Quantitative Developer

Patronus Research LLP is a quantitative trading firm that is steering financial markets with advanced technologies. We are looking to hire “Quantitative Developers/ Quantitative Analysts” to work with us on the cutting edge of financial technologies.

Requirement: minimum 1.5- 2 years of experience from same industry (HFT/MFT)

ROLES AND RESPONSIBILITIES

» Design, implementation, test, integration, and delivery of Low latency trading systems.

» Work on the latest hardware to further reduce latency (Latest network card and its features, latest processor architecture, and OS.

» Design our in–house trading applications which are robust and extremely fast.

» Identify innovative solutions to complex problems and advocate for their implementation by communicating your ideas clearly and concisely.

» Detailed study of memory profile of the software to figure out how to further reduce cache misses or further optimize data structures being used.

» Work on strategy development which would include working on large data sets and machine learning concepts.

» End-to-end responsibility of the full product lifecycle.

» Assist in recruitment and undertake any other activity as reasonably requested by management.

» Identify innovative solutions to complex problems and advocate for their implementation by communicating your ideas clearly and concisely.

» Explore Market Microstructure to find trading signals and opportunities: We expect you to study market data and build predictive models. Such models explore order flow which is an essential part of market microstructure study.

» Help in improving existing trading strategies: We are already running multiple strategies in Indian exchanges and other trading venues across the world. We expect you to help the desk in improving these existing strategies.

» Back-testing Ideas: We expect you to back test ideas for latency, PnL and other metrics.

» Undertake any other activity as reasonably requested by management.

SKILLS REQUIREMENTS

» Strong Knowledge in developing high-performance, multi-threaded applications using C++.

» Programming: We save gigabytes of data every day from various exchanges. To analyze this data and find pattern and to back test your ideas, once must be conversant with either Python or R or C++

» A strong understanding of software design patterns, data structures, algorithms, and best practices.

» Expert knowledge of scripting languages such as Perl, Python, and UNIX shell.

» Analytical Ability: You must be able to logically think about problems and find efficient solutions.

» Statistics: Modeling data is the most important part of the job. To make sense of what is going on, knowledge of statistics is mandatory.

» Exposure to network programming (TCP/IP), computational intelligence, and real‐time programming.

» Linux: A lot of what we do is done on Linux systems so at least a working knowledge of Linux is essential

» Machine Learning / AI Techniques.

EDUCATIONAL BACKGROUND

» Candidate should have a minimum 1.5-2 years of experience in Quant

» a bachelor’s degree in Mathematics & computing, Computer Science, or EE from a reputable and cream university/institution

» Exposure to trading is desirable and experience working in an HFT firm is mandatory

» A background or interest in building large-scale, real-time, and distributed applications is desired.

PERKS

In addition to an outstanding and organic work environment with rapid advancement potential, we offer benefits, including:

» Competitive compensation to the right candidates.

» Annual bonuses based on performance to full-time employees.

» Limitless growth and learning opportunities.

» Fully stocked Pantry.

» Company sponsored annual trip.

» Insurance coverage including parents of employees.