Akuna Capital
Quant- Market Microstructure / Low-Latency Strategies
Akuna Capital, Chicago, Illinois, United States, 60290
About Akuna:
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 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 London.
What you'll do as a Quantitative Researcher at Akuna:
Akuna's Quantitative Trading and Research team is looking to add Quant Researchers to a team of mathematicians, statisticians, and technologists. This team creates trading strategies scientifically by combining its quantitative expertise with sophisticated understanding of derivatives and financial markets. We are looking for talented researchers who can help improve Akuna's performance and execution. In this role you will:Gain deep knowledge of numerous worldwide exchanges, including their features, connectivity, and messagingAnalyze and model market and competitor behavior and market impactHelp identify, design, backtest, and optimize low latency strategies using big dataBuild metrics to evaluate strategy execution and perform post trade analysisWork with traders and developers to identify and incorporate new signals into our trading strategiesIdentify and implement infrastructure improvements to minimize overall latency and maximize performanceQualities that make great candidates:
BS/MS/PhD degree in a technical field - Engineering, Computer Science, Math, Physics, or similarSubstantial programming skills in Python (C++ or Java are a plus)Experience working with large datasets, especially tick dataExperience working with and analyzing low latency trading strategiesKnowledge of networking and low latency networking techniques a plusKnowledge of statistical modeling and time series analysis a plusThe ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role
In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want all groups to feel empowered to apply, even if you don't meet every qualification. We welcome your application and encourage you to take the first steps toward your future with us!
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 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 London.
What you'll do as a Quantitative Researcher at Akuna:
Akuna's Quantitative Trading and Research team is looking to add Quant Researchers to a team of mathematicians, statisticians, and technologists. This team creates trading strategies scientifically by combining its quantitative expertise with sophisticated understanding of derivatives and financial markets. We are looking for talented researchers who can help improve Akuna's performance and execution. In this role you will:Gain deep knowledge of numerous worldwide exchanges, including their features, connectivity, and messagingAnalyze and model market and competitor behavior and market impactHelp identify, design, backtest, and optimize low latency strategies using big dataBuild metrics to evaluate strategy execution and perform post trade analysisWork with traders and developers to identify and incorporate new signals into our trading strategiesIdentify and implement infrastructure improvements to minimize overall latency and maximize performanceQualities that make great candidates:
BS/MS/PhD degree in a technical field - Engineering, Computer Science, Math, Physics, or similarSubstantial programming skills in Python (C++ or Java are a plus)Experience working with large datasets, especially tick dataExperience working with and analyzing low latency trading strategiesKnowledge of networking and low latency networking techniques a plusKnowledge of statistical modeling and time series analysis a plusThe ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role
In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want all groups to feel empowered to apply, even if you don't meet every qualification. We welcome your application and encourage you to take the first steps toward your future with us!