- Research, design, and prototype quantitative models for pricing, risk management, and market making.
- Build and maintain backtesting frameworks to validate model performance and safety before production deployment.
- Write mathematical and algorithmic specifications for Backend Engineers in the Trading Core squads.
- Work cross-functionally with the R&D and Trading Ops teams.
- Conduct post-incident investigations after market gaps or liquidations to identify and optimize algorithm performance gaps.
PythonSQLMachine Learning+3 more