Design and implement multi-period portfolio optimization frameworks that account for market frictions and transaction costs. Develop intraday trading strategies and monitor model performance within a live trading environment.
Develop and support high-performance multi-threaded applications for a global trade execution platform. Create tools for processing and analyzing quote and order data while collaborating with quantitative research analysts.
Develop and implement automated statistical trading models using quantitative skills and market intuition. Participate in the full research lifecycle, from generating ideas and building data sets to implementing production models.
Design and implement multi-period portfolio optimization frameworks that account for market frictions and transaction costs. Develop intraday trading strategies and monitor model performance within a live trading environment.
Design and support simulation frameworks for backtesting execution approaches. Collaborate with quantitative researchers to develop and implement new trading ideas.
Develop new software and enhance existing C++ systems on a Linux platform. Create tools to process and analyze financial, quote, and order data in collaboration with quantitative research analysts.
Develop and implement automated statistical trading models using quantitative skills and market intuition. Participate in the full research lifecycle, from generating ideas and building data sets to implementing production models.
Design, research, and evaluate new systematic trading strategies specifically for futures markets. Continuously improve existing strategies and the underlying research technology stack and codebase.
Design and implement tailored recruiting strategies to attract highly qualified candidates. Collaborate with colleagues to develop job specifications and represent the company at recruiting events.
Develop, implement, and evaluate quantitative trading models within global equity markets. Focus on continuously improving modeling techniques and identifying orthogonal factors to enhance portfolio performance.
Develop and maintain real-time market data feed handlers for major financial exchanges. Focus on building large-scale applications to reduce latency and improve overall system performance.
Design, research, and evaluate new systematic trading strategies specifically for futures markets. Continuously improve existing strategies and the underlying research technology stack and codebase.
Develop and enhance C++ software on a Linux platform to process and analyze financial, quote, and order data. Collaborate with quantitative research analysts and engineers to deliver effective software solutions.
Develop, implement, and evaluate quantitative trading models within global equity markets. Focus on continuously improving modeling techniques and identifying orthogonal factors to enhance portfolio performance.
Design, develop, and support simulation frameworks for backtesting execution approaches. Collaborate with quantitative researchers to develop and implement new trading ideas.
Identify and engage passive C++ software developers using creative sourcing techniques and diverse channels. Maintain weekly activity reports to track the progress of the candidate pipeline.
Develop and support high-performance multi-threaded applications and optimize trading strategy implementation platforms. Create tools for processing and analyzing financial data in collaboration with quantitative research analysts.
