A technology driven prop trading company is expanding and
hiring Quant Research Analysts develop and deploy algorithmic trading
strategies based on market behaviour patterns.
Responsibilities
- Designing, implementing, and deploying high-frequency trading algorithms
- Exploring trading ideas by analyzing market data and market microstructure for patterns
- 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
Qualifications
- 1-3 years of research experience in high-frequency trading
- A strong background in mathematics and statistics
- Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
- Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
- Familiarity with signal generation and statistical models
- Strong programming skills in C++, MATLAB, and R
Education
- PhD/Masters in Computer Science, Physics, Statistics, Mathematics or similar subjects
If you would like to be considered for the position of Quantitative Research Analyst, 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
