Description:
Quantitative Researcher with financial markets experience required in Rosebank. This role will play a pivotal role in developing and optimising market-making strategies for equities and equity derivatives, as well as leverage high-frequency data and advanced machine learning techniques to build sophisticated trading models and contribute to key projects, including expanding trading universe and enhancing algorithmic trading capabilities.
Main Responsibilities:
Develop and enhance market-making algorithms for equities and equity derivatives. Conduct rigorous research and backtesting to refine existing models and create new ones. Analyse high-frequency trading data to identify valuable patterns and short-term trends. Implement machine learning models, including LSTMs and CNNs, for short-term price prediction. Collaborate with cross-functional teams to deploy models and trading indicators into live trading environments. Utilise cloud infrastructure (e.g., AWS) for efficient data processing and model training. Generate and analyse time-based and volume-based data samples to improve model performance. Ensure the robustness of models by carefully balancing in-sample and out-of-sample performance. Lead projects focused on expanding the stock universe, updating algorithms, and integrating new indicators.
Requirements:
5–7 years of experience in quantitative analysis, data science, or machine learning within financial markets. Proven experience working with complex financial systems. Deep understanding of equities, capital markets, derivatives, and market microstructure. Strong Python programming skills and proficiency in SQL. Hands-on experience with high-frequency trading data and time series analysis. Solid knowledge of machine learning models, particularly neural networks in financial forecasting. Experience working with large datasets and data normalisation techniques. Familiarity with visualisation tools and statistical analysis. Experience with ticketing and change management systems is a plus. 2+ years of experience working in or with hedge funds is highly desirable. Demonstrated experience in algorithmic trading and model deployment. Strong understanding of technical indicators in equity trading. Excellent problem-solving, communication, and collaboration skills.
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