Quantitative Researcher
Job details
The Role As a member of the Market Making team, the Quantitative Researcher will develop and deploy algorithmic trading strategies. You will be responsible for the entire lifecycle of trading algorithm development and back-testing. You will have the opportunity to contribute trading ideas to the team and develop their understanding of capital markets trading microstructure. You will work closely with traders and engineers in a collaborative environment and be capable of demonstrating flexibility, contributing ideas and working effectively with senior stakeholders. Responsibilities
- Designing, implementing, and deploying mid and high-frequency trading algorithms
- Exploring trading ideas by analysing market data and market micro-structure for patterns
- Creating tools to analyse data for patterns
- Contributing to libraries of analytical computations to support market data analysis and
- trading
- Developing, augmenting, and calibrating exchange simulators
- PhD/MSc in CompSci, Mathematics or IT from a top-tier university
- 3+ years of research experience in mid and/or high-frequency trading
- Proficiency in back-testing, simulation, and statistical techniques
- 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 Python, MATLAB or R
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