This role is for one of Weekday's clients
Overview
The Quant Engineer will play a crucial role in our organization, as they are responsible for developing and implementing quantitative models and algorithms to drive decision-making and optimize trading strategies. They work at the intersection of finance and technology, leveraging their skills in quantitative analysis, programming, and financial modeling to provide insights and solutions that directly impact our trading activities and risk management.
Key Responsibilities
- Develop and maintain quantitative models and tools for trading and risk management.
- Conduct thorough quantitative analysis of financial data and market trends.
- Implement and optimize algorithmic trading strategies.
- Collaborate with traders and developers to identify and address trading and risk management needs.
- Contribute to the enhancement of trading infrastructure and technology.
- Perform statistical analysis and modeling to assess market behavior and performance.
- Conduct research and development in quantitative finance and trading.
- Design and implement automated processes for data analysis and reporting.
- Stay abreast of industry trends and best practices in quantitative finance and trading.
- Provide support in evaluating and implementing new financial products and instruments.
Required Qualifications
- Master's or Ph.D. in Quantitative Finance, Financial Engineering, Computer Science, or a related field.
- Strong mathematical and statistical background.
- Proficiency in programming languages such as Python, C++, or Java.
- Experience in financial modeling and derivatives pricing.
- Solid understanding of market microstructure and trading strategies.
- Ability to work with large datasets and databases.
- Familiarity with risk management and portfolio optimization techniques.
- Experience with data analysis and visualization tools.
- Excellent problem-solving and analytical skills.
- Strong communication and collaboration abilities.
Skills: java,c++,python
