Overview
In this role you lead a high-caliber quant trading team to build and scale market-making and cross-asset risk systems. You drive end-to-end trade execution quality for millions of retail customers and expand the firm’s tradable instrument universe. You will shape trading models, risk factors, and systematic portfolios within a tech-first, rigorous firm. This is a mission-driven, fast-paced opportunity at a globally recognized quant trading firm with strong teaching culture.
Pay / Benefits
- flexible working
- options from day 1
- excellent salary and benefits package
- ongoing training
- structured career path
- global exposure
Responsibilities
- Lead large-scale market-making and cross-asset risk management system implementations
- Ensure end-to-end trade execution quality for millions of retail customers, including during extreme market events
- Expand asset classes and tradable instruments
- Develop and optimize trading models to identify risk factors and build systematic equity portfolios
Key requirements
- PhD in Computer Science, Mathematics, Statistics or Engineering
- Quant experience in systematic trading (market making / hedging & electronic execution)
- Extensive experience with market-making algorithms and automated trading systems
- Deep understanding of stock market microstructure across global exchanges
- Experience with high trading volumes
- Experience delivering multi-asset trading strategies (alpha signals, analytics, simulations)
- Experience in machine learning, signal research, back testing & performance optimization
- Quant modeling
- Programming: Python, C++, Java; complex event processing
- leadership
- communication
- collaboration
- Python
- C++
- Java
…
