Job Purpose:
- Our team builds high frequency trading algorithms focused on the Cash and Delta One space
- Our main goal is to develop successful Market Making strategies in stocks, futures and ETFs
- We do this through intensive global markets analysis and statistics oriented research
- The team is in charge of the end to end process from thinking about a new strategy to managing the resulting trading portfolio.
Your Responsibilities:
- Development new systematic strategies through the whole cycle: Idea generation, statistical analysis to find patterns, strategy design, implementation in our production systems, and post trade analysis
- Maintain our current suite of algorithms and participate in their enhancement
- Work closely with tech and quants to expand and enhance our electronic market making offering in delta one products
- Build and maintain tools to improve our research, analytics and trading capabilities
- Use cutting edge machine learning techniques and optimization to build quantitative trading models.
Skills and Qualifications:
- MSc or PhD or equivalent in a quantitative field: Mathematics, Statistics, Physics, computer science, financial engineering
- Strong statistical skills and experience working with large datasets
- Experience in equity markets, and equity derivatives
- Experience in high to medium frequency quantitative trading strategies, market making, execution algorithms, statistical arbitrage, portfolio optimization
- Exceptional analytical, quantitative and problem-solving skills, as well as the ability to communicate complex research in a clear and precise manner
- Ability to work autonomously on research projects and at the same time work as a team with other traders/quants
- Strong programming skills using Python, Java, KDB, C++
- Highly motivated and keen interest in quantitative trading.
Source: for more information click here.
