Research and develop in-house trading strategies, used by both discretionary and quantitative traders.
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Conduct quantitative research on market microstructure, applying knowledge to improve trading algorithm and identify market anomalies.
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Develop and maintain predictive models to optimize trade execution and minimize transaction costs, utilizing both linear and non-linear techniques.
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Collaborate with cross-functional teams, including portfolio managers and researchers, to design and implement solutions for the trading strategies.
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Stay current and report on changes in market microstructure.
Requirements
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Master’s degree or higher in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, or a related discipline.
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A minimum of 2 years of experience in quantitative research, building statistical models for intraday study.
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Solid understanding of market impact.
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Proficiency in programming languages such as Python and C++. Experience in AWS is preferred.
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Strong knowledge in macro products, including FX and bonds, is a plus.
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Commitment to the highest ethical standards.
The annual base salary range is $125,000-200,000 (USD). Actual compensation offered to candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level among other things. Details about eligibility for bonus compensation (if applicable) will be finalized at the time of offer.