Quant- Market Microstructure / Low-Latency Strategies

Chicago, IL

About Akuna:

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully we design and implement our own low latency technologies, trading strategies and mathematical models.

Our Founding Partners, including Akuna's CEO Andrew Killion, first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, and Boston.

What you’ll do as a Quantitative Researcher at Akuna:

Akuna’s Quantitative Trading and Research team is looking to add Quant Researchers to a team of mathematicians, statisticians and technologists. This team creates trading strategies scientifically by combining its quantitative expertise with sophisticated understanding of derivatives and financial markets.

We are looking for talented researchers who can help improve Akuna’s performance and execution. In this role you will:

  • Gain deep knowledge of numerous worldwide exchanges, including their features, connectivity and messaging
  • Analyze and model market and competitor behavior and market impact
  • Help identify, design, backtest and optimize low latency strategies using big data
  • Build metrics to evaluate strategy execution and perform post trade analysis
  • Work with traders and developers to identify and incorporate new signals into our trading strategies
  • Identify and implement infrastructure improvements to minimize overall latency and maximize performance

Qualities that make great candidates:

  • BS/MS/PhD degree in a technical field – Engineering, Computer Science, Math, Physics, or similar
  • Substantial programming skills in Python (C++ or Java are a plus)
  • Experience working with large datasets, especially tick data
  • Experience working with and analyzing low latency trading strategies
  • Knowledge of networking and low latency networking techniques a plus
  • Knowledge of statistical modeling and time series analysis a plus

Remote opportunities are available and reviewed on a case-by-case basis. Please note your preference in the application.

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