Responsibilities:
- Develop and implement quantitative models, algorithms, and trading strategies to support the firm's investment decisions.
- Collaborate with quantitative researchers and traders to design and optimize trading systems.
- Write efficient, scalable, and robust code to implement quantitative models and strategies.
- Conduct rigorous testing and validation of models to ensure accuracy and reliability.
- Analyze large and complex financial datasets to identify patterns, trends, and opportunities.
- Monitor and analyze trading system performance, making improvements and optimizations as necessary.
- Stay current with industry trends, research, and developments in quantitative finance and trading technology.
- Work closely with technology teams to integrate quantitative models and strategies into production trading systems.
Requirements:
- Master's or Ph.D. degree in a quantitative field such as Computer Science, Mathematics, Physics, Statistics, or a related discipline.
- Strong programming skills in languages such as Python, C++, or Java. Experience with MATLAB or R is a plus.
- Solid understanding of quantitative finance concepts, including derivatives pricing, risk management, and portfolio optimization.
- Experience in developing and implementing quantitative models and strategies for trading or investment purposes.
- Knowledge of financial markets, trading instruments, and market microstructure.
- Proficiency in working with large financial datasets and conducting data analysis.
- Strong problem-solving and analytical skills, with a keen attention to detail.
- Excellent communication and collaboration abilities, with the ability to effectively work in a team-oriented environment.
- Ability to work in a fast-paced, deadline-driven environment, managing multiple projects and priorities simultaneously.
