We are seeking an exceptional Quantitative Researcher to join our high-performance trading team. The ideal candidate will have proven experience in High-Frequency (HF) and Ultra-High-Frequency (UHF) trading environments, with a strong track record of developing and deploying fully automated systematic strategies characterized by short holding periods and high turnover.
In this role, you will design, implement, and optimize alpha-seeking and market-making strategies using advanced quantitative techniques and statistical modelling. You will be responsible for rigorous back-testing, performance evaluation, and continuous enhancement of trading models. The position also offers opportunities to contribute to cutting-edge research initiatives and explore new areas in quantitative trading.
Responsibilities :-
- Develop and deploy completely automated systematic strategies with short holding periods and high turnover
- Typical strategies deployed include Alpha-seeking strategies and Market Making
- Rigorously back-test strategies
- Advance existing research initiatives and explore current avenues for quantitative research and trading
Requirements
- Deep experience in HF/UHF Trading
- Live HF Trading experience for at least 2 years.
- PnL Track record with excellent Sharpe ratios.
- Strong mathematical and statistical aptitude
- Programming experience in C++ or C
- Proficiency in using Python, R, or Matlab for statistical/data analysis of HFT tick data
- Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science