Remote Senior Quantitative Trader: Alpha-Driven Strategies

Placements24; Gauteng; Remote; ZAR 3.005.000 - 5.342.000; Vollzeit

Benefits dieser Stelle

Remote work

Profit sharing

Stock options

Flexible hours

Continued learning

Zusammenfassung

Placements24 invites applications for a Remote Algorithmic Trading Strategist with a strong mathematical background to design, backtest, and implement sophisticated trading algorithms across asset classes. You will work with a globally distributed team in a high-frequency trading environment, publishing rigorous research, optimizing execution, and managing risk to drive alpha and trading performance.

We seek 5+ years in quantitative research, a Master’s or PhD, and fluency in Python, C++ or Java

Qualifikationen

• Master's or PhD in a quantitative field.
• 5+ years of experience in quantitative research or algorithmic trading.
• Strong programming skills in Python, C++, or Java.
• Experience with high-frequency trading environments is highly desirable.

Aufgaben

• Research, design, and develop quantitative trading strategies using statistical and machine learning techniques.
• Backtest strategies rigorously using historical data and performance analysis.
• Implement trading algorithms in production with focus on performance and stability.
• Collaborate with researchers and developers to refine strategies and execution systems.
• Monitor live trading, identify issues, and adjust as needed.
• Analyze market microstructure for trading opportunities.
• Stay updated with quantitative finance and ML developments.
• Contribute to research direction and strategy development.
• Document designs, findings, and implementation details thoroughly.
• Manage risk associated with trading strategies.

Kenntnisse

Python

C++

Java

Statistics

Time series analysis

Machine learning

Problem solving

Ausbildung

Master's or PhD in a quantitative field

Jobbeschreibung

Placements24 invites applications for a Remote Algorithmic Trading Strategist with a strong mathematical background to design, backtest, and implement sophisticated trading algorithms across asset classes. You will work with a globally distributed team in a high-frequency trading environment, publishing rigorous research, optimizing execution, and managing risk to drive alpha and trading performance.

We seek 5+ years in quantitative research, a Master’s or PhD, and fluency in Python, C++ or Java