Our client is one of the world’s most active proprietary trading firms and a key market maker in various products listed on exchanges throughout the world. The firm was founded in 1989 and is a global financial organization, made up of two different divisions with trading operations that operate independently of one another including a securities trading division and an asset management department. The company employs over 600 people and has offices located in Amsterdam, New York City, Chicago, Hong Kong and Sydney. The Group is a market maker active in over 100 trading venues throughout the world and offers liquidity to over 200,000 through their securities division. The securities department makes markets in the major exchange traded instruments including equities, bonds, commodities and currencies, on 100 exchanges worldwide and is a significant liquidity provider on the NYSE Arca, NASDAQ, CBOE, BATS, CME Group, and ICE exchange among others.
The Role
Our Client is looking for a combination skillset of data scientist and data engineer. The role will involve working with a large amount of raw unstructured trading and market data generated by the option market making algorithms. You will work in collaboration with traders and quants in order to build data driven quantitative trading strategies, data pipelines. The role will involve a mixture of problem solving, data architecture, data engineering, data development, serialization, encoding, storage/ retrieval and analysis using data mining techniques to support the Quant Trading team in data analysis.
The Candidate
Any experience in the following would also be desirable:
If you would like to be considered for the position of Data Scientist, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team.