Overview
In this role you will join a London-based, flat-structured trading firm focused on cross-asset market making. You will collaborate with the Head of Trading and the quant team to design and refine trading algorithms and strategies. You’ll handle manual and algorithmic execution and work on exchange connectivity, while supporting the development of new applications. The position offers exposure to high-frequency trading in a collaborative, dynamic environment that values rapid decision-making and impact.
Responsibilities
- Collaborate with Head of Trading and quant team to design and develop new trading algorithms
- Execute trades via manual and algorithmic methods
- Work on connectivity to financial exchanges
- Improve and maintain existing trading strategies
- Collaborate with senior traders to translate requirements into new applications and resolve issues
Key requirements
- STEM degree, Masters or PhD from a top university (global)
- Experience in institutional trading
- Exposure to CFDs, futures, swaps, options (bonus)
- Collaborative mindset
- Analytical thinking
- Problem-solving
- Algorithmic trading and strategy development
- Low-latency trading and exchange connectivity
- Cross-asset trading experience
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