D1 Quantitative Researcher

About Akuna:

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions and automation. We specialise 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. At Akuna we have a flat structure, where the best idea wins.

Our Founding Partners, including 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, Singapore and London.

What you’ll do as a D1 Quantitative Researcher at Akuna:

Akuna’s Quantitative Trading and Research team is looking for an Experienced Delta One Quantitative Researcher to our team of mathematicians, statisticians, technologists and traders. The team leverages Akuna’s skill and expertise in pricing and execution to trade short and medium term D1 strategies across a range of derivative products and financial markets. We are looking for a talented quantitative researcher or quantitative trader with experience in identifying opportunities, developing signals and executing strategies in high or medium frequency Delta One space. In this role, you will:

• Develop alphas, signals and strategies to take advantage of opportunities in D1
• Use fundamentals, statistical methods, and/or machine learning to identify new tradable signals
• Design, backtest, and optimize strategies, using Akuna’s wealth of market data and backtesting infrastructure
• Deploy, validate and monitor trading leveraging Akuna’s in house infrastructure and execution expertise
• Identify risk factors, and optimize portfolio construction

Requirements:

• 3+ years of professional work experience researching or trading Delta One strategies with short to medium-term horizons – seconds to hours.
• A track record of success in identifying opportunities, creating signals, building and deploying strategies, and executing trades.
• A degree (BS, MS or PhD) in a technical field (Engineering, Maths, Physics, Computer Science, etc)
• Strong Python coding skills

Qualities that make great candidates:

• Experience working with tick-level market data, especially in APAC markets
• Understanding of the technical details of trading, or direct trading experience
• Strong drive to deliver results
• Collaboration, teamwork and excellent communication skills
• Hands-on experience working with classic mathematical models, and modern ML tools