We’re seeking a highly driven, production-oriented quantitative research developer who has strong technical skills, first-hand experience with tick data, and interest in the intersection of market microstructure and alpha generation.
- Design, develop and support simulation frameworks for backtesting execution approaches.
- Work with other quantitative researchers to develop new trading ideas.
- Proficiency and experience in C++ and Python.
- Experience researching, building and maintaining trading systems utilizing market data.
- Strong understanding of data path from tick to trade.
- Experience analyzing time series data.
- Experience with large data sets.
- Excellent verbal and written communication skills.
- Strong work ethic and desire for excellence.
- Desire to think critically and creatively.