Responsibilities
Develop and Optimize Trading Algorithms: Collaborate with quantitative researchers and traders to design, implement, and optimize high-performance trading algorithms that can execute trades with minimal latency and maximal efficiency.
System Design and Architecture: Build and maintain scalable, robust, and low-latency systems that support trading strategies, backtesting, market data processing, and order execution.
Model Implementation: Translate quantitative models and research findings into production-ready code. Ensure models are accurately represented and optimized for execution in live trading environments.
Backtesting and Simulation: Develop and maintain advanced backtesting frameworks to rigorously test and simulate trading strategies using historical market data, ensuring models are robust before deployment.
Performance Optimization: Continuously monitor and enhance the performance of trading systems, focusing on reducing execution latency, increasing throughput, and improving system reliability.
Market Data Integration: Develop systems to collect, clean, and process large volumes of real-time and historical market data from multiple data sources (e.g., exchanges, data providers). Ensure data is processed efficiently and stored for both research and live trading.
Risk and Compliance Systems: Implement risk management tools and systems that monitor live positions and trading activities to ensure strategies operate within defined risk parameters and adhere to regulatory requirements.