Quantitative Researcher - HFT

Role Summary - Quantitative Researcher

A Quantitative Researcher will assist the trading teams in adding new aspects to existing strategies, build new trading strategies, and test/validate hypothesis made by traders. At this moment, we already have an extremely long pipeline of research ideas for existing strategies (ideas which are waiting for the right candidate to solve and should have big PnL implications).

As a Quantitative Researcher, you will be involved in analysing market behaviour from both micro and macro perspective by:

- Part-time trading a vast portfolio to gain insight about strategies and market

- Developing sophisticated mathematical models to solve difficult stochastic problems

- Analysing hundreds of gigabytes of data to ascertain micro behavioural patterns (at the microsecond timeframe) to explore potential opportunities and strategies

- Building automated trading signals (in Python, R, C++ etc.) to drive decisions around strategy and its implementation.

- Building engineering solutions to manage the complexity

- Discovering and imitating the logic and thereby automating the process of setting the hundreds of parameters that traders do on a daily basis

- Optimizing current trading strategies to improve the PnL

Required Skillset:

- Advanced knowledge in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field (Bachelors, Masters, PhD degree)

- Strong knowledge of probability and statistics (time-series analysis, pattern recognition, Stochastic Calculus)

- Adept awareness of financial markets and fundamentals

- Strong logical & quantitative aptitude

- Strong educational background

- Knack of problem-solving and a high inclination for math problems

Desired Skillset (Good to have):

- 2+ years of experience in an HFT firm

- Proficiency in C++ / Java / Python.