A leading proprietary trading team is seeking an experienced Quant Trader to take on high-impact responsibility within a fast-scaling, high-performance trading environment. The role is designed for someone who thrives at the intersection of market intuition, quantitative rigor, and real-time decision making. This is an opportunity to operate in a culture where ideas move quickly from conception to production, ownership is expected, and strong performers are rapidly entrusted with broader influence.
The ideal candidate is an analytical, entrepreneurial thinker who is energized by fast markets and the constant pursuit of alpha. They will play a pivotal role in developing and executing strategies across a diverse range of asset classes, optimizing desk performance and capitalizing on opportunities across global exchanges.
Key Responsibilities:
Trading & Market Coverage
– Trade a diverse spectrum of asset classes (depending on experience), including options, futures, equities, indices, volatility products, crypto, commodities and fixed income derivatives, spanning both established and emerging markets.
– Deploy a blend of market-making, discretionary, and systematic position-taking strategies to generate consistent, high-quality PnL.
– Rapidly evaluate market conditions to adjust exposures, capture short-lived opportunities, and execute with precision during fast-moving events.
Strategy Development & Optimization
– Design, refine, and stress-test quantitative trading strategies tailored to the behavior, liquidity dynamics, and microstructure of each asset class traded.
– Innovate new approaches to improve PnL, enhance execution, and deepen market footprint.
– Conduct rigorous analysis of desk performance to identify areas for improvement, expand profitable activity, and amplify existing edges.
Risk Management & Execution
– Manage and optimize real-time trading risk across global exchanges, ensuring balanced exposure and adherence to risk frameworks.
– Maintain exceptional situational awareness, making fast, data-backed decisions under pressure.
– Continuously review execution quality, slippage patterns, and fill behavior to refine strategy deployment and risk posture.
Cross-Team Collaboration & Innovation
– Collaborate closely with researchers and developers to enhance trading tools, infrastructure, and strategy deployment workflows.
– Contribute to broader research initiatives by sharing insights across markets, asset classes, and observed patterns to unlock new opportunities.
– Drive innovation that elevates desk performancefrom infrastructure improvements to new trading methodologies.
Your Profile
- 3-10 years of quant trading experience within a prop shop, hedge fund, market maker, or equivalent high-performance environment.
- Strong academic foundation in Mathematics, Physics, Engineering, Computer Science, or a related quantitative field.
- Deep understanding of financial markets, microstructure, liquidity dynamics, and algorithmic trading.
Proficiency in programming languages such as Python or C++. - Highly analytical mindset, exceptional attention to detail, and a passion for continuous improvement.
- Clear communicator with a collaborative, team-oriented approach.
- Proactive, entrepreneurial attitude with comfort operating in a fast-paced, high-stakes environment.
- Compensation & Benefits
- Total annual compensation often exceeds USD 500k+, inclusive of performance-based bonuses.
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Exceptional contributors may earn equity/shareholding.
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Comprehensive relocation support, including flights, housing assistance, and full expat services.
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Daily catered meals and fully stocked office kitchen.
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Frequent social events, Friday drinks, and team outings.
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Travel reimbursement and sponsored gym membership.
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Access to an in-house game room (pool table, consoles, board games) for relaxation and team bonding.
Does this sound like a match? We’d love to hear from you!
