We are seeking world-class quantitative researchers to join our high frequency trading team. Our high frequency quantitative analysts focus on automated trading strategy development at varying time horizons.
Developing such strategies applicable to the financial markets requires:
- Writing production-quality, high reliability, highly-tuned numerical code;
- Applying tick-level data analysis and real-world trading experimentation to define strategy decision-making.
- A bachelor’s or advanced degree from a top university in a highly quantitative subject such as Computer Science, Engineering, Physics, Statistics, or Mathematics.
- Experience in Java, C/C++, Perl, and/or Python.
- Exceptional quantitative as well as programming skills.
- Familiarity with various analytical packages (Mathematica, Matlab, Pylab, or R).
- Motivation and resourcefulness in quickly solving hard problems through the creative application of technology.
- While we analyze the data-rich domain of finance, financial experience is not a requirement.