Our client is seeking a Data Scientist to join the electronic market making team. The role is geared around data mining and algorithm development and the following:
Responsibilities;
- Decoding raw binary data; compare latency-sensitivity of exchanges; analyze packets of information and captured network protocols such as TCP and UDP
- Building HFT limit order book to track market behaviors and make actionable trading strategies
- Build learning models to predict next price movement using logistic regression and support vector machine
- Analyze complex business/technical problems and make sound technical decisions proactively and in a self-directed manner.
Requirements:
- Strong programming skills in C++
- Expert knowledge of algorithms and data structures
- At least 2-3 years of relevant experience.
- Good understanding of logistic regression and support vector machine
Education:
- BS in Computer Science from a top university, GPA 3.8+
If you would like to be considered for the position of Data Scientist, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
