Algorithms Data Structures Machine Learning Python Kdb Big Data Time Series Financial Engineering Electronic Trading Computer Science Index Arbitrage Statistical Arbitrage portfolio optimization tick by tick data
Developing mathematical models for systematic quantitative trading strategies, for example, Electronic Trading Algorithms, Index Arbitrage, Statistical Arbitrage, portfolio optimization, flow recommendation research, IOI and Market Making. Carrying out market microstructure research and writing white papers Evaluating quantitative models, stability testing and back-testing the strategies over simulated environment and extreme market conditions Implementing strategies in trading frameworks Qualifications: Earned a Master or equivalent degree program in math, statistics, econometrics, financial engineering or computer science Exceptional analytical, quantitative and problem-solving skills Good communication and interpersonal skills Big Data Experience Mastered advanced mathematics and statistics (i.e., probability theory, time series, econometrics, optimization, Machine Learning) Algorithms and Data Structures knowledge Prior experience in microstructure research or developing execution strategies or short term price prediction models Python and q/Kdb experience is a plus Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.