Market Simulator Quant Researcher

What You’ll Do

• Actively involved in research projects associated with latency and available liquidity prediction as well as algorithmic improvement based on requirements provided by our internal trading teams.
• Determine efficient methods to store and analyze very large amounts of data and develop tools to evaluate the large volume of market data to help improve trading strategies performance.
• Partner directly with the internal trading teams to build and enhance market prediction models utilizing quantitative problem solving and advanced statistical techniques.
• Investigate and design data mining and machine learning algorithms.
• Conduct research for the purpose of modeling and forecasting future price actions and volatility.
• Develop and improve scalable quantitative research frameworks using Python, C++, and other software systems.
• Research new methods for capturing risk exposure, evaluating risk/reward and performance attribution across multiple asset classes.
• Build and expand the current revenue base by developing and exploring new opportunities.

Skills You Will Need

• At least 5+ years of experience in Machine Learning and/or Statistics
• Strong Python experience
• Experience with C++ or another lower level language (a plus)
• Excellent problem solving abilities
• Excellent compensation package and relocation assistance offered to the right candidate.