We attach great importance to rigorous scientific research in designing and developing trading strategies as well as the use of the latest technologies to implement trading systems. The company has access to all major global exchanges and can take both long and short positions in a wide range of financial instruments.
Background
A proprietary trading company is seeking a smart and talented individual to work on quantitative trading strategies. This position entails research, design, backtesting and implementation of systematic trading strategies on various asset classes and global markets. The candidate must have a scientific or engineering degree with strong interest in financial markets.
Role Description
§ Research and development of systematic trading algorithms.
§ Analysis of large historical data sets pertaining to over 60 financial instruments including Futures (on Equities, Commodities and Interest Rates) and Currencies to identify persistent trading opportunities.
§ Use of statistical and data mining tools to make inference on future asset prices.
§ Building financial derivative models to help identify arbitrage trading opportunities across different asset classes.
§ Implementation of trading systems using proprietary and brokers’ APIs for order placement, trade reconciliation and trade reporting.
§ Continuous improvement and re-optimisation of existing trading systems.
Requirements
§ A minimum of Bachelor’s degree in Mathematics, Statistics or other scientific or hard subjects such as Engineering with outstanding academic achievements.
§ Experience working with and analysing very large data sets.
§ Knowledge of scientific and statistical programming language such as Matlab or R.
§ Knowledge of and keen interest in financial products.
§ Good programming skills with clear demonstrable past experience in C++, C#, VB or Java.
§ Strong communication skills and fluency in English (both written and oral).
§ Detail-oriented approach to solving problems.
Related Job Searches:
- Company:
Aures Capital - Designation:
Quantitative Research Analyst Intern - Profession:
Accounting / Auditing / Taxation - Industry:
Finance