
Algorithm Developer
2 weeks ago
Use Python, C++ and various computer-assisted tools to develop algorithms to analyze the co-movement of asset returns across global and crypto markets, and incorporate these algorithms into our trading strategies (25%). Verify mathematical accuracy of machine-learning produced models (10%). Use mathematical, computer assisted, and statistical and analytical techniques to develop computer-based predictive trading and advanced models that forecast the short and long-term performance of various investment products (40%). Develop, improve, and operate the system for scalable back-testing of trading strategies on a distributed computing platform (15%). Use C++, Python and object-oriented design skills to conduct data analysis with large-scale datasets in a latency-sensitive production environment, and develop, improve and operate systems and tools for live trading management and post-trade analysis (10%).
**Requirements**:
Master's degree in Financial Engineering, Statistics, Mathematics or related quantitative field
5 years of experience using Python and C++ to develop algorithms to analyze the co-movement of asset returns
5 years of experience verifying mathematical accuracy of machine-learning produced models
5 years of experience conducting data analysis with large-scale datasets in a latency-sensitive production environment using C++ and Python
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