Quantitative Trader/Researcher
You will sit at the centre of the business managing algorithmic crypto trading strategies as part of the Quant Trading team. You'll analyse performance of market-making operations, manage trading operations, debug real time operational issues, back test hypotheses, build predictive models, and develop subject matter expertise in market microstructure. You will work closely with production systems, taking ownership from research through to deployment, and apply statistical analysis and machine learning to generate alpha signals for trading strategies.
Responsibilities
- Analyse performance of market-making operations and issue recommendations for model adjustments and new model development
- Manage trading operations, define and track key metrics
- Debug real time operational issues within highly complex and automated trading systems
- Perform back testing and production performance monitoring
- Contribute to in-house data analysis packages and research framework development
- Develop automation tools to improve trading processes
- Develop subject matter expertise on market microstructure
- Apply statistical analysis and machine learning to generate alpha signals for trading strategies
- Back-test hypotheses, build predictive models, and produce systematic strategies
Requirements
- Degree in a quantitative discipline such as Statistics, Computer Science, Mathematics, Engineering, or Quantitative Finance
- Experience developing software systems in an object-oriented language is a plus
- Highly skilled in Python, R, or MatLab, with expert Python skills highly preferred
- Intermediate database application skills (SQL, KDB)
- Intermediate C++ is a nice to have
- Minimum 2 years experience in trading, managing risk, and dealing with operational issues associated with short-term quantitative strategies
- Demonstrated experience working with tick data
- Advanced knowledge in algorithms, network programming, operating systems, compilers
- Experience running code in containerized environments, especially Docker and Kubernetes, is a plus
- Experience with AWS or other cloud software/infrastructure