Quantitative Strategist - OTC

Responsibilities:

• Responsible for agency execution strategies ideation, design, back-testing, and implementation.
• Participate in all the stages of the development of new algorithms. Including: Algo design, modeling, risk management, and parameter tuning.
• Research new trading strategies, and analyze existing ones to identify potential improvements.
• Develop risk management frameworks and tools to manage portfolio risks.
• Interact directly with the development team to ensure a smooth and agile implementation process into the trading platform.
• Work with the trading and operations teams to ensure effective trade risk management and calibration frameworks.
• Develop tools & metrics to measure the performance of a wide variety of algorithms, and provide dynamic feedback mechanisms and models calibrations.

Requirements:

• 3+ years of experience in a quantitative researcher/analyst position.
• Master degree or higher in mathematics/statistics or similar relevant area of study required.
• Proven track record of good academic achievement and great learning skills, love to solve challenging problems and work in a fast-paced environment.
• Familiar with execution trading in financial markets, particularly with equities, FX, futures etc.
• Familiar with derivatives and options trading strategies and risk management.
• Familiar with at least one programming tool for analysis. Python is strongly preferred.