Our Client firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange.
- Building a robust, scalable research infrastructure, including alpha estimation and risk modeling components
- Developing a seamless platform to handle all aspects of quant trading – model building, optimization, and trade execution
- Building high-performance/low-latency modular systems for live trading and simulation
- Developing robust data checking and storage procedures
- Developing a graphic interface to monitor market/trade/position/risk
- Maintaining the system, ensuring its stability, robustness and security
- Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements
- Undergraduate or higher degree in Computer Science, Mathematics, or other quantitative discipline.
- Strong programming experience in Python (3+ years) is required.
- Strong SQL experience is required.
- High skilled technologist with reasonable quantitative skills.
- Experience in developing backtesting, simulation, and trading systems is a plus.
- Willing to take ownership of his/her work, working both independently and within a small team.