A Boston based asset manager is looking for a PhD to create and lead the firms build out of a systematic derivative trading platform using tick level data for high frequency intraday trading. The firm trades actively in commodity, equity, bond futures and FX forwards.
Responsibilities:
- Quantitatively evaluate derivative trading algorithms and strategies
- Analyze, Model and Build high frequency intraday tick level derivative trading systems
- Build systematic strategies that identify trading signals across multi-asset derivatives including: Commodities, Equities, Fixed Income, FX, and Options
- Build transaction cost analysis tools and applications
- Work with massive amounts of trading data
Requirements:
- 10+ years of proven derivative trading application experience generating trading signals with a high frequency, stat arb or algo trading firm
- Advanced quantitative degree, (PhD strongly preferred)
- Advanced Python Programming skills
- Experienced building high frequency systematic trading systems and models for 2 or more of the following derivative asset classes: Commodities, Fixed Income, Equity, FX
- Superior communication and project management skills.
- Top end compensation offered and a generous relocation package.
- Relocation is a requirement once the firm returns to its workplace later in 2021.
Keywords: Python, Trading signals, High Frequency, Stat-Arb, Algorithms, Derivative Trading, Commodities, Fixed Income, FX, Equity, Tick level data
Please send resumes to: jeg@analyticrecruiting.com
