I'm working with the Founder of an Asian based multi-strategy hedge fund that specializes in trading systematic equities & futures trading strategies across APAC and U.S. markets. The group utilizes cutting edge technology, machine learning and statistics in order to generate their signals, and are looking to add a C++ Quantitative Developer to their New York team.
I'm working with the Founder of an Asian based multi-strategy hedge fund that specializes in trading systematic equities & futures trading strategies across APAC and U.S. markets. The group utilizes cutting edge technology, machine learning and statistics in order to generate their signals, and while they mainly trade China, HK and U.S. markets, they are continuing to expand their market access to other exchanges and are scaling globally.
Their NY operation is comprised of industry veterans coming from top-tier financial institutions and advanced degrees from Ivy league universities. Given their continued success and strong performance across the last several years, they are adding to their NYC operation and are specifically looking for a C++ Quant Developer who is well versed with building algo execution models and strategies.
Responsibilities:
• Researching, building and implementing execution based trading algorithms in Python & C++
• Developing and enhancing execution and data systems C++
• Collaborating with the Quant PM and Quant Research team to generate and integrate market microstructure alphas
