Quantitative Researcher

Quantitative Researcher with financial markets experience required in Rosebank. This role will play a pivotal role in developing and optimising market-making strategies for equities and equity derivatives, as well as leverage high-frequency data and advanced machine learning techniques to build sophisticated trading models and contribute to key projects, including expanding trading universe and enhancing algorithmic trading capabilities.

Main Responsibilities:

• Develop and enhance market-making algorithms for equities and equity derivatives.
• Conduct rigorous research and backtesting to refine existing models and create new ones.
• Analyse high-frequency trading data to identify valuable patterns and short-term trends.
• Implement machine learning models, including LSTMs and CNNs, for short-term price prediction.
• Collaborate with cross-functional teams to deploy models and trading indicators into live trading environments.
• Utilise cloud infrastructure (e.g., AWS) for efficient data processing and model training.
• Generate and analyse time-based and volume-based data samples to improve model performance.
• Ensure the robustness of models by carefully balancing in-sample and out-of-sample performance.
• Lead projects focused on expanding the stock universe, updating algorithms, and integrating new indicators.

Requirements:

• 5–7 years of experience in quantitative analysis, data science, or machine learning within financial markets.
• Proven experience working with complex financial systems.
• Deep understanding of equities, capital markets, derivatives, and market microstructure.
• Strong Python programming skills and proficiency in SQL.
• Hands-on experience with high-frequency trading data and time series analysis.
• Solid knowledge of machine learning models, particularly neural networks in financial forecasting.
• Experience working with large datasets and data normalisation techniques.
• Familiarity with visualisation tools and statistical analysis.
• Experience with ticketing and change management systems is a plus.
• 2+ years of experience working in or with hedge funds is highly desirable.
• Demonstrated experience in algorithmic trading and model deployment.
• Strong understanding of technical indicators in equity trading.
• Excellent problem-solving, communication, and collaboration skills.

Please note that by submitting your personal information to Deka Minas you free-willingly issue the business consent to make use of such data for the specific purpose of securing you either permanent or temporary employment. Our business makes use of a POPIA compliant database and you have the right to access, right to correction and right to deletion of your personal information.