Conduct or supervise financial data analysis on large datasets to generate profitable trading alphas
Perform or supervise deep dives into market structure research
Define key metrics for model validation
Back-testing and production performance monitoring
Contribute to in-house data analysis packages and research framework development
At least 6 years of experience generating and implementing short term trading alphas into successful production trading strategies.
Good understanding of global futures markets and their interrelationships.
Advanced knowledge of modern statistical analysis.
Proficiency in a scripting language such as Python.
Demonstrated experience working with tick data.
The ideal candidate has direct experience in the alpha research process and understands the workflow from idea generation to production implementation. This opportunity will provide the right candidate the chance to have a large impact on the direction and productivity of a newly formed team within a successful proprietary trading firm.
Please send a PDF resume to firstname.lastname@example.org