Senior Quantitative Analyst

Key Skills

Analytical Techniques, C Programming, C++, Java Programming, MATLAB Programming, MySQL, Perl Programming, Python Programming, R Programming, Shell Scripting language, SQL Server

Job Description

Major Responsibilities: Work closely with the trading and risk management teams with a core focus on quantitative modelling; Assist in developing core algorithms and models leading directly to trading decisions; Responsible for backtesting and implementing short-term trading strategies across multi-asset markets based on in-house and market data; Collaborate with other team members to develop and continuously improve pricing models; Evaluate financial data vendors, assess and work with new data sources, and liaise with IT to optimize the company data infrastructure; Perform ad-hoc data analysis and provide technical support for trading and other related departments.

Job Requirements: Applicant must possess a Masters's degree in Quantitative Finance, Financial Engineering, or another highly quantitative field and 2 years of work experience in quantitative-focused roles such as Analyst, Researcher, or Trader.

Additionally, this position requires 2 years of work experience with the following:

• Probability and statistics including stochastic calculus, machine learning, time-series analysis, and pattern recognition.
• Working with and analyzing large, complex datasets.
• Common programming languages, both compiled (C++, Ada, C#, and Java) and scripts (Python, Perl, or equivalent)
• Analytical and statistical packages including Python, R, and Matlab; (5) Relational databases including MySQL, SQL Server, or equivalent.
• Financial modeling in areas including asset pricing, portfolio construction, risk management, and market microstructure.
• FX, Commodities, Equities, Options, and Cryptocurrency; and Data visualization tools including Tableau, Qilk Sense, and RStudio Connect).

To apply: Send resume via email hiringus@thinkmarkets.com