The posting
Overview:
We are seeking a highly motivated Quantitative Trader to research, design, and execute systematic trading strategies. This role combines market expertise, quantitative research, and real-time decision-making to generate alpha while managing risk. The ideal candidate has strong analytical skills, financial knowledge, and experience working with quantitative models in live trading environments.
Key Responsibilities:
- Research and develop quantitative trading strategies across multiple asset classes.
- Analyze large datasets to identify market inefficiencies and trading opportunities.
- Conduct backtesting, simulation, and performance evaluation of strategies.
- Execute and monitor live trades, adjusting positions based on market conditions.
- Collaborate with developers to implement strategies into production trading systems.
- Manage risk exposure and ensure compliance with trading limits.
- Continuously refine strategies through data-driven analysis and PnL attribution.
- Stay informed on macroeconomic events, market structure changes, and regulatory updates.
Qualifications:
- Bachelors, Masters, or PhD in Mathematics, Physics, Computer Science, Engineering, Finance, or related quantitative field.
- Strong background in statistics, probability, and financial mathematics.
- Proficiency in Python, R, or MATLAB (C++ is a plus for low-latency environments).
- Solid understanding of financial instruments (equities, futures, options, FX, fixed income).
- Experience with backtesting, time-series analysis, and statistical modeling.
- Ability to thrive in a high-pressure, fast-paced trading environment.
Nice-to-Have Skills:
- Experience with machine learning or AI-driven trading models.
- Knowledge of market microstructure and execution algorithms.
- Familiarity with risk management, portfolio optimization, and transaction cost analysis.
- Exposure to low-latency trading systems and order book analysis.
- Experience with large-scale datasets and cloud-based computation



