One of the world's most successful proprietary trading firms who rely heavily on high performant technology to give them an edge are looking to bring a unique data scientist to join their post-trade analytics group.
You will be responsible for driving major decisions around trading strategy, and linking PnL metrics with latency and other infrastructure performance measurements.
What you will do
- Identify relationships between business metrics and changes on the infrastructure technology
- Conduct research for the purpose of modeling exchange performance
- Develop and improve quantitative research frameworks
What you will need
- At least 3+ years of programming experience in Python with a data science and analytics focus
- Background in statistics
- Understanding of network protocols (IP, UDP, TCP, Ethernet) is a plus.