"What will you do/ Your responsibilities: Research, design, financially engineer and test quantitative models for commodity trading securities, indices and their derivatives across asset classes. The person will need to understand latest research in quantitative finance and implement the same.
- Back-testing and implementing high-frequency trading signals on different exchanges & instruments. Work as part of the strategy team to determine which signals and trading strategies to go live with under what scenario.
- Conduct performance attribution of live portfolios
- Create & review strategy code, preferably in C++ but other languages are acceptable depending on specific candidate profiles.
What must you bring- / Required skills:
- Academic Pedigree - A degree in a quantitative discipline from a renowned institution / university. For clarity: A graduate/PhD degree in statistics, finance, mathematics, engineering (Computer Science etc) or other quantitative or computational disciplines is preferred but a solid undergrad degree in similar discipline plus the right work experience will also qualify and will not be a hindrance in considering the candidature.
- Experience / Work Track-Record - Candidate must have a minimum of 7 + years of High Frequency trading strategies building or implementation experience with the right knowledge and skill level.
- Team Player - Must be willing to work in a competitive yet constructive, open, team ethos driven environment with an open culture.
- Programming languages - Must be proficient in using some or all of the following: C++, R, MATLAB, SPSS, CART, C# .Net
- Good written and oral communication skills.
- Entrepreneurial, self-motivated individual - high energy, high activity levels - passion for working with an innovative, small but rapidly growing company.
Location: Downtown Millburn, NJ
Work Experience: 7 yrs + years full-time experience post a degree in strong quantitative discipline. Must have - Worked in a high frequency trading setup making strategies live that have produced results.
Compensation: Competitive / Not an issue for the right candidate. Our client is dynamic and fast growing firm offering the potential of high growth with a very rapid path to profit share / other profit linked incentive structures besides offering a competitive base compensation, if you are interested and do make the cut.