Design and execute systematic trading strategies across equities, derivatives and digital assets. You'll work directly with quantitative researchers and engineers to take signals from idea to live capital, owning P&L from day one.
What you'll do
- Develop, backtest and deploy systematic trading strategies across multiple asset classes
- Manage live portfolio risk and execution, optimising for alpha after costs
- Collaborate with quantitative researchers to identify new signal sources and refine existing models
- Build and maintain real-time dashboards for position monitoring and risk attribution
- Contribute to the design of execution algorithms and market microstructure research
What we're looking for
- Degree in mathematics, physics, computer science, engineering or a quantitative discipline
- Demonstrated track record in systematic or quantitative trading (personal or professional)
- Strong programming skills, Python is the baseline; C++ or Rust is a plus
- Deep understanding of probability, statistics and stochastic processes
- Experience with order book dynamics, market microstructure or derivatives pricing
- Comfort with ambiguity: we value independent thinkers who ship, not people who wait for specs
Every application is read by a human, and every applicant gets an answer. Questions before applying? Write to careers@optilic.com.