Quantitative Researchers 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