We are seeking a skilled Quantitative Analyst with to lead the development of Quantitative Models and Algorithms for Trading, have expertise in Alpha Generation, developing systematic strategies and has hands on experience with Python or Java.
Responsibilities:
- Develop quantitative models and algorithms for Trading, including order execution, market making, and alpha generation.
- Deliver well-documented prototype and production code to run financial models, mainly in Python and Scala.
- Create software applications, user interfaces, APIs, dashboards, and automated reports for business users.
- Assist with Business Development, including writing Data Analytics mandate, preparing reports, and delivering business presentations.
- Understand and clearly present Quantitative Finance literature.
- Create technical reports, and appropriately document developed libraries.
- Assist, when needed, with the development of Data Analytics platform, including Databases and Data Lake.
- Collaborate with Data Scientists, Developers, and Traders to jointly meet deadlines.
Requirements:
- Master or PhD in a technical field, such as Quantitative Finance, Mathematics, Physics, Engineering, Economics, Computer Science, or alike.
- 3+ years of work experience as a Quantitative Analyst / Quantitative Developer in a financial firm.
- Advanced coding skills in programming languages such as Python, R, Matlab, Haskell, Scala, C++, and/or Java.
- Experience in Quantitative Trading, for example developing systematic strategies.
- Knowledge of Mathematical Finance and Financial Markets, including Algorithmic Trading, Derivative Pricing, Portfolio and Risk Management, Dynamic Programming, and Numerical Methods.
- Knowledge of Machine learning methodologies, including Clustering techniques, Factor Modelling, Reinforcement Learning, and Advanced Statistics.
- Knowledge of Git, SQL, and Dash (or similar).
- Basic knowledge of PowerBI, Tableau, and VBA.
- Experience with Real Time Analytics, Low-Latency Algorithms, Webapp Development, Docker, Kubernetes, etc. is a strong plus.
- Experience with Business Development is a plus.
- Collaborative, team player, open minded, and easy to work with.
- Proficient presentation skills and high attention to detail.
- Able to explain technical results to non-technical audiences.
This role is on an initial contract basis of 12 months.
