Quantitative Trader

About OdysseanWith over 50 years of combined investment management experience including risk management, program trading, and operations at the largest Wall Street firms, Odyssean brings deep understanding of exchange idiosyncrasies and market microstructure to digital asset and derivatives venues.  Our quantitative and systematic approaches capture low-latency opportunities at scale, across digital asset and derivative markets, within a market-neutral mandate that ensures superior risk-adjusted alpha generation.

Job Description
Odyssean is looking for a Quantitative Trader to join our team. This role will be responsible for the full life-cycle of quantitative strategy development including idea generation using deep knowledge of market microstructure, mathematical finance, and arbitrage principles. The ideal candidate is results-driven and willing to accept new challenges on the job. 

 

Primary responsibilities include:

-Statistical and quantitative modelling of trades and strategies to identify profitable new opportunities and maximize existing ones.
-Consume and analyze large datasets to model statistical relationships -between instruments and suggest profitable trading opportunities.
-Perform financial analysis of trades to fully understand drivers of PnL.
 
Additional Responsibilities: 
- Research and back-test in Python using high frequency data sets and mathematical/statistical models.
- Implementation in a low latency technology stack. 
- Monitor strategy risk and behavior and provide feedback to developers on areas for improvement.
- Perform post-trade validation in Python comparing realized vs simulated outcomes.
- Collaborate with software developers to translate mathematical models and trading logic into production quality code.
- Provide specifications for desired logic, performing code reviews, providing feedback on code design and computation efficiency, and prioritizing project deliverables. Perform quality assurance on newly developed trading software by examining logs and verifying the correct behavior of exchange bound orders.
- Build and maintain research and back-testing infrastructure in Python by utilizing open source and in-house APIs. Manage risk and PnL of trading strategies. 

Required Qualifications:
- Must have experience with risk management and hedging tools. Must have demonstrated ability to generate novel trading signals based on large-scale statistical analyses. Experience with exchange protocols a must, with Dark Pools a plus.
- A degree in a quantitative field such as Engineering, Applied Mathematics, Physics, or Software Engineering.
- Very strong programming skills in SQL.
- Good knowledge of Probability, Numerical Analysis, Stochastic Calculus, Approximation theory, and Partial Differential Equations.
- Must have experience working with huge datasets in Python, R, or equivalent scripting language. 
- Knowledge of cryptocurrencies and digital wallets. Practical experience in and knowledge of decentralized finance products and venues a plus.
- Excellent written and spoken English.

 

Compensation is a combination of equity and profit sharing.

 

This role is location independent. Odyssean cannot, at this time, sponsor a U.S. work visa, and thus candidates intending to work from the U.S. must have residency status there.

To apply, please submit your resume along with a cover letter to careers@odyssean.fund. Cover letter should not exceed 500 words.

Applications sent via this website/forms will not be considered.

To apply please, submit your resume along with a cover letter to careers@odyssean.fund. Cover letter should not exceed 500 words. 

Odyssean Management Limited, a limited company incorporated in the British Virgin Islands, is approved as an investment manager by the British Virgin Islands Financial Services Commission (Certificate No. IBR/AIM/18/0257).

This website is not an offer to sell securities of any investment fund or a solicitation of offers to buy any such securities. Securities of The Odyssean Arbitrage Fund (the “Fund”) managed by Odyssean Management Limited (the “Investment Manager”) are offered to selected investors only by means of a complete offering memorandum and related subscription materials which contain significant additional information about the terms of an investment in the Fund (such documents, the “Offering Documents”). Any decision to invest must be based solely upon the information set forth in the Offering Documents, regardless of any information investors may have accessed, including this website.