Quantitive Researcher-HFT

Experience :

• 3 years

Responsibilities :-

• Develop and deploy completely automated systematic strategies with short holding periods and high turnover
• Typical strategies deployed include Alpha-seeking strategies and Market Making
• Rigorously back-test strategies
• Advance existing research initiatives and explore new avenues for quantitative research and trading

Requirements :

• Deep experience in HF/UHF Trading
• Live HF Trading experience for at least 2 years.
• PnL Track record with excellent sharpe ratios.
• Strong mathematical and statistical aptitude
• Programming experience in C++ or C
• Proficiency in using Python, R, or Matlab for statistical/data analysis of HFT tick data
• Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science