Akuna Capital is a young and booming 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 Junior Quantitative Developer on the Quant Trading & Research team at Akuna:
Financial markets are complex and competitive and require sharp, creative minds to find insights. Quantitative Developers on our Data Analysis teams are responsible for leading the effort to find the insights that differentiate us from our competition. Finding these insights is a difficult task that requires enthusiastic problem solving and a willingness to challenge our current thinking. Along the way, our Quantitative Developers apply the latest techniques to identify insights and deliver high quality code, tools and visualizations used throughout our organization.
The successful candidate will have a strong programming background, familiarity with mathematical techniques and the fluency to leverage both skills to produce trading solutions and high-performance production code. In this role you will:
Design and develop production code of trading strategies: pricing models, execution logic and performance optimization along with researchers, traders and system engineers
Analyze and incorporate market signals in our trading systems
Advance existing codebase and propose new solutions and improvements
Requirements for this role:
BS/MS/PhD degree in a technical field – Engineering, Computer Science, Math, Physics (or related subject) must be completed upon employment
Strong Python or C++ programming background
Experience in object-oriented programming
Exposure to linear algebra and introductory statistics
Desire and ability to learn the intricacies of financial markets
Legal authorization to work in the U.S. is required on the first day of employment including F-1 students using OPT or STEM
Qualities that make great candidates:
Experience with generic and/or parallel programming
Deeper understanding of any of the following fields: Linear Algebra, Numerical Methods, Statistics, Optimization, Signal Processing, Computer Architecture, Machine Learning, Heterogeneous/High Performance computing
Exposure to financial markets and trading