Job Description

Our clients are systematic hedge funds where they use thousands of statistical algorithms to trade equity, futures and other markets globally. Starting with many data sets, they develop large sets of features and use various machine learning methods to discover trading signals and effectively combine them into market-neutral portfolios.

About the Role

This is an excellent opportunity for a talented developer to work closely with Quantitative Researchers (QRs), traders, and technology teams to design, develop, and optimize high-performance trading systems and quantitative strategies. The role offers exposure to the full quantitative trading lifecycle, from strategy implementation and backtesting to live trading deployment and performance optimization. You will also contribute to building scalable data infrastructure and exploring cutting-edge technologies to enhance trading efficiency and system performance in high-frequency, low-latency