Low Latency Market Analyst - The Ashlar Group
Chicago, IL
About the Job
Company - Major Investment Company
Position - Low Latency Market Analyst
Position Type - Full Time
Compensation - DOE
Location - Chicago IL
We are seeking talented Data Science Engineers with strong data-analysis experience to work closely with our researchers, simulation, and live traders to identify and optimize critical bottlenecks in research and production trading.
Data is the foundation of our investment strategy and the effective management of data in its various forms is critical to maintaining the expansion of our firm.
Roles in Client/Market Making require a strong knowledge of low-level optimization (we have to be fast and smart), interest in algorithmic trading, data analysis/design, risk management and
application development. Engineers will gain exposure to quantitative trading while working in our fast-paced, dynamic environment. Our engineers work on projects from inception through to deployment, and are expected to take real ownership of the assets they are building.
Responsibilities:
* Applying statistical modelling techniques to a variety of large data sets with a view to generating trading opportunities.
* Defining, building and developing models to optimize market-data used for research and real-time decision-making.
* Develop load scripts and support acquisition of simpler/more basic data sets.
* Own the ingestion process from data receipt through storage and mapping.
*Proactively problem solve and identify areas of improvement to guide development of industry leading tools
* Developing enhancements to assist Quantitative researchers.
* Demonstrate an ability to analyze complex business/technical problems and make sound technical decisions proactively and in a self-directed manner.
Qualifications:
* Experience with C++, Python, or similar programming skills and experience using scientific/analytic libraries.
* Experience in statistical modelling and data analytics.
* Experience with large-scale financial data.
* Professional experience with multi-threaded application and low latency design and development.
* Strong understanding of data structures, algorithms, and Architecture paradigms.
* The ambition to solve open-ended problems using analytical methods.
* An understanding of financial markets and instrument types.
* Strong critical reasoning skills.
* Detail-oriented approach to solving problems.
* Strong communication and interpersonal skills applicable to a dynamic trading environment.
Education:
A BS degree in Computer Science, Engineering, Physics, Mathematics or a related discipline. Masters Degree preferred.
Position - Low Latency Market Analyst
Position Type - Full Time
Compensation - DOE
Location - Chicago IL
We are seeking talented Data Science Engineers with strong data-analysis experience to work closely with our researchers, simulation, and live traders to identify and optimize critical bottlenecks in research and production trading.
Data is the foundation of our investment strategy and the effective management of data in its various forms is critical to maintaining the expansion of our firm.
Roles in Client/Market Making require a strong knowledge of low-level optimization (we have to be fast and smart), interest in algorithmic trading, data analysis/design, risk management and
application development. Engineers will gain exposure to quantitative trading while working in our fast-paced, dynamic environment. Our engineers work on projects from inception through to deployment, and are expected to take real ownership of the assets they are building.
Responsibilities:
* Applying statistical modelling techniques to a variety of large data sets with a view to generating trading opportunities.
* Defining, building and developing models to optimize market-data used for research and real-time decision-making.
* Develop load scripts and support acquisition of simpler/more basic data sets.
* Own the ingestion process from data receipt through storage and mapping.
*Proactively problem solve and identify areas of improvement to guide development of industry leading tools
* Developing enhancements to assist Quantitative researchers.
* Demonstrate an ability to analyze complex business/technical problems and make sound technical decisions proactively and in a self-directed manner.
Qualifications:
* Experience with C++, Python, or similar programming skills and experience using scientific/analytic libraries.
* Experience in statistical modelling and data analytics.
* Experience with large-scale financial data.
* Professional experience with multi-threaded application and low latency design and development.
* Strong understanding of data structures, algorithms, and Architecture paradigms.
* The ambition to solve open-ended problems using analytical methods.
* An understanding of financial markets and instrument types.
* Strong critical reasoning skills.
* Detail-oriented approach to solving problems.
* Strong communication and interpersonal skills applicable to a dynamic trading environment.
Education:
A BS degree in Computer Science, Engineering, Physics, Mathematics or a related discipline. Masters Degree preferred.
Source : The Ashlar Group