The company provides systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of the firm’s effort is rigorous research into a wide range of market anomalies, fueled by unparalleled access to a wide range of publicly available data sources.
Key Responsibilities
- Building components for both live trading and simulation
- Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
- Maintaining and updating the platform, ensuring its stability, robustness, and security
- Developing robust data checking and storage procedures
- Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements
Skills, Knowledge & Experience
- Masters or PhD in computer science or other quantitative discipline
- 5+ years of experience designing and developing research and live trading infrastructure at a financial institution, including experience in futures and FX
- Experience handling connections to execution/order management systems
- Strong programming skills in Python
- Experience with SQL, database design, and large datasets
- Willing to take ownership of his/her work, working both independently and within a small team
- Commitment to the highest ethical standards
