European fund with over $30billion AUM seeks a talented systematic trader for a position within their London business. The firm runs an extremely successful mutli-asset quantitative trading platform.

Joining the systematic black-box trading and statistical arbitrage group as a quant trader, you will play a key role in researching, designing, implementing, back testing and executing automated strategies from high to low frequency. You will be responsible for your strategies running live in the market, whilst continually fine-tuning existing strategies and learning from talented team members. The firm has a strong research orientated culture and there is a lot of sharing of ideas across teams.

Ideally you will possess a PhD or Masters degree in Statistics, Econometrics, Mathematics, Machine Learning or Engineering from one of the worlds best universities. Experience with tick data, especially within an algorithmic trading field, will be useful. Programming experience with vector-based or object-orientated coding languages is required. You must also be able to demonstrate your motivations for developing your career in statistical arbitrage/quantitative trading. Eligibility to work in the UK is also a prerequisite.

This house offers an outstanding financial package, platform for development, and long-term career prospects.

To apply: If you would like to be considered for immediate interview, please send an up-to-date copy of your resume directly to b.scott@huxley.com