Responsibilities
- Designing, implementing, and deploying high-frequency trading algorithms
- Exploring trading ideas by analyzing market data and market micro-structure for patterns
- Creating tools to analyze data for patterns
- Contributing to libraries of analytical computations to support market data analysis and trading
- Developing, augmenting, and calibrating exchange simulators
Qualifications
- A STEM degree from a top-tier university
- 0-3 years of experience in high-frequency trading
- A strong background in mathematics and statistics
- Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
- Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
- Familiarity with signal generation and statistical models
- Strong programming skills in Python, C++, MATLAB, and R
