Position Description
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