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公司一直在扩张。不多废话，直接上JD了。
What the role is all about…
This position is to work in our HFT Market making desk as it looks to expand into new markets. The candidate will work with the existing quant team to enhance existing algorithmic strategies and work on the development of new strategies for new exchanges across a range of different products. The candidate will be involved in the development of a trading framework that capture both short term microstructure dynamics as well as medium term (intra-day) alpha sources in order to provide or take liquidity as appropriate.
What your main responsibilities will be…
Design and automate quantitative methods for evaluating the performance of algorithmic trading strategies
Design and automate quantitative methods for optimising trading strategy parameters for different market conditions
Generate new sources of alpha through statistical analysis of historical market data
Identify changes in market conditions when strategies underperform and suggest changes for improving their profitability during those conditions
Identify new markets where existing trading strategies can be deployed by analysing historical market data
Generate custom reports on strategy behaviour as per traders’ requirements
Analyse algorithmic trading system latencies and provide cost/benefit analysis on latency improvements
Assisting in the development of a consistent conceptual framework which spans across different strategy horizons and multiple instruments.
These are the essential skills you need...
Highly numerate individual with good knowledge of linear algebra, optimisation and statistics.
Market microstructure modelling experience.
Experience working with large datasets + Time series modelling
C++ development skills
Quantitative programming skills in a language such as python/matlab/R.
Good communication skills in order to liaise with less technical audiences.
Ideally, you have the following qualifications and experience…
Postgraduate qualifications in a quantitative discipline.
3+ years experience as in a quantitatively driven trading house in a role as a quantitative researcher/trader.
If you also had these skills, it would be an added bonus…
Knowledge of pandas/numpy/scipy packages for scientific computing in python.
Linux experience |
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发表于 2018-7-20 10:32
