About the role

• Designing, implementing, and deploying high-frequency trading algorithms focused on cross-asset Futures
• Coming-up with new, cutting-edge trading ideas
• Creating tools for data analysis of patterns
• Supporting the trading by contributing to the development of analytical computation libraries

About you

• Must have 3+ years of quantitative trading experience in high-frequency trading of one or more Futures.
• A MSc/PhD from a top-tier university
• High confidence in their ability to create new strategies both independently and with team collaboration
• A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation
• Proficiency in back-testing, simulation, and statistical techniques
• Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial
• Strong programming skills in Python or C++