My client is a multi-managers quantitativehedge fund that adopts the latest technologies that trade all liquid assets classes.
Responsibilities
In this position, you will focus on conducting research to develop and refine quantitative models for execution strategies. Your responsibilities will include:
- Analyzing market microstructure and liquidity dynamics to enhance trading algorithms.
- Collaborating with traders and researchers to implement and deploy research findings.
- Monitoring and analyzing trading performance, identifying areas for improvement and optimization.
Qualifications
- Advanced degree in a quantitative field such as data science, statistics, mathematics, computer science, physics, or engineering.
- Ability to multi-task in a fast-paced environment while maintaining strong attention to detail.
- Proficiency in at least one leading programming language (Python and C++ preferred).
- Experience in exploring large datasets across multiple time frames is a plus.
- Background in Market Making or High-Frequency Trading is advantageous.
- Ability to work autonomously within a collegial and collaborative environment.
- Excellent communication skills, capable of engaging with technologists, data scientists, and traders globally.
- Strong collaborative, critical thinking, analytical, and creative problem-solving abilities.
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