Quantitative Analyst recruitment
Quantitative Analyst (Data Side)Job Description
You will be responsible for analyzing market data and data inputs from our proprietary sentiment engine, then determine trading strategies to optimize trading performance of equities, commodities and forex. These automated strategies can have varying time horizons.
1. Develop and implement high-frequency statistical trading strategies in US equities
2. Design and implement equity pair strategy search environment
3. Design and implement high-performance statistical analysis/backtest framework on multi-CPU Linux cluster (~100 CPUs).
4. Design and implement computing environment for data preparation, model generation, model fitting and strategy evaluation
5. Develop Machine Learning/statistical framework for data analysis
Requirements
English language a must
Keen interest and aptitude for both mathematics and finance
Extremely well organized and detail oriented
5 - 7 years of professional software development experience
Minimum 1 year industry experience with developing high-frequency statistical trading strategies in US equities Experience with Sentiment based trading systems highly desirable
Experience in commodities and FX instruments is desirable
Technical skills to qualify for this role, C/C++ and Matlab required.
Experience with JAVA, Mathematica, PyLab or R is a big plus.
Expertise in a variety of scripting languages (e.g. Perl, Awk, Bash) is helpful
Familiarity with automated trading systems especially Tradestation a big plus