Description
Will partner with Research and Trading teams to build out fund's trading and execution capabilities for systematic/quantitative investment strategies in futures, ETFs, and OTC Derivatives. ?? Design, develop, test, and deploy models and perform analysis related to market liquidity, trading costs, and market timing. ?? Build components to optimize performance and create enhancements for the research pipeline from development and testing to execution and management. ?? Source, collect and analyze data to help improve the investment process. ?? Create automation and collaborate with engineering team on visualization tools, including those for transaction cost analysis and related. Requirements?? ?? BS/MS in computational science, Mathematics, Statistics, CS, or related field. MS in Financial Engineering or Computational Finance is a plus. ?? 5 years of investment management industry experience with at least 3 years of practical experience developing trading and/or execution algorithms, and particularly trading strategies implementation. ?? Strong knowledge/experience with derivatives (futures, options) based strategies/modeling ?? Hands-on in programming, proficiency with one or more programming languages, either Python, C++, C#/F# or similar. ?? Experience with data management tools, ETL, SQL a plus. ?? Strong communication skills in a collaborative and technical working environment. Please contact us for more details and highly confidential consideration.
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