About the role Designing, implementing, and deploying high-frequency trading algorithms focused on cross-asset Futures Coming-up with new, cutting-edge trading ideas Creating tools for data analysis of patterns Supporting the trading by contributing to the development of analytical computation libraries About you 3 years of quantitative trading experience in high-frequency trading of one or more Futures. A MSc/PhD from a top-tier university High confidence in their ability to create new strategies both independently and with team collaboration A strong background in mathematics and statistics, with good knowledge of statistical models and signal generation Proficiency in back-testing, simulation, and statistical techniques Data-mining skills paired up with data analysis skills. Previous experience operating with a large amount of tick/data would be beneficial Strong programming skills in Python or C++