Quantitative Trader

Algorithmic Research Global - Aargo Trade
New York, USA
Jun 17, 2022
Jun 26, 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Algorithmic Research Global - Aargo Trade

About Us

Algorithmic Research Global (Aargo Trade) is a global investment management firm, built on strong foundations of scientific research and technology. We deploy proprietary capital in a variety of quantitative trading strategies built and run by our in-house trading teams and external trading partners.

We are a team of traders, data scientists and technologists working together to find inefficiencies in the financial markets by leveraging our decades long experience in systematic trading, data science, and trading technology.

At Aargo Trade, we are using mathematics and data science driven rigorous research for creating novel quantitative trading strategies and using technology at scale to build and trade in financial markets spread across the globe.

Job Description - Quantitative Trader

Aargo is looking to add an outstanding Quantitative Trader to one of our quantitative trading teams. Quantitative Traders collaborate extensively with quantitative researchers and quantitative developers to create, build, and run systematic trading strategies. Our quantitative developers use their mathematics, data science, and analytical skills to analyze market data for finding patterns and build novel quantitative trading strategies. They also execute strategies during market hours and fine tune parameters to improve strategy performance. The candidate can expect exposure to a wide range of interesting and challenging problems involving financial market, statistical modeling, machine learning, deep learning, and computational finance.

Required Core Competency
  • Deep understanding of financial markets and market microstructure
  • Exceptional analytical and problem solving skills and strong track record of using creativity to come up new HFT/MFT trading strategies
  • Hands on knowledge in applying statistical and machine learning methods to financial data using Python/R
  • Comfortable taking ownership of projects and responsibilities with minimum supervision
  • At least a bachelors degree in Computer Science, Mathematics, Statistics, Data Science or other quantitative discipline

Good to Have
  • C++/Java development experience
  • Experience in using quantitative methods for strategy parameter optimization
  • Prior experience at a top tier hedge fund, proprietary trading house or investment bank
  • Exposure to pandas, numpy, scikit-learn, statsmodels-tsa, TensorFlow, Keras, and Matplotlib libraries

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