Quantitative Researcher

3 weeks ago


Chicago, Illinois, United States Akuna Capital Full time
About Akuna Capital

Akuna Capital is a pioneering trading firm that excels in collaboration, cutting-edge technology, data-driven solutions, and automation. We specialize in providing liquidity as an options market-maker, offering competitive quotes that we are willing to both buy and sell. To achieve this, 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 on Our Delta One Team

Akuna's Quantitative Trading and Research team is seeking talented researchers to join a team of mathematicians, statisticians, and technologists. This team creates trading strategies scientifically by combining quantitative expertise with sophisticated understanding of derivatives and financial markets. We are looking for researchers who can help improve Akuna's performance and execution.

  • Gain deep knowledge of numerous worldwide exchanges, including their features, connectivity, and messaging.
  • Analyze and model market and competitor behavior and market impact.
  • Help identify, design, backtest, and optimize low-latency strategies using big data.
  • Build metrics to evaluate strategy execution and perform post-trade analysis.
  • Work with traders and developers to identify and incorporate new signals into our trading strategies.
  • Identify and implement infrastructure improvements to minimize overall latency and maximize performance.
Qualities That Make Great Candidates

We value candidates with the following qualifications:

  • BS/MS/PHD degree.
  • Substantial ability in programming languages (C++, Python, Rust, Haskell).
  • 3+ years of experience trading futures and/or equities at a proprietary trading firm.
  • Experience working with large datasets, especially tick-based time series data.
  • Strong statistical skills.
  • The 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.

We welcome candidates from diverse backgrounds and encourage them to apply, even if they don't meet every qualification. We want all candidates to feel empowered to take the first steps toward their future with us.



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