Experienced Trader
DV TradingFull Time
Junior (1 to 2 years)
Candidates should possess excellent C++ skills on a Linux platform, preferably with experience in low-latency programming, and experience in designing, implementing electronic algorithmic trading systems for execution, market making, or high-frequency trading. Strong knowledge of market microstructure and experience with market data (L1/2/3) for cash equity or other markets is required, along with experience in predictive signal research and/or implementation. Familiarity with Python and databases is also necessary.
The Execution Algorithm Developer will be responsible for leading, building, and maintaining the algorithm and SOR frameworks, including short-term predictive models that drive WorldQuant’s investment process. They will optimize trading efficiency across various cash and derivative products, further improving the architecture of WorldQuant’s execution platform and contributing to the development of innovative infrastructure.
Quantitative asset management using algorithms
WorldQuant is a quantitative asset management firm that focuses on managing investments for institutional clients like pension funds and sovereign wealth funds. The firm uses data and predictive algorithms to analyze financial markets and identify investment opportunities. Its approach involves algorithmic trading, where mathematical models guide investment decisions. Unlike many competitors, WorldQuant encourages a culture of experimentation and innovation among its employees, allowing everyone to contribute ideas regardless of their position. The company's goal is to generate returns for its clients while maintaining a commitment to equal opportunity in the workplace.