With 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, pricing drivers, and market microstructure to digital asset and derivatives venues. Our flagship, The Odyssean Arbitrage Fund, generates alpha returns through quantitative and systematic approaches to identify and capture opportunities and inefficiencies, at scale, across the digital asset and derivative markets.
Odyssean is looking for a Quantitative Traderto 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.
- 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.
- 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.
Job Type: Full-time
- Paid time off
- Flexible schedule