Prop Trading Firm specializing in Mid-High Frequency Futures and Equities
- Design and develop of high-performance C++ components used by trading applications
- Research and implement quantitative strategies including alpha research and trading strategies
- Develop profitable High-Frequency Trading models by applying large scale statistical analysis and other relevant techniques to market data and other relevant data sources.
- Conceptualize valuation strategies, develop and continuously improve mathematical models, and translate algorithms into highly performant C++ code
- Back test, implement, and productionize fast C++ trading models and signals in a live trading environment
- Hands on experience in the full life cycle of strategy development research, including idea creation; data collection/cleansing; analysis; testing; and deployment
- Proficient in with C++. Experience in C++11 a plus. Proficient with scripting languages such as Python, R, and shell. Familiar with the Linux platform.
- Proven success with profitable High-Frequency Futures or Equities trading strategies
- Experience with numerical analysis (e.g., regression, optimization) and machine learning is a big plus