We are hiring!

We are growing and looking for a Quantitative Researcher/Developer to join us!

Position Overview:
We are seeking a talented and motivated Quantitative Researcher/Developer to join our team. This role offers an exciting opportunity to engage in the research, development, and implementation of advanced quantitative trading strategies. The ideal candidate will possess a strong background in quantitative finance, physics, machine learning, and programming, with a keen interest in financial markets and a drive to deliver impactful results.
Key Responsibilities:
• Strategy Development: Design and develop quantitative trading strategies using statistical analysis, machine learning, and mathematical modeling to capitalize on market inefficiencies.
• Data Analysis: Conduct in-depth analysis of large datasets to identify patterns and insights that inform trading decisions and strategy enhancements.
• Machine Learning Integration: Implement machine learning algorithms to enhance predictive models and improve trading performance across various asset classes.
• Risk Management: Develop and implement robust risk management frameworks to ensure strategies are aligned with the fund's risk tolerance and investment objectives.
• Back testing and Simulation: Perform rigorous back testing and simulation of strategies to evaluate their historical performance and optimize parameters for future deployment.
• Technology Integration: Collaborate with the technology team to integrate strategies into the trading platform, ensuring seamless execution and monitoring.
• Continuous Improvement: Stay updated with the latest research and trends in quantitative finance, continuously seeking opportunities to enhance strategies and methodologies.
Qualifications:
• Educational Background: Master's or Ph.D. in Physics, Quantitative Finance, Financial Engineering, Mathematics, Computer Science, or a related field.
• Experience: Proven experience in quantitative research and strategy development within a hedge fund or financial institution.
Technical Skills:
• Proficiency in programming languages such as Python, C++, or R.
• Strong knowledge of machine learning frameworks (e.g., TensorFlow, PyTorch).
• Experience with statistical analysis and financial modelling.
• Analytical Skills: Excellent quantitative and analytical skills with the ability to interpret complex financial data and market trends.
• Problem-Solving Ability: Strong critical thinking and problem-solving skills, with the creativity to develop innovative solutions.
• Team Player: Excellent communication and collaboration skills, with the ability to work effectively within a diverse team.
Application Process:
If you are passionate about quantitative finance and eager to make a significant impact in the industry, we invite you to apply for the Quantitative Researcher/Developer position at BlackShip Capital. Please submit your resume and a cover letter detailing your relevant experience and interest in the role.