Quantitative Researcher

Scope of work

• Design, test and implement trading algorithms that capitalize on market inefficiencies
• Research large datasets to uncover trading opportunities
• Use statistical and machine learning techniques to inform and enhance trading strategies
• Help colleagues to develop, augment and calibrate exchange simulatorCreate new research tools and contribute to existing libraries
• Work closely with developers, traders and other researchers to refine algorithms, improve system performance and deploy models in live trading environments

Desirable Candidates

• Bachelors, Masters or PhD degree in Mathematics, Statistics, Computer Science or equivalent STEM degree
• Excellent research, analytical and modeling skills
• Strong experience with Python
• Good experience with C++
• Experience with development in a Linux environment
• Experience with statistical analysis, numerical programming, machine learning

Bonus points

• Experience in quantitative trading
• Experience manipulating a large amount of data / tick data
• Experience dealing with machine learning models in production