Data Scientist
1 month ago
Quantitative Researcher Role
Green Lake Executive Search Co. Limited is seeking a highly skilled Quantitative Researcher to join our team. As a Quantitative Researcher, you will be responsible for designing, implementing, and deploying trading algorithms. You will research high frequency alphas and explore trading ideas by analyzing market data, market microstructure, and alternate data for patterns.
Key Responsibilities
- Design and implement trading algorithms
- Research high frequency alphas
- Analyze market data, market microstructure, and alternate data for patterns
- Develop tools to analyze data for patterns and develop data platforms
- Contribute to libraries of analytical computations to support market data analysis and trading
- Develop, augment, and calibrate exchange simulators
Requirements
- Bachelor's, Master's, or PhD degree in Mathematics, Statistics, Computer Science, or equivalent STEM degree
- Experience in cryptocurrency quantitative research or trading; proven track record in professional crypto quant trading is preferred
- Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
- Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
- Familiarity with time series prediction models is preferred
- Strong programming skills in Python or C++
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