Junior Quantitative Developer
Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions and automation. We specialize in providing liquidity as an options market maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully we design and implement our own low latency technologies, trading strategies and mathematical models.
Our Founding Partners, including Akuna’s CEO Andrew Killion, first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, and Boston.
What you’ll do as a Junior Quantitative Developer on the Quant Trading & Research team at Akuna:
Akuna’s Quantitative Trading and Research team creates trading strategies scientifically by combining its quantitative expertise with sophisticated understanding of derivatives and financial markets. The team is looking to add Junior Quantitative Developers who will make a direct and measurable impact on our trading decisions and performance.
The successful candidate will have a strong programming background, familiarity with mathematical techniques and the fluency to leverage both skills to produce trading solutions and high-performance production code. In this role you will:
- Design and develop production code of trading strategies: pricing models, execution logic and performance optimization along with researchers, traders and system engineers
- Analyze and incorporate market signals in our trading systems
- Advance existing codebase and propose new solutions and improvements
Requirements for this role:
- BS/MS/PhD degree in a technical field – Engineering, Computer Science, Math, Physics (or related subject) must be completed upon employment
- Strong Python or C++ programming background
- Experience in object-oriented programming
- Exposure to linear algebra and introductory statistics
- Desire and ability to learn the intricacies of financial markets
- Legal authorization to work in the U.S. is required on the first day of employment including F-1 students using OPT or STEM
Qualities that make great candidates:
- Experience with generic and/or parallel programming
- Deeper understanding of any of the following fields: Linear Algebra, Numerical Methods, Statistics, Optimization, Signal Processing, Computer Architecture, Machine Learning, Heterogeneous/High Performance computing
- Exposure to financial markets and trading