Quantitative Trader Researcher
You will manage algorithmic crypto trading strategies and support the workflow from idea generation through production implementation. You will analyse market-making performance, manage trading operations and risk, debug automated systems, monitor backtests and production performance, develop research and automation tools, and use statistical analysis and machine learning to generate trading signals.
Responsibilities
- Analyse market-making performance and recommend model adjustments and new model development
- Manage trading operations and define and track key metrics
- Debug real-time operational issues within highly automated trading systems
- Backtest strategies and monitor production performance
- Contribute to in-house data analysis packages and research framework development
- Develop automation tools to improve trading processes
- Develop market microstructure expertise
- Perform statistical analysis and machine learning to generate alpha signals for trading strategies
- Backtest hypotheses and build predictive models
- Produce systematic trading strategies
Requirements
- Direct experience running a systematic trading system from idea generation to production implementation
- Exposure to short-term quantitative strategies
- Experience monitoring risk and managing operational issues within highly automated trading systems
- Interest in financial trading theory and financial markets
- Interest in global macro-trends and micro-trends relevant to crypto and blockchain markets
- Excellent quantitative and analytical skills
- Excellent programming skills in Python or C++, or strong motivation to learn coding quickly
- Degree in a quantitative discipline such as Statistics, Computer Science, Mathematics, Engineering, or Quantitative Finance
- Experience developing software systems in an object-oriented language
- High skill in Python, R, or MATLAB, with expert Python coding preferred
- Intermediate experience with database applications such as SQL and KDB
- Intermediate C++
- At least 2 years of experience in trading, managing risk, and handling operational issues associated with short-term quantitative strategies
- Demonstrated experience working with tick data
- Advanced knowledge of algorithms, network programming, operating systems, and compilers
- Experience running code in containerised environments, especially Docker and Kubernetes
- Experience with AWS or other cloud software and infrastructure