About the role

  • Designing, implementing, and deploying high-frequency trading algorithms focused on cross-asset Futures
  • Coming-up with new, cutting-edge trading ideas as well as optimising old ones
  • Creating tools for data analysis of patterns
  • Supporting the trading by contributing to the development of analytical computation libraries

About you

  • The ideal candidate will have:
  • A MSc/PhD from a top-tier university
  • 2-5 years of quantitative trading experience in high-frequency trading of one or more Futures.
  • High confidence in their ability to thrive both independently and with team collaboration
  • A strong background in signal generation, mathematics and statistics
  • Proficiency in back-testing, simulation, and statistical techniques
  • Strong programming skills in python and C

For further information do not hesitate to contact me at or on (0)



* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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