Founded : Sept 2023 Team Size: 40-50 Experience : 2+ Years Role Overview We are seeking a highly skilled Quantitative Trader to develop and execute high and mid-frequency trading strategies in global markets. The ideal candidate will have a strong background in market microstructure, ultra-low-latency execution, and statistical arbitrage. As part of our trading team, you will be responsible for designing, back-testing, and optimizing trading algorithms, leveraging cutting-edge AI and high-performance computing to capitalize on ultra-short-term market inefficiencies. You will work closely with quantitative researchers and engineers to enhance execution speed and efficiency while managing real-time trading risk. Key Responsibilities: As a Quantitative Trader, your responsibilities will include: - Designing, implementing, and deploying high-frequency trading algorithms. - Typical strategies deployed include Alpha-seeking strategies and Market Making. - Rigorously back-test strategies on in-house research infrastructure. - Creating tools to analyze data for patterns. - Contributing to libraries of analytical computations to support market data analysis and trading. - Developing, augmenting, and calibrating exchange simulators. Preferred Qualifications: We're seeking candidates with: - A degree in Computer Science, Mathematics, or Engineering from a leading institution. - 2+ years of relevant work experience. - Exceptional analytical and problem-solving skills. - Proficiency in programming, particularly in C++ or C. - Working knowledge of Linux, Python, and shell scripting. - A curious mindset and a passion for understanding complex systems. - A disciplined and consistent work ethic. - Strong communication and interpersonal skills.