Quantitative Strategist
Reporting to the Equity Index Desk Manager, the Quantitative Strategist will provide pricing expertise in the equities/equity index/ETF space that will grow the desk's revenue. Duties include:
* Develops high frequency quantitative models and algorithms to predict US and international financial markets, trade equities, futures, and commodities
* Develops and leads a quantitative high frequency research group to develop trading software based on the high frequency quantitative models and algorithms
* Assists in developing advanced technology infrastructure
* Provides risk management and quantitative modeling consulting to the company
* Analyzes trading algorithms already established in the US to develop strategies for the international implementation of the algorithms
* Develops unique quantitative market over-reaction and under-reaction models to incorporate into the trading software
* Meets with the senior management of the company to discuss and interpret issues arising from the developed quantitative models and algorithms which have been incorporated into the trading
* At least three years of experience at a high frequency trading firm
* Experience in ETF trading: creation/redemption process, iNAV calculation
* Strong analytical skills
* Knowledge of basket trading systems, optimized basket calculation, EFP pricing
* A proven track record of creating successful trade strategies
* A Bachelors degree or higher in Computer Science, Mathematics, Engineering, or a related field
* Excellent communication skills and the ability to be a team player
Highly Desired:
* Proficiency in Java or C++
Above market average Base + Bonue, excellent benefits.
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