General Strategist [Based in Sydney] Permanent

Overview

You will work with traders, quants, software developers in a highly integrated multi-disciplinary team developing and deploying automated trading strategies. This team researches, implements, tests, deploys, and monitors proprietary systems trading across multiple markets and financial products. They work at all levels of the problem domain from market data handlers through trade monitoring. This is a very ‘hands-on’ position where you will be involved in idea generation and strategy production.

You must have:

• the quantitative ability to build models for asset price prediction at high and medium frequencies;
• the technical skill to build prototype implementations of both the model and resulting trading strategy;
• the experience in financial markets to analyse the resulting trades, and to understand latency and feasibility of the strategy in the market;
• the communication skills to explain clearly your ideas and results to the rest of the team.

This will require working with C++ and/or Python systems to extract the data you will require.

What we’re looking for

• Ph.D. in Computer Science/Statistics/Math or equivalent experience.
• Several years’ experience in financial markets and ability to recognize/understand trading opportunities
• Able to work well in a team environment and produce studies for peer review
• Experience in modelling ( familiar with Statistical /Data Analysis/ Machine learning techniques)
• Comfortable programming C++ and Python in a Linux environment
• Able to develop prototype strategies in large existing C++ code base
• Experience with Big Data

We don’t post salary ranges externally so any salary estimate you see listed here was not provided by SIG and may not be accurate.

SIG is not accepting unsolicited resumes from search firms. All resumes submitted by search firms to any employee at SIG via-email, the Internet or directly without a valid written search agreement will be deemed the sole property of SIG, and no fee will be paid in the event the candidate is hired by SIG.