Job Description
Job Description
Job Duties:
- Independently conduct research with a focus on statistical and predictive models
- Manage all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring
- Maintain and clean datasets with an eye for missing or incorrect data
- Evaluate new datasets for predictive potential
- Implement models in Python
- Enhance and improve the trading system, working on operational tasks as needed
- Other duties as assigned
Requirements:
- A degree in Math, Computer Science, or related field
- 3 years of related experience
- Strong programming skills
- Any amount of experience conducting research on datasets and designing, developing and implementing statistical and machine learning models from this data
- Any amount of experience testing and improving low latency optimization models for use
in production settings in Linux environments - Any amount of experience analyzing and improving central limit order book statistical trading algorithms
- Any amount of experience developing and maintaining Object Oriented codebases/libraries
- Any amount of experience interacting with and manipulating SQL databases and APIs to facilitate development of real time models
- Predictable and reliable availability