Quantitative Researcher

Responsibilities

Design trading algorithms that minimize slippage to various metrics (TWAP, VWAP, IS) and minimize market impact Perform alpha research to add statistically significant signals to our opportunistic and predictive algos Design and implement risk models for us in algorithm schedule construction and optimization Analyze algorithm performance, fills and mark-outs to find actionable insights and improvements Work on quality and accuracy of the passive and active simulation Work with engineers and quants to implement models and strategies efficiently within the trading infrastructure

Requirements

Advanced degree (Master’s or PhD) in Mathematics, Computer Science, Engineering or a related quantitative field Minimum 3 years of experience building execution algorithms in a trading setting Proficiency with schedule construction for VWAP, TWAP, IS and ideas on opportunistic algos Proficiency in Python, familiarity with C++ Strong analytical skills: Ability to work with large data sets, strong knowledge of predictive modeling and machine learning concepts Strong interest in solving complex problems in the trading space

Nice to have

Knowledge of Crypto Useful links

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