ROLE/RESPONSIBILITIES

• Research and develop in-house trading strategies, used by both discretionary and quantitative traders.
• Conduct quantitative research on market microstructure, applying knowledge to improve trading algorithm and identify market anomalies.
• Collaborate with cross-functional teams, including portfolio managers and researchers, to design and implement solutions for the trading strategies.
• Stay current and report on changes in market microstructure.

REQUIREMENTS

• Master's degree or higher in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, or a related discipline.
• A minimum of 3 years of experience in trade execution development or research for cash equities or futures.
• Proficiency in programming languages such as Java or C++.
• Commitment to the highest ethical standards.