Our team is looking for a Quantitative Researcher/Developer to further our algorithmic trading capabilities.
The successful candidate will join a team that designs and develops solutions that trade financial instruments.
This is an exciting role that requires equal parts of technical and analytical skills, together with a practitioner’s insight into electronic markets.
This new effort that the firm is undertaking seeks to provide customized algorithmic execution capabilities to our internal groups.
Towards that goal, there will be an opportunity to directly influence and optimize PnL company-wide, as well as take part in crafting and improving our trading technology and direction with a highly visible positive impact.
Show a principled approach towards trading performance optimization
Critically evaluate existing solutions and apply ideas for improvement
Build research tools with reuse in mind
Produce accurate, performant and maintainable code
2+ years of experience with C++, R, or Python
Experience with low latency trading systems and C++
Experience working with exchange tick data
Experience with at least one market: Equities, Futures, FX
Proven creative solutions and curiosity
Familiarity with kdb+
Familiarity with Transaction Cost Analysis methods (TCA)
Knowledge of equity microstructure
Bachelor’s or higher degree, ideally on a STEM topic