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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent, full-time |
Our client is a global systematic trading and investment management firm with an office in London, it offers professional investment & strategy research, trade execution and risk management. Being part of the team, your focus will be to conduct research on the Chinese future markets and develop intraday / mid-frequency algorithmic strategy. You will construct your own portfolio which will be mainly equity index futures, commodity futures and bond futures traded in Chinese Exchanges. Key Responsibilities:• Conduct statistical research on intraday / mid-frequency timeseries. • Generate new trading idea and convert into automated strategy. • Optimise trade execution and market impact to maximise trading performance. • Maintain and improve live strategies. • Maintain portfolios and responsible for your own P&L. • Write research report and strategy presentation used in internal and external interaction. Skills Required:• Master or PhD degree in mathematics, statistics, computer science or related disciplines. • Minimum 3 years of research experience in intraday/mid-frequency algorithmic trading or quantitative portfolio management. • Strong experience in building black box trading algorithmic strategies. • Strong experience in market alpha research. • Experience in working with fine grained tick level data and hands on experience in using technologies to manipulate data. • Familiar with at least one of the following programming languages: C/C++, Matlab, R or Python. Please only apply if you have relevant experience and we will contact those applicants we consider suitable.