One of our clients is amongst the world's premier investment firms. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of their effort is rigorous research into a wide range of market anomalies, fueled by their unparalleled access to a wide range of publicly available data sources.
Job Description
* Alpha idea generation, backtesting and implementation
* Assist in building, maintenance and continual improvement of production and trading environments
* Evaluate new datasets for alpha potential
* Improvement of existing strategies and portfolio optimization
* Participate in execution monitoring
* Core contributor to growing the investment process and research infrastructure
Requirements
* Master's degree or higher in computer science, statistics, engineering, applied math, or similar quantitative discipline
* 2 to 5 years of relevant work experience in a quantitative or trading role
* Strong knowledge of financial markets, especially futures trading markets and instruments, is a plus
* Strong programming skills in C++ and Python
* Very familiar with Linux environment
* Strong communications skills
* Ability to work cooperatively in a team-oriented environment
* Fluency in written and spoken English