Algorithmic Trader (Options Quant) (copy)
Presto Labs is a quantitative trading firm based in Singapore, with a focus on building automated trading systems driven by data-driven quantitative analysis to achieve consistent investment returns. The engineering teams at Presto Labs specialize in creating algorithmic decision processes to navigate the complexities of today's financial markets.
As a member of the team, you will be responsible for developing and enhancing the automated trading system and strategies, utilizing quantitative analysis techniques. This involves analyzing a wide range of financial data, from market microstructure data to macroeconomic news, to generate trading signals. The trading system executes trades with precision in a low-latency environment.
You will be required to conceptualize trading ideas derived from data, implement them, and develop tools for managing these strategies. Collaboration with top-class quantitative engineers and traders at Presto Labs will offer exposure to cutting-edge technologies in the industry.
Responsibilities:
- Hold a Bachelor's degree or higher in a scientific or engineering field.
- Possess strong programming skills in C++ and Python.
- Experience and comprehension of basic options terminology and pricing, including options greeks.
Qualifications:
- Hold a Bachelor's degree or higher in a scientific or engineering field.
- Possess strong programming skills in C++ and Python.
- Familiarity with basic options terminology and pricing, such as options greeks.
Preferred:
- Knowledge of advanced options dynamics like vol smiles, vol surfaces, and vol-spot dynamics.
Hiring Process:
- Submit CV/Resume
- Complete Online Coding Test
- Attend 1st Technical Interview
- Participate in 2nd Technical Interview
- Final Interview with Hiring Manager or C-level executive
