Role Purpose:
- Analyse alpha profile of client order flow
- Backtest unwind strategies
Role Context:
Provide support functions for trading desk including:
- Develop and maintain a framework for backtesting trading strategies
- Assist IT to deploy the framework
- Develop novel un-winding strategies
- Work with the KDB team for data requirements
- Development of visualization tools (datawatch) relevant to the needs of the desk/team
Knowledge & Experience / Qualifications:
1. Graduate / post-grad qualification from a top tier university in applied mathematics or statistics or engineering
2. Experience in python, Java, C++ or other programming languages
3. Experience with databases - KDB, MongoDB
4 .4 years experience working with financial data or tick data
5. Spreadsheet development experience (Excel and VBA)
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