Quant trader

Responsibilities

1) Creating a suite of execution/market making algorithms using various prediction models and alphas.
2) Take responsibility of running their algorithms optimally in the production environment.
3) Monitoring PnL and making adjustments to parameters of trading strategies.
4) Improving execution/market making logics and automating various strategy logics.
5) Preparation of daily P&L, exposure and risk reports.
6) Assist in the development of various analytical tools
7) Evaluate various forecasting models using statistical measures
8) Researching potential trading ideas and helping to devise new trading strategies.
9) Tackle operational challenges, ensuring our automated trading systems are continuously operating at maximum performance.
10) Investigate the potential application of existing strategies to other asset classes/products
11) Perform post-trade analysis of strategies including position and PnL reconciliation
12) Provide valuable insight into various trading teams and firm-wide research initiatives

Skills You’ll Need:

1) A bachelor’s or master’s degree in mathematics, statistics, engineering, computer science or related field
2) Strong quantitative, analytical and problem-solving skills, and ability to deploy these skills in tighter time constraints
3) s self-motivated enjoys challenges and has an ability to successfully manage multiple tasks in a fast-paced environment
4) Familiar with C++ and python programming
5) Interested in analyzing large data sets using knowledge of probability and statistics
6) Can communicate effectively your perspectives on trading strategies and risk in a concise manner to the team
7) Understanding of Linux admin and shell scripting would be a benefit
8) Familiarity with the automated trading environment would be a benefit

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Quantitative Research Analyst

Role & Responsibility

1) Contributing to original research on quantitative indicators/models that drive the construction of high-frequency trading strategies, that we trade in production

2) Developing trading strategies, from idea generation and data collection to analysis and model creation

3) Extract predictive signals from financial data through statistical analysis methods

4) Assist software developers to translate research strategies into production software

5) Optimize the order execution and risk management of our trading system

6) Analyze a large amount of data and develop prediction algorithms/regression models and implement them in C++, R, Matlab and python environments

7) Formulate and apply mathematical modelling techniques to enhance existing trading strategies and perform innovative new research with the goal of identifying and capturing trading opportunities

8) Automate human-decision based trading strategies; prototype algorithmic trades from trading ideas

9) Applying analytical and simulation techniques to analyze model performance

 

Must Haves

1) A strong academic record with a preference for a master’s/PhD degree in a quantitative discipline – computer science, mathematics, physics, statistics, or a related discipline

2) A demonstrated capacity to do first-class research & experience in tackling in-depth research projects.

Strong computer programming skills and experience working with data.

3) Understanding in at least some of the following areas: time-series analysis, statistical estimation, Bayesian techniques, scenario analysis, numerical optimization and optimal control.

4) A curiosity for model development and experience handling large data sets

5) Strong problem-solving and statistics skills

6) The proactive ability to take the lead on assignments and deliver practical research results in a timely manner

7) Can advocate for your beliefs in a concise and effective way with the team

8) Creativity, solid analytical skills and attention to detail.

9) The ability to communicate complex ideas clearly.

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