Job Title

Founded:Sept 2023 Team Size:40-50 Experience:2+ YearsRole Overview We are seeking a highly skilled Quantitative Trader to develop and execute high and mid-frequency trading strategies in global markets. The ideal candidate will have a strong background in market microstructure, ultra-low-latency execution, and statistical arbitrage.As part of our trading team, you will be responsible for designing, back-testing, and optimizing trading algorithms, leveraging cutting-edge AI and high-performance computing to capitalize on ultra-short-term market inefficiencies. You will work closely with quantitative researchers and engineers to enhance execution speed and efficiency while managing real-time trading risk.Key Responsibilities: As a Quantitative Trader, your responsibilities will include Designing, implementing, and deploying high-frequency trading algorithms. Typical strategies deployed include Alpha-seeking strategies and Market Making. Rigorously back-test strategies on in-house research infrastructure. Creating tools to analyze data for patterns. Contributing to libraries of analytical computations to support market data analysis and trading. Developing, augmenting, and calibrating exchange simulators.Preferred Qualifications: We’re seeking candidates with: A degree in Computer Science, Mathematics, or Engineering from a leading institution. 2+ years of relevant work experience. Exceptional analytical and problem-solving skills. Proficiency in programming, particularly in C++ or C. Working knowledge of Linux, Python, and shell scripting. A curious mindset and a passion for understanding complex systems. A disciplined and consistent work ethic. Strong communication and interpersonal skills.