Quantitative Researcher

As a Quant Researcher at our company, you will be a crucial part of our dynamic trading team, responsible for designing, implementing, and executing data-driven trading strategies across various asset classes. Your role will involve working in a fast-paced and collaborative environment where creativity, precision, and agility are highly valued. Key Responsibilities: - Develop, backtest, and deploy algorithmic trading strategies using historical and real-time market data. - Monitor and manage the performance of live strategies, optimizing and refining models based on results and market behavior. - Conduct in-depth quantitative research to discover alpha signals and enhance existing models. - Collaborate with developers and researchers to improve trading infrastructure, data pipelines, and execution systems. - Analyze risk and uphold robust risk management practices in all trading aspects. - Stay updated with market trends, regulatory changes, and advancements in trading technologies. Qualifications Required: - Bachelors, Masters, or Ph.D. in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, or Engineering. - Minimum of 2 years of experience in a quantitative trading or research role (internships also considered for junior positions). - Strong programming skills in Python, C++, or Java (Python preferred). - Experience with data analysis, statistical modeling, and backtesting frameworks. - Solid understanding of financial markets, trading instruments, and market microstructure. - Familiarity with tools such as Pandas, NumPy, scikit-learn, KDB+/q, or similar. - Excellent problem-solving abilities, attention to detail, and capability to work effectively under pressure. Preferred Qualifications: - Experience in high-frequency or low-latency trading environments. - Knowledge of machine learning or deep learning techniques. - Exposure to cryptocurrencies, futures, options, or other derivatives. - Familiarity with FIX protocol or working with trading APIs. As a Quant Researcher at our company, you will be a crucial part of our dynamic trading team, responsible for designing, implementing, and executing data-driven trading strategies across various asset classes. Your role will involve working in a fast-paced and collaborative environment where creativity, precision, and agility are highly valued. Key Responsibilities: - Develop, backtest, and deploy algorithmic trading strategies using historical and real-time market data. - Monitor and manage the performance of live strategies, optimizing and refining models based on results and market behavior. - Conduct in-depth quantitative research to discover alpha signals and enhance existing models. - Collaborate with developers and researchers to improve trading infrastructure, data pipelines, and execution systems. - Analyze risk and uphold robust risk management practices in all trading aspects. - Stay updated with market trends, regulatory changes, and advancements in trading technologies. Qualifications Required: - Bachelors, Masters, or Ph.D. in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, or Engineering. - Minimum of 2 years of experience in a quantitative trading or research role (internships also considered for junior positions). - Strong programming skills in Python, C++, or Java (Python preferred). - Experience with data analysis, statistical modeling, and backtesting frameworks. - Solid understanding of financial markets, trading instruments, and market microstructure. - Familiarity with tools such as Pandas, NumPy, scikit-learn, KDB+/q, or similar. - Excellent problem-solving abilities, attention to detail, and capability to work effectively under pressure. Preferred Qualifications: - Experience in high-frequency or low-latency trading environments. - Knowledge of machine learning or deep learning techniques. - Exposure to cryptocurrencies, futures, options, or other derivatives. - Familiarity with FIX protocol or working with trading APIs.