High frequency trading in equity and commodity markets.
Developing trading strategies using historical data. The task will include data analysis, idea generation, model creation and live trading on in-house infra.
Improving existing trading models.
Conduct post-trade analysis on live strategies, about quality of signals and trading parameters, order execution quality and simulation-real mismatch.
Qualifications:
Experience in model-driven and completely automated trading strategies.
Experience at a good trading firm.
Comfortable to take the full ownership of the strategy.
A degree from a top college/university preferably in Computer science, mathematics or Statistics.
Good knowledge of C++ or any other programming language.
