testing and simulations to validate accuracy in detecting fraudulent trading activity
- Work with large scale structured and unstructured data. Drive end-to-end Machine Learning projects that have a high degree of scale and complexity. Run experiments by constantly tuning the features and the modelling approaches, documenting findings and results
- Partner with key stakeholders, including first-line trading teams, strategists, engineers, ML researchers, and market surveillance officers to stay current with development of trading businesses and uphold quality standards of our suite of surveillance analytics
Requirements:
- PhD or Master’s degree in a quantitative field (e.g. mathematics, physics, statistics, engineering, or computer science)
- Front Office Quant Strat experience (Deep understanding of financial markets)
- Experience ideally across at least 2 Asset Classes
- Experience dealing with large amounts of data
- A minimum of 6 years of hands-on experience in Capital Markets, particularly on pricing, modelling and risk management of financial products across various asset classes (e.g. cash, futures, derivatives) and trading platforms
- Exceptional programming skills in object-oriented languages such as Java, C , or Python
- Solid understanding of computer science fundamentals, including algorithms, data structures, and software design principles
- Excellent proficiency in mathematical modelling, numerical algorithms and quantitative analysis
- Proven experience with data analysis and/or scalable machine learning systems is a plus
- Excellent communication and stakeholder management skills, with a proven ability to effectively navigate across technical and non-technical teams in a global environment
If this interests you and you fit the parameters please apply below. If we think you are a fit for the role, a member of our team will be in touch
