Live opening · Posted 4 days ago
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Description supplied by the original job listing.
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.
Work arrangement
No
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