Job Description
Responsibilities:
* Develop systematic trading models across fixed income, currency and commodity (FICC) markets
* Manage the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
* Perform feature engineering with price-volume, order book, and alternative data for intraday to daily horizons in mid frequency trading space
* Perform feature combination and monetization using various modeling techniques
* Assist in building, maintenance, and continual improvement of production and trading environments coupled with execution monitoring.
* Contribute to the research infrastructure of the team.
Requirements:
* Background in mathematics, statistics, machine learning, computer science, engineering, quantitative finance, or economics
* 2-5 years of experience in macro quantitative trading, preferably FICC
* Experience synthesizing predictive signals for both cross-sectional and time-series models driven by
* statistical/technical, fundamental, and data driven signals
* Ability to efficiently format and manipulate large, raw data sources
* Strong experience with data exploration, dimension reduction, and feature engineering
* Demonstrated proficiency in Python. Familiarly with data science toolkits, such as scikit-learn, Pandas. Experience with machine learning is a plus
* Strong command of foundations of applied and theoretical statistics, linear algebra, and machine learning techniques
* Collaborative mindset with strong independent research abilities
* Commitment to the highest ethical standards
We regret to inform that only shortlisted candidates will be notified.