As a Quantitative Trader at AlphaGrep, you will play a crucial role in developing and executing lightning-fast algorithmic trading strategies across global markets. Your computer science, mathematical, and analytical abilities will be put to the test as you work to enhance existing strategies and identify new business opportunities. With a focus on market behavior and data-driven approaches, you will be responsible for driving P&L growth and developing frameworks to improve trading performance. **Responsibilities:**
- Identify, maintain, and enhance trading strategies for market making Algorithmic trading teams
- Use systematic and data-driven approach to identify areas of improvement in existing strategies
- Take P&L responsibility and drive development of new frameworks to enhance P&L in respective markets
- Construct financial models, conduct back-testing, and continuously improve strategies
- Monitor strategies' interaction with market microstructure, identifying execution inefficiencies and edge cases
- Conduct opportunity landscape assessments to prioritize focus and allocate resources
- Perform post-trade analysis and strategy attribution to refine performance
- Monitor real-time trading activity, manage drawdowns, exposure limits, and strategy behavior
- Contribute to improving internal tooling, analytics platforms, and reporting infrastructure
**Qualifications:**
- 2-4 years experience in High Frequency Trading preferred
- Bachelors/Masters/PhD degree in related fields from a top-tier institute
- Experience with Data Analysis, Market Research, and Data Modeling (a plus)
- Software development experience, preferably in C++, Python, or R/Matlab
- Ability to manage multiple tasks in a fast-paced environment
- Strong communication skills
- Working knowledge of Linux/Unix