The position focuses on the design, implementation and monitoring of shorthorizon trading and execution strategies using high-frequency financial data
Job Summary
The position focuses on the design, implementation and monitoring of shorthorizon trading and execution strategies using high-frequency financial data.
You will be working in a team of more than 100 researchers in close collaboration with data and software engineers.
You should be comfortable working close to the code and the production environment, reading, modifying, compiling and debugging C++ and Python code.
Matching Summary
The position focuses on the design, implementation and monitoring of shorthorizon trading and execution strategies using high-frequency financial data.
Skills & Requirements
Must-have
short-horizon trading and execution strategies
high-frequency financial data
C++ and Python code
Linux and Bash scripting
machine learning algorithms
Nice-to-have
high performance computing
econometrics
code architecture
teamwork and communication skills
quickly evolving environment
Key Requirements
PhD in a computational or scientific field
Post PhD experience
Programming skills in Python and C++
Knowledge of Linux and Bash scripting
Interest in code architecture
Understanding of machine learning algorithms
Experience with large data manipulation and coding statistical models