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.

 

Primary Responsibilities:

  • Design, develop and support simulation frameworks for backtesting execution approaches.
  • Work with other quantitative researchers to develop new trading ideas.

 

Requirements:

  • 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.

 

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