Role Description :
A newly established proprietary trading company is looking for an experienced Quantitative Researcher to help lead its statistical arbitrage research team. You’ll have the opportunity to be among the first hires within this entrepreneurial trading team. You’ll be tasked with researching and developing lead-lag and market micro-structure trading signals that will aim to monetize on cross exchange arbitrage opportunities. Our communication channel has a considerable latency advantage over commercial fiber-optic channels over very large distances.
Key Responsibilities :
- Lead early-stage quantitative research to develop cross exchange statistical arbitrage trading strategiesstrategies
- Implement and back test trading models and signals in a live trading environment
- Work and closely collaborate with quantitative developers to translate models into production code
Skills & Experience
- Degree in a quantitative field including computer science, finance, engineering, mathematics or physics
- 2-5 years experience applying quantitative techniques in a high frequency trading environment
- Strong background in mathematics and statistics (e.g. developing predictive models and conducting time-series forecasting)
- Strong programming expertise in Python (e.g. Pandas, NumPy) and some understanding of compiled languages (e.g. C/C++) in a Linux environmentProven success working with large data sets using data analytics tools such as Databricks/Apache Spark, Google BigQuery/Cloud
- Experience in applying machine learning techniques and artificial intelligence in trading is a plus
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