Quantitative Trader HFT/MFT

Role Overview

• We are seeking a highly skilled Quantitative Trader to develop and execute high-frequency trading strategies in global markets. The ideal candidate will have a strong background in market microstructure, ultra-low-latency execution, and statistical arbitrage.
• As part of our trading team, you will be responsible for designing, back testing, and optimizing trading algorithms, leveraging cutting-edge AI and high-performance computing to capitalize on ultra-short-term market inefficiencies. You will work closely with quantitative researchers and engineers to enhance execution speed and efficiency while managing real-time trading risk.

Key Responsibilities:

• As a Quantitative Trader your responsibilities will include
• Designing, implementing, and deploying high-frequency trading algorithms.
• Typical strategies deployed include Alpha-seeking strategies and Market Making.
• Rigorously back-test strategies on in-house research infrastructure.
• Creating tools to analyze data for patterns.
• Contributing to libraries of analytical computations to support market data analysis and trading.
• Developing, augmenting, and calibrating exchange simulators.

Preferred Qualifications:

• We're seeking candidates with:
• A degree in Computer Science, Mathematics, or Engineering from a leading institution.
• 3-12 years of relevant work experience.
• Exceptional analytical and problem-solving skills.
• Proficiency in programming, particularly in C++ or C.
• Working knowledge of Linux, Python, and shell scripting.
• A curious mindset and a passion for understanding complex systems.
• A disciplined and consistent work ethic.
• Strong communication and interpersonal skills.

Needful Qualities:

• Well-organized, detail-oriented; able to multi-task and keep track of various deadlines in a fast-paced, high-demand environment.
• Highest level of integrity, empathy, and character.
• Mature and thoughtful, with the ability to operate in a collaborative, team-oriented culture.