Principal Responsibilities
- Manage an Equity Delta One portfolio on indices and single names globally, trading Futures and Options, Dividend and Total Return Futures as well as single names
- Design, build, test and implement arbitrage trading strategy using statistical and computer driven techniques or global Equity and Derivative exchange markets
- Design and build production infrastructure for live basis trading, as well as implementing and risk managing live basis strategies
- Design and build risk infrastructure for the team portfolio
- Improve, add and implement current data infrastructure used by the team
- Formulate and implement new models and strategies for the team
Qualifications/Skills Required-
- Strong academic background, ideally a Bachelor’s degree in Mathematics or finance related subject
- 10 year+ experience in Equity Delta One, ideally across EMEA regions
- Experience in leading quant research projects and research agenda
- Programming expertise in C++, Java, Python and VBA
- Quick learner, detail oriented
- Able to prioritise in a fast moving, high pressure, constantly changing environment
- Able to work in a team and prioritise the team over own strategies