Senior Quantitative Researcher
Fasanara Capital
- London
- Permanent
- Full-time
- Research and development of a framework for short-term alpha signals with horizons ranging from milliseconds to seconds
- Improvements to existing strategies as well as development and ownership of new ones, namely market making
- Analysing our existing trading and taking ownership of projects to improve latency, quoting logic, slippage etc.
- 5+ years of high frequency trading experience from traditional finance and/or crypto
- Knowledge of short-term alpha signals and their implementation
- Knowledge of low-latency trading systems and their behaviour
- Strong market-oriented mindset with the desire to conduct thorough scientific research
- Experience using quantitative techniques to solve complex data-intensive problems
- Strong skills in Python, SQL and working knowledge of C++/Java
- Hands on experience with large volumes of time-series data – primarily in SQL