The individual in this role will be a part of a new Alpha Research team, which is focused on generating quantitative predictive signals across a variety of markets and asset classes (spot, futures, options; traditional markets and cryptocurrencies). The ideal candidate has experience in a quantitative signal generation process and understands the workflow from idea validation to production implementation. This opportunity will provide the right candidate an opportunity to have a large impact on the direction and productivity of a newly formed effort within a successful proprietary trading firm.
Responsibilities
- Develop predictive features that are input into our trading strategies
- Contribute to all aspects of the quantitative research process, including data validation and cleaning, feature generation, and back-testing
- Prototype and implement signals in our trading infrastructure
- Conduct post-trade analysis to measure and improve the performance of your signals
Requirements
- Bachelor's or Master's degree from a top school in Math, Physics, Computer science, Electrical and Electronic Engineering or a similar discipline in statistics
- Outstanding academic results and a demonstrated history of excellence at work
- Experienced in Python or C++ dealing with large-scale systems and datasets
- Experienced in Machine learning frameworks and modeling
- Excellent analytical skills, with strong attention to detail
