Conduct large-scale data analysis to generate statistically robust predictions of market behavior, which guide all trading decisions and drive high-impact improvements across global offices
Job Summary
Conduct large-scale data analysis to generate statistically robust predictions of market behavior, which guide all trading decisions and drive high-impact improvements across global offices.
Work as part of an established and expanding research team, collaborating closely with traders, software and hardware developers globally to enhance our models and drive measurable improvements in production performance.
Leverage creativity and expertise to quickly produce high-quality, testable ideas.
Matching Summary
Conduct large-scale data analysis to generate statistically robust predictions of market behavior, which guide all trading decisions and drive high-impact improvements across global offices.
Skills & Requirements
Must-have
high to mid frequency delta one trading
predictive models for Equities markets
large-scale data analysis
Machine Learning approaches
Python programming skills
Nice-to-have
pushing boundaries of Machine Learning
collaborating across disciplines
idea sharing and collaboration
market dynamics understanding
Key Requirements
3+ years' experience as Quantitative Researcher
Graduate & Postgraduate studies in Machine Learning, Statistics, or STEM
Experience in high to mid-frequency delta one space
Proven track record of developing value-adding features
Practical experience extracting value from data sources
Solid understanding of statistics
Exceptional interpersonal and communication skills