Prop Trading Firm specializing in Mid-High Frequency Futures and Equities Responsibilities Design and develop of high-performance C++ components used by trading applications Research and implement quantitative strategies including alpha research and trading strategies Develop profitable High-Frequency Trading models by applying large scale statistical analysis and other relevant techniques to market data and other relevant data sources.
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Conceptualize valuation strategies, develop and continuously improve mathematical models, and translate algorithms into highly performant C++ code Back test, implement, and productionize fast C++ trading models and signals in a live trading environment Ideal Qualifications Hands on experience in the full life cycle of strategy development research, including idea creation; data collection/cleansing; analysis; testing; and deployment Proficient in with C++.
Experience in C++11 a plus.
Proficient with scripting languages such as Python, R, and shell.
Familiar with the Linux platform.
Proven success with profitable High-Frequency Futures or Equities trading strategies Experience with numerical analysis (e.g., regression, optimization) and machine learning is a big plus