I am looking for an individual who has built a solid track record across both derivative and high frequency trading environments undergoing Quantitative Research and keen to translate their expertise into a well established automated trading group seeking a Team Leader to run a Quantitative Research unit.

The group are involved in multi-asset proprietary trading with a heavy emphasis on high frequency based approaches for equity and fixed income markets and who have built their success on hiring individuals who value both their own individual ability and team working ethos to assure on-going trading strategy success.

Strong profiles will be PhD profiles who have turned their mathematical talent into real-world trading environments and an acute awareness on not the value of complex techniques towards the trading process but effective delivery towards consistent trading results.

The dual derivatives/high-frequency background demonstrates how your role will be maximising existing talent in the business as well as spotting new avenues of R&D and maintaining the respect Quantitative researchers play in the Trading desk.

An excellent opportunity to leverage your background into an well recognised industry player.

Interested?

To apply: CVs to quants@atlas-fm.com

Head Hunter within the Quantitative & Risk Analytics space:

 
Roles Covered:

• Quantitative Analytics (Research, Development, Strategy – cross asset class)
• Structuring/Trading (Algorithmic Trading, Quantitative Trading, Structuring/Trading support)
• Risk Analytics (Market, Credit)
• Technology (Trading & Risk Management Systems Development)

Sectors Covered:

• Investment Banks (Trading/Structuring/Algo desks, R&D Groups, Quant/Risk Groups)
• Hedge Funds (Trading, R&D Groups, Quant/Risk Groups)
• Asset Managers (Portfolio Management/Strategy, R&D Groups, Quant/Risk Groups)
• Research Providers (Analytics & Technology, R&D Groups, Quant/Risk Groups)
• Software Vendors ((Analytics & Technology, R&D Groups, Quant/Risk Groups)