The company’s investment decisions are made purely systematically based on mathematical algorithms derived from rigorous statistical analysis of financial market data.  Accordingly, we seek talented, self-motivated scientists with a strong background in applied science to join our specialist quantiative trading research team in London.  We are especially interested in hearing from people who have successfully developed profitable mid-to-high frequency trading systems.

The position will report to the Managing Director and will be a key hire in the development of our high frequency operations.

The role will involve:

-     Developing a sophisticated understanding of financial markets and our

    proprietary research techniques

-     Developing high frequency trading systems and risk management controls.

Applicants should be able to demonstrate first-class quantitative skills, good attention to detail and significant achievement at PhD/MSc level.

Candidates must also demonstrate the ability to work in a team and be able to communicate ideas/results to colleagues. Strong coding skills are expected.