This role involves monetization of predictive models, trading strategy design and implementation, parameter optimization, researching market structure, and investigating idiosyncratic and systematic shifts in strategy performance.

Skills

• 2+ years of experience working on high frequency automated trading strategies in a quantitative proprietary trading firm / hedge fund
• Strong programming ability in C++ and Python.
• Experience with quantitative research on tick level orderbook data
• Experience with market-microstructure research, trading dynamics, TCA and slippage minimization