High-Frequency Trading Expert Wanted for Global Markets
2 days ago
We are seeking a skilled Quantitative Researcher to join our team at Mathisys Advisors, a global quant firm specializing in high-frequency trading (HFT) strategies for various asset classes in global markets. Our expertise in infrastructure and market dynamics, such as latency, execution, and scalability, sets us apart.
The ideal candidate will be responsible for developing trading ideas by quantitatively analyzing market data and market microstructure for patterns, designing, implementing, and deploying high-frequency trading algorithms, and closely working with the team members to come up with better ideas.
Main Responsibilities:
- Develop trading ideas using quantitative analysis of market data and market microstructure.
- Design, implement, and deploy high-frequency trading algorithms.
- Closely work with the team to develop better trading strategies.
Requirements:
- 0-2 years of experience in HFT or related fields.
- Strong programming skills in C++ or C, with 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 Computer Science, Engineering, Mathematics.
- Excellent problem-solving abilities, strong communication skills, and the ability to manage multiple tasks in a fast-paced environment.
Salary Range: ₹1,200,000 - ₹1,800,000 per annum based on qualifications and experience.
About Us:
Mathisys Advisors is a global quant firm dedicated to delivering high-quality HFT strategies for various asset classes in global markets.
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