Join a small high-performance Systematic Prop Trading business. Working as part of Quant Research team, to analyse data, build models & signals for alpha generation, and manage risk. Responsibilities include developing software solutions that leverage sophisticated statistical techniques and technologies to answer the most challenging questions in finance. Collaborate closely with Quants, Traders, and Developers – researching, developing, and testing execution and trading models. Enhance and build a research infrastructure that can handle hundreds of thousands of tick-level signals. Build a comprehensive, multi-market trading system to capitalize on relative value and statistical arbitrage opportunities. Requirements include excellent C++, strong Python, experience deploying code in production environments where performance matters, and a Computer Science degree from a top 20 university.
Job Details
Responsibilities
- Develop software solutions that leverage sophisticated statistical techniques and technologies to answer the most challenging questions in finance
- Collaborate closely with Quants, Traders, and Developers – researching, developing, and testing execution and trading models
- Enhance and build a research infrastructure that can handle hundreds of thousands of tick-level signals
- Build a comprehensive, multi-market trading system to capitalize on relative value and statistical arbitrage opportunities
Requirements
- Excellent C++
- Strong Python
- Experience deploying code in a production environment where performance matters
- Computer Science degree from a top 20 university
Education Level
No degree required
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