Lead the research, development, and optimization of market-making and delta-1 trading strategies. Conduct alpha research, back-testing, and implementation of new trading models. Improve existing strategies and optimize portfolio performance. Evaluate new datasets for alpha potential and integrate them into trading models. Develop models, tools, and automation to enhance operational efficiency. Conduct post-trade analysis to assess strategy performance and refine trading algorithms. Expand automated trading operations to new asset classes, exchanges, and venues. Calibrate and fine-tune strategy parameters to optimize execution and profitability. Requirements Bachelor's degree in Computer Science, Software Engineering, Mathematics, Finance, or related fields. 3-5 years of experience in quantitative trading, algorithmic trading, or financial trading systems. Strong proficiency in Python for trading strategy development and automation. Experience with AWS/Linux systems administration in production trading environments. Deep understanding of market microstructure, order book dynamics, and execution strategies. Familiarity with SQL/NoSQL databases and real-time data processing. Experience with network protocols, low-latency systems, and troubleshooting techniques. Knowledge of monitoring tools such as Prometheus and Grafana. Strong analytical, problem-solving, and debugging skills. Self-motivated, detail-oriented, and able to work independently in a fast-moving environment. Nice to Have Experience with Rust or C++ for low-latency trading systems. Understanding of risk management and portfolio optimization in trading. Seniority level
Associate Employment type
Full-time Job function
Research and Engineering Industries
Technology, Information and Internet, Financial Services, and Software Development
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