Quantitative Researcher

Quantitative Researchers/Traders are part of the core team working directly in the Algorithmic development team for research and development of their own Quant Strategies. The goal is to develop a diversified set of scalable automated trading strategies that deliver consistent alpha.

Skills Needed:

An ideal candidate will have the following skillset:

·      Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science.

·      Strong programming experience in C++/Python.

·      Prior experience in automated trading strategy development with a top HFT firm / hedge fund mandatory.

·      Experience in live HF trading.

·      Hard working with an attention to detail and ability to work independently.

·      Good understanding of financial markets, statistics and modeling techniques using ML is desirable.

·      Experience with data analysis, market research and data modeling.

·      Strong communication skills.

·      A working knowledge of Linux/Unix.

Roles and Responsibilities:

As a Quantitative Researcher and Trader your responsibilities will include:

·      Develop and deploy completely automated systematic strategies with short holding periods and high turnover.

·      Typical strategies deployed include Alpha-seeking strategies and Market Making.

·      Rigorously back-test strategies on in-house research infrastructure.

·      Researching automated trading strategies using a range of historical data, price and volume inputs.

·      Researching portfolio construction and risk allocation techniques.

·      Exploring trading ideas by analyzing market data and market microstructure for patterns.

·      Evaluating strategy performance, making improvements and scaling up successful strategies.