The Junior Quantitative Researcher/Trader will be responsible for developing and implementing trading strategies and programming models for back-testing to help with department’s overall strategies.
- Develop and implement trading strategies/ideas in liquid equity/equity derivatives/fixed income instruments.
- Program models for back-testing.
- Experiment and develop models to back test systematic short term strategies and trading models to help with department’s overall strategies.
- Execute US equity derivatives strategies in US hours.
- Masters or PhD in a quantitative finance related discipline.
- Fresh graduate or working experience up to 3 years.
- Proficient programming skills in Python / VBA