Our client is searching for an experienced Quantitative Researcher to join their Electronic Trading Strategies Desk. This desk ETS focuses on identifying signals in the market and developing strategies to capture the opportunities those signals represent.
Responsibilities:
- Be an integral member of an elite team, engaging in the full stack of strategy development.
- Analyze terabytes of raw tick data, identifying predictive market signals, and transforming them into new strategies.
- Mine production strategy engine logs, engaging with traders and software developers to refine the performance of existing strategies.
- Extend and optimize the research and development platform, streamlining the strategy development process.
Requirements:
- Python programming with a focus on data analysis (i.e. intimate, working knowledge of pandas, scipy and numpy modules).
- Advanced statistical analysis skills.
- Derivative pricing experience/expertise.
- Experience with large data sets.
- Passion for markets, trading and games.
- A creative and flexible mindset.
- Systematic and analytical approach to problem solving and software development.
- Strong communication skills.
- 18 months professional experience.
Nice to have:
- C++ programming.
- Distributed & parallel computing.
- Machine learning algorithms
Education:
- Undergraduate engineering degree in computer science and/or mathematics.
- Graduate degree in statistics, mathematics and/or computer science.
If you would like to be considered for the position of Quantitative Researcher Associate or wish to discuss it further please leave your details below. Your resume will be held in confidence until you connect with a member of our search team
