Requirements:
- Over 5 years of experience in high-frequency trading (HFT) firms.
- Deep expertise in applying machine learning (ML) models to HFT strategies.
- Practical experience with ML pipelines operating across multiple exchanges, both independently and collectively.
- Demonstrated success in developing sophisticated statistical arbitrage strategies that capitalize on price discrepancies between multiple instruments.
- Eagerness to expand knowledge in high-frequency trading and implement it across numerous exchanges.
- Competence in overseeing the entire pipeline: from data sampling and feature creation to strategy deployment in production.
- Proficiency in at least one programming language, with a preference for Python - C++ is very advantageous.
- Confident, resilient, highly motivated, and proactive demeanor.
- Ability to work effectively with colleagues from diverse backgrounds and a strong willingness to learn.
Bonus:
- Experience in mentoring, managing people, and leading interns or a team of researchers.
Key Responsibilities:
- Develop and implement statistical arbitrage strategies using ML techniques.
- Investigate new trading ideas by analyzing market data.
- Design features and models to predict the behavior of hundreds to thousands of securities within a 10-second to 10-minute timeframe, across various underlying assets.
- Collaborate with ML pipelines to support the strategy development process.
- Continuously optimize and improve existing models.
- Communicate efficiently with internal teams.
- Mentor and potentially lead team members.
Are you ready to embrace this exciting opportunity and make a significant impact in the high-frequency trading world? Apply now!
