Who We Are:
MA Capital US LLC, we are aiming to be a leading proprietary trading firm specializing in systematic strategies. We are a multi-asset trading firm employing a range of systematic and semi-systematic strategies. We focus on leveraging advanced technology, quantitative research, and sophisticated models to identify and capitalize on opportunities in global financial markets.
By prioritizing innovation, transparency, and efficiency, MA Capital is dedicated to providing liquidity and maintaining fair, efficient markets. Our commitment to continuous learning and development ensures that our professionals have the tools and flexibility they need to succeed.
Job Overview:
As a Quantitative Developer, you will work closely with quantitative researchers, traders, and infrastructure teams to design, develop, and implement efficient trading algorithms and data processing systems. This role involves building low-latency trading systems, refining existing futures strategies, and working on large-scale data analysis.
Key Responsibilities:
1.) Develop and optimize trading algorithms: Implement high-performance, low-latency systems that can process and analyze market data in real-time for futures trading.
2.) Collaborate with quant researchers and traders: Work to improve strategy performance by translating mathematical models into efficient and scalable code.
3.) Infrastructure development: Design and maintain robust and scalable data pipelines and trading frameworks that support strategy deployment and monitoring.
4.) Performance tuning: Optimize code and system architectures for low-latency execution across distributed systems.
5.) Risk management tools: Build risk and analytics tools to evaluate trading strategies and manage market exposures in real-time.
Required Qualifications:
1.) Strong programming expertise: Proficiency in C++ and Python, with an emphasis on low-latency, multi-threaded application development. Familiarity with distributed systems and high-performance computing.
2.) Quantitative and analytical skills: Background in applied mathematics, statistics, or computer science, with strong numerical programming abilities (e.g., numpy, scipy).
3.) Experience in futures trading: Direct experience with developing trading systems for futures markets, particularly CME, with deep knowledge of market microstructure and high-frequency trading principles.
4.) Systematic strategies experience: Proven track record working on fully systematic HFT or MFT strategies, including backtesting, execution, and risk management.
5.) Collaborative skills: Ability to work in a fast-paced, cross-functional team environment that includes traders, quants, and software engineers.
Preferred Qualifications:
- Knowledge of machine learning techniques for trading or risk management.
- Experience with large-scale real-time data processing and systems architecture.
- Understanding of risk management for high-frequency trading.
Our Company's benefits include:
- Continuous professional development
- Flexible hybrid schedule
- Startup environment
- Medical, dental and vision insurance
- 401(k)