Mako
,
London, Greater London
Quantitative Researcher
Overview
Job Description
About Mako Mako is a leading options market making and sales advisory firm with a global trading footprint. We have been at the evolutionary forefront of options market making for 20 years, from the open outcry of traditional trading pits to the screen trading and automated algorithmic execution strategies that form the future of the industry. From offices in London, Amsterdam, Singapore, Sydney, Hong Kong and Chicago Mako offers best in class liquidity solutions across Equities, Fixed Income, Commodities and FX derivatives markets and pride ourselves on our entrepreneurial, collaborative and philanthropic culture. About the Role The role's key responsibilities include conducting research and statistical analysis to build and refine trading signals and strategies utilizing historical datasets. You manage all aspects of research process, including methodology selection, model prototyping and backtesting. You will have a lot of freedom in pursuing research directions, but will be expected to contribute to the continuous improvement of the teams research output and methodology. The role requires close collaboration with senior traders and communication skills and business acumen are important. Requirements * PhD/ Masters in Statistics/Quantitative Economics/Mathematical Finance * Solid foundation in probability, optimization. * Coding experience with Python and knowledge of OO programming principles * Experience working with (large) empirical datasets * Self-driven, "getting this done" attitude * Data Science and Machine Learning experience