Industry leading quantitative trading firm with a robust history and track record seeks to higher talented Quantitative Research Analysts for several their trading desks/teams. Our client, with some of the industry’s most cutting-edge technology and trading platforms, can deploy quantitative trading/investment strategies across a broad range of asset classes in global markets around the clock.
Quantitative Research Analysts will utilize the firm’s in-house trading system—one of the fastest and most comprehensive in the world—to develop and place algorithmic trading strategies based on patterns in market behavior.
They offer a competitive salary and bonus potential, five weeks vacation and free breakfast and lunch.
Responsibilities include but are not limited to:
- Designing, implementing, and deploying high-frequency trading algorithms
- Exploring trading ideas by analyzing market data and market micro-structure for patterns
- Creating tools to analyze data for patterns
- Contributing to libraries of analytical computations to support market data analysis and trading
- Developing, augmenting, and calibrating exchange simulators
- BS from a strong academic university or college
- 1-3 years of research experience in high-frequency trading
- A strong background in mathematics and statistics
- Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
- Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
- Familiarity with signal generation and statistical models
- Strong programming skills in C++, MATLAB, and R
C++ (Programming Language)