- Handle multi-dimensional data of high frequency with in-depth knowledge of market microstructure behaviors.
- Alpha hunting based on high-frequency financial data
- Develop and backtest quant driven trading strategies
- BS/MS/PhD degree with a STEM major – Engineering, Computer Science, Math, Physics (or related subject).
- Ability to work for at least 20 hours per week, for a minimum of 2 months.
- Strong Python and C++ programming background.
- Familiarity with Linux environment.
- Desire to learn the intricacies of financial markets.
- Fast learner of new concepts and even new domains.
- Be dedicated and self-disciplined with a strong working ethic and willing to help others.
- Be proactive with good communication with team members.
All your information will be kept confidential according to EEO guidelines.
