Algorithmic Market Making Quantitative Trader Algorithmic Market Making Quantitative Trader …

Gresham Search
in Tokyo, Tokyo-to, Japan
Permanent, Full time
Last application, 22 Sep 21
Salary Dependant on Experience – Highly Competitive
Gresham Search
in Tokyo, Tokyo-to, Japan
Permanent, Full time
Last application, 22 Sep 21
Salary Dependant on Experience – Highly Competitive
My client is a fast-growing Asia Pacific principle at risk market making firm building upon a strong European and US business.

The main asset class flow the firm is focussed on currently is FX with relatively high volumes and projects to improve pricing, hedging and execution.  In addition, leveraging the European business, the firm has a unique position in cryptocurrency being among the leading firms in institutional market making and liquidity provision.  Also, there is a clear plan to build an equities business so the opportunity is genuinely cross asset.

The role will involve the development, implementation, deployment and management of algorithms for the trading of FX while working with the European cryptocurrency market making team on their Asia-Pacific flow.  Prototyping and research is done in Python and the trading technology is written in Java with kdb+.

Requirements for the role include relevant finance experience which is likely to include exposure to algorithmic trading.  Also, experience of working with one or more of the relevant technologies (Python, Java, kdb+) is preferred.  The candidate will need to have good communication skills.  This is a small, growing company so the entrepreneurial mindset is a key part of the culture.  Relocation packages are available for candidates based in other locations globally.

To apply, please follow the online application process and/or send CV to info@gresham-search.com

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