Patronus Research LLP is a quantitative trading firm that is steering financial markets with advanced technologies. We are looking to hire “Quantitative Developers” to work with us on the cutting edge of financial technologies. 

ROLES AND RESPONSIBILITIES

» Design, implementation, test, integration, and delivery of Low latency trading systems.

» Work on the latest hardware to further reduce latency (Latest network card and its features, latest processor architecture, and OS.

» Design our in–housetrading applications which are robust and extremely fast.

» Identify innovative solutions to complex problems and advocate for their implementation by communicating your ideas clearly and concisely.

» Detailed study of memory profile of the software to figure out how to further reduce cache misses or further optimize data structures being used.

» Work on strategy development which would include working on large data sets and machine learning concepts.

» End-to-end responsibility of the full product lifecycle.

» Assist in recruitment and undertake any other activity as reasonably requested by management. 

» Identify innovative solutions to complex problems and advocate for their implementation by communicating your ideas clearly and concisely.

» Explore Market Microstructureto find trading signals and opportunities: We expect you to study market data and build predictive models. Such models explore order flow which is an essential part of market microstructure study.

» Help in improving existing trading strategies: We are already running multiple strategies in Indian exchanges and other trading venues across the world. We expect you to help the desk in improving these existing strategies.

» Back-testing Ideas: We expect you to back test ideas for latency, PnL and other metrics.

» Undertake any other activity as reasonably requested by management. 

SKILLS REQUIREMENTS

» Strong Knowledge in developing high-performance, multi-threaded applications using C++.

» Programming: We save gigabytes of data every day from various exchanges. To analyze this data and find pattern and to back test your ideas, once must be conversant with either Python or R or C++

» A strong understanding of software design patterns, data structures, algorithms, and best practices.

» Expert knowledge of scripting languages such as Perl, Python, and UNIX shell.

» Analytical Ability: You must be able to logically think about problems and find efficient solutions.

» Statistics: Modeling data is the most important part of the job. To make sense of what is going on, knowledge of statistics is mandatory.

» Exposure to network programming (TCP/IP), computational intelligence, and real‐time programming.

» Linux: A lot of what we do is done on Linux systems so at least a working knowledge of Linux is essential

» Machine Learning / AI Techniques.

EDUCATIONAL BACKGROUND

» Candidate should have a minimum, a bachelor’s degree in Mathematics & computing, Computer Science, or EE from a reputable and cream university/institution

» Exposure to trading is desirable and experience working in an HFT firm is preferable

» A background or interest in building large-scale, real-time, and distributed applications is desired.

PERKS

In addition to an outstanding and organic work environment with rapid advancement potential, we offer benefits, including:

» Competitive compensation to the right candidates.

» Annual bonuses based on performance to full-time employees.

» Limitless growth and learning opportunities.

» Fully stocked Pantry.

» Company sponsored annual trip.

» Insurance coverage including parents of employees.