Responsibilities:

📍Responsible for agency execution strategies ideation, design, back-testing, and implementation. 📍Participate in all the stages of the development of new algorithms. Including: Algo design, modeling, risk management, and parameter tuning. 📍Research new trading strategies, and analyze existing ones to identify potential improvements. 📍Develop risk management frameworks and tools to manage portfolio risks. 📍Interact directly with the development team to ensure a smooth and agile implementation process into the trading platform. 📍Work with the trading and operations teams to ensure effective trade risk management and calibration frameworks. 📍Develop tools & metrics to measure the performance of a wide variety of algorithms, and provide dynamic feedback mechanisms and models calibrations.

Requirements:

📍3+ years of experience in a quantitative researcher/analyst position. 📍Master degree or higher in mathematics/statistics or similar relevant area of study required. 📍Proven track record of good academic achievement and great learning skills, love to solve challenging problems and work in a fast-paced environment. 📍Familiar with execution trading in financial markets, particularly with equities, FX, futures etc. 📍Familiar with derivatives and options trading strategies and risk management. 📍Familiar with at least one programming tool for analysis. Python is strongly preferred.