Equity Monetisation Quant

Description:

Point One – Hedge Fund Talent is representing a leading global quantitative hedge fund with over $32bn in assets under management, renowned for combining advanced scientific research, world-class technology, and disciplined execution to deliver consistent uncorrelated alpha across all asset classes and time horizons. The firm fosters a culture of collaboration, innovation, and meritocracy, attracting top-tier researchers, engineers, and traders from around the world.

The firm is currently expanding its High-Frequency Trading (HFT) capabilities and is seeking an exceptional HFT Monetization Quant to join its global systematic trading team. This role offers a rare opportunity to design, build, and optimise cutting-edge monetisation strategies for the fund’s equity trading business, driving trading efficiency and capturing short-term alpha opportunities.

Key Responsibilities:

• Research, design, and implement high-frequency monetisation strategies within global equity markets.

• Analyse large, high-frequency datasets to identify predictive signals and market microstructure inefficiencies.

• Collaborate with technologists to build low-latency trading infrastructure and robust simulation frameworks.

• Refine strategies through rigorous performance analysis, feature engineering, and statistical modelling.

• Partner with portfolio managers and execution teams to enhance order routing, execution quality, and slippage reduction.

• Monitor and adapt to evolving market structures, exchange rules, and liquidity dynamics.

Key Requirements:

• Advanced degree (PhD or MSc) in Mathematics, Physics, Computer Science, Engineering, or Statistics.

• 3–10 years of proven experience in high-frequency or ultra-low-latency trading (preferably equities or equity derivatives).

• Strong knowledge of market microstructure, exchange connectivity, and short-term alpha strategies.

• Demonstrable track record in researching, implementing, and deploying HFT strategies in live markets.

• Strong programming skills in Python, C++ or C#, with experience handling large-scale, high-frequency datasets.

• Excellent problem-solving skills, intellectual curiosity, and a disciplined scientific approach.

• Strong communication skills and ability to thrive in a collaborative, fast-paced environment.

What the Firm Offers:

• A world-class platform at one of the largest quantitative hedge funds globally.

• Opportunity to work on cutting-edge HFT strategies with access to high-quality data, infrastructure, and technology.

• Collaborative and meritocratic culture designed to empower innovation.

• Market-leading compensation and benefits aligned with experience and impact.