WEBB has opportunities for an experienced Quant Trader in Amsterdam.
We are looking to expand our trading team with an experienced quantitative trader who is currently running proven and profitable strategies with holding periods from minutes to few hours. A track record of at least 2 years with an annualised Sharpe-Ratio of 2 and above.
Your work will consist of:
- Design and implement new trading algorithms within the current framework;
- Monitor trading activity;
- Expand trading scope to new markets and product classes.
- Quantitative academic background, preferably MSc/PhD in Mathematics, Physics, Electrical Engineering;
- At least three years of experience in statistical arbitrage trading within mid-frequency till high frequency space;
- Experience performing statistical analysis with Matlab, R or a similar software package;
- Experience programming in one of C#/Java/C++ language desirable;
- Asset universe should be mainly equities,fixed income or FX are a plus.
- Realized portfolio Sharpe Ratio must be above 2 over the past two years;
- Excellent communication skills.