The Quantitative Research Intern will support the research team by building an understanding of arbitrage strategies and developing automated trading strategies through historical data analysis.

Quant Developers create and enhance trading strategies in a low latency environment, building execution systems and GUIs for trading operations.

The role involves overseeing offshore fund accounting operations, ensuring compliance, and timely reporting to clients, as well as managing complex audit issues.

Develop low latency trading infrastructure, market data adapters, and order routing systems for a hedge fund, optimizing performance.

The Sr Quantitative Researcher develops automated trading arbitrage strategies, evaluates performance, and manages PNL and risk. Requires strong programming and financial expertise.

Design, develop, and maintain data-driven applications for trading operations. Build data pipelines, optimize code, and collaborate with teams for solutions.