Skills Required: This position requires three (3) years of experience with the following: Programming with Python, Java, or C++ and working with KDB/q and SQL to manipulate and aggregate large datasets; Conducting statistical and quantitative research on market and transaction data to understand trading algorithm performance, reduce execution costs, and translate quantitative insights into actionable strategies for technical and non-technical stakeholders using a combination of the following tools and technologies; Python, Java, Matplotlib, Plotly, SQL, Q, and Jupyter; Applying advanced quantitative techniques, including regression, time-series analysis, linear algebra, statistics, optimization, and algorithmic execution to support execution and trading model development and validation; Designing, developing, and deploying algorithmic trading solutions including automated limit order placement and automated execution for sending buy/sell trade requests and orders based on automatically produced signals for order execution across electronic trading instruments including Equities, Futures, FX, commodities and indices, with a focus on performance, scalability, and reliability; Building data pipelines and performing real-time analytics for performance tracking and risk monitoring using tools including Python and KDB/q; Utilizing experience in market microstructure, including central limit order book (CLOB) matching and multi-asset market-making infrastructure encompassing direct market access (DMA) and Financial Information Exchange (FIX) messaging to enable low-latency transmission of orders and market data. QUALIFICATIONS: Minimum education and experience required: Master''s degree in Computer Science, Computer Engineering, Mathematics, Quantitative Finance, Electrical and Computer Engineering, or related field of study plus 3 years of experience in the job offered or as E-Markets, Automated Trading Strategist, Product Engineer, Quantitative Analyst, or related occupation.