Quantitative researcher 1

POSITION 

The position focuses on the design, implementation and monitoring of shorthorizon trading and execution strategies. You will work on highfrequency financial data and be closely involved with the code and systems that bring your ideas into production. 

You will be working in a team of more than 100 researchers in close collaboration with data and software engineers. 

The work will consist in: 

• Designing and refining short-horizon trading and execution strategies; 

• Using real-time and historical high frequency datasets to test and stress your ideas; 

• Rigorously carrying out statistical tests (including backtests) with strong attention to implementation details and performance; 

• Implementing your models into the production framework 

• Contributing to the continuous improvement of our research tools (libraries, workflows, monitoring, etc.). 

You should be comfortable working close to the code and the production environment: reading, modifying, compiling and debugging C++ and Python code should be part of what you enjoy doing. Experience with highperformance computing and in manipulating datasets with machine-learning and/or econometrics is highly valued. 

Although a high interest in finance is crucial, no prior knowledge in the field is needed. 
 

IDEAL CANDIDATE 

• PhD in a computational scientific field (big data, computer science, computational biology or chemistry, engineering) or in experimental or theoretical science (life science, mathematics, physics, statistics, etc.) 
• Post PhD experience (academic or private sector research) 
• Programming skills in Python and C++ 
• Knowledge of Linux and Bash scripting 
• Interest in code architecture 
• Understanding of the ins and outs of machine learning algorithms—and can tweak them as needed 
• Experience with manipulation of a large amount of data and coding statistical models 
• Adaptable and rigorous, capable of working in a quickly evolving environment 
• Strong teamwork and communication skills