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• MS or PhD in computer science, quantitative finance, or other quantitative fields with a strong foundation in statistics and programming
• Understanding of market microstructure for at least one asset class: equities, futures, or FX
• Prior experience implementing execution algorithms or high-frequency trading strategies
• Excellent communication skills and ability to articulate ideas and work to colleagues and clients
• Strong working knowledge of trading systems including FIX and other market data protocols
• Strong programming experience in C++ or Java to use a trading API framework to implement robust execution algorithms
• Strong preference for demonstrated proficiency in R or Python
• Strong command of the foundations of applied statistics and time series modeling
• Ability to quickly and efficiently scrub, format, and manipulate large, raw data sources
• Ability to investigate, understand, and communicate anomalies in data
• Highly motivated, willing to take ownership of his/her work
• Collaborative mindset with strong independent research abilities