- Minimum 5 years of experience in a Quant Research role, covering the FX, Futures and Fixed Income markets
- High-frequency trading and/or market-making is a plus, but not a necessity
- 5+ years conducting market microstructure research and analyzing tick data
- Prior experience working on systematic trading strategies across FICC
- MS degree minimum, PhD preferred - in a quant discipline (math, comp sci, physics etc.)
- Programming proficiency in Python, Java or C++
This client is looking urgently and is starting to actively interview candidates, so please apply ASAP!