My client, an exciting trading firm headquartered in Chicago, with a presence in New York, are currently looking to expand into Asia. They are committed to leveraging technology and math to implement competitive trading strategies while managing risk and responding to dynamic market conditions. Technology and quantitative ingenuity are their fundamental principles.
They hire extremely bright, talented, and motivated individuals to collaborate with each other and compete in the world's financial markets. The team has extensive, global experience in a wide variety of asset classes, risk management, and leading trading technologies.
About The Role
- Designing, implementing, and deploying high-frequency trading algorithms focused on cross-asset Futures
- Coming-up with new, cutting-edge trading ideas
- Creating tools for data analysis of patterns
- Supporting the trading by contributing to the development of analytical computation libraries
- The ideal candidate will have:
- 2+ years of quantitative trading experience in high-frequency Futures markets.
- A MSc/PhD from a top-tier university
- Confidence to create new strategies both independently and with team collaboration
- A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation
- Proficiency in back-testing, simulation, and statistical techniques
- Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial
- Strong programming skills in python and C++