Systematic Algo Trading Strategies eRates - Quantitative Researcher - Vice President
110832-NY-30 Hudson Yards, New York, United States
USD 305K Executive-level Full Time
Tasks
- Analyze market microstructure and empirical performance
- Apply statistical inference and machine learning to performance drivers
- Backtest trading strategies
- Develop pricing and risk algorithms
- Document back testing results and monitoring materials
- Maintain pricing risk and signal code
- Manage trading risk frameworks and controls
- Monitor live algorithm behavior and detect anomalies
- Optimize execution in electronic trading platforms
- Perform real time protections and incident response
- Research systematic liquidity serving strategies
- Translate research into production grade algorithms
Perks/Benefits
Skills/Tech-stack
Applied statistics | Artificial Intelligence | Backtesting | C++ | Data Mining | Electronic Trading | FIX | High Frequency | High-Frequency Trading | Java | KDB | Low Latency | Low-Latency Systems | Machine Learning | Market Microstructure | Market-Making | NumPy | Pandas | Python | SciPy | Scikit-learn | Series analysis | Statistical inference | Tick databases | Time Series | Time Series Analysis | Trading risk | Visualization
Education
Regions
Countries
States
Cities
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