Careers

Systematic trading firm seeks highly driven individual for quantitative research role with a focus on microstructure research and trading. The primary emphasis of this research will be global futures markets. 

Responsibilities:

• Work with senior management to discuss and develop hypotheses on microstructure data
• Design and code systematic very short-term trading strategies in C++
• Explore alpha concepts in market microstructure using C++ and Python
• Work with execution algorithm team to incorporate ideas into the firm’s execution algorithms

Qualifications:

• Extremely passionate about trading and markets
• Bachelor’s Degree or higher preferably in a technical field – Engineering, Math, Physics, Computer Science, Quant Finance or similar
• A proven track record of trading (preferably systematic) in financial markets; personal account results are acceptable
• Experience working with large microstructure datasets
• Strong programming skills
• 2+ years of experience programming in C++ and Python is highly preferred

What you will need to be successful:

• Can-do attitude, defaulting to “yes, we will figure out a way”
• Curious mind
• Excellent written, listening, and verbal communication skills
• A self-motivated and results-driven personality
• The desire to be a part of an exceptional team in a forward-thinking environment
• An entrepreneurial spirit
• A pragmatic approach to solving problems