Responsibilities: - Generate & design trading models & strategies
- Execute trading models & strategies, monitor & enhance the strategy performance;
- Develop an extensive understanding of latency and its impact on strategy performance
- Conduct quantitative research.
Requirements: - Proven success working a prop trading firm
- Degree holder or above in Quantitative Finance, Computer Science, or Engineering related discipline;
- Minimum 3 years verifiable proprietary trading track record;
- Strong quantitative background & programming skills (C++, Python or R);
- Solid knowledge of varying financial products (futures, options, warrants, commodity futures)
- Strong understanding of market microstructure and the wider macro factors driving the market
