Medium Frequency Futures

Medium Frequency Futures – London

Who are you?

You completed your graduate education (MSc or PhD) in Statistics, Machine Learning or Computer Science a few years ago. You enjoyed the practical aspects of working with data and more importantly you liked to see results. That’s why you moved into finance. Although you didn’t have a plan to focus on futures it’s the market you’ve grown into and a market you understand. You’re used to working with intraday data sets but didn’t need to model order books as you’ve focused more on medium frequency horizons. You’ve gained experienced across the investment life cycle taking an idea, developed the right approach to modelling, tested it and then monetized that signal.

What do you mean by medium frequency?

In this context we talking about minutes up to 3 or 4 days holding period.

OK, enough about me. Who’s the client?

They are deemed to be one of the best high frequency futures trading firms globally. This role sits within one of their well established teams that is based out in the US. They are keen to expand their presence in Europe and have hired a high profile, senior quant trader. This role will work alongside the quant trader in London and also collaborate with the team in the US. The team is very strong with low latency strategies and are expanding to run longer term risk i.e. up to a few days.

What does the day to day look like?

Initially, the key responsibility is to assimilate into the team, understand their alphas, how they view the futures space and the edges they have. You can then take your experience in medium frequency alphas and contribute your own alpha signals. They already have all the data, infrastructure etc you would need and probably a lot more that you hadn’t even thought of.

What skills / experience do I need then?

Strong modelling skills using statistical/Machine learning techniques

3+ years experience researching medium frequency alpha signals in global futures markets (slight preference for equities)

Competent programming skills in Python and/or C++

I have a notice / non-compete period?

That’s fine – they are ok waiting for the right person.

OK, I have a few questions, how do I get in touch ?

You can book a quick call using the link below if you have any questions or alternatively you can send me an email at s.grainger@gslsearch.com