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2023-05-23

Quantitative Developer - Pricing & Analytics Infrastructure

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Akuna Capital
Quantitative Developer - Pricing & Analytics Infrastructure
Chicago, US
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Job Description

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 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, London, and Boston.

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

Akuna’s Pricing & Analytics Infrastructure team builds the foundations for trading by combining quantitative expertise with our advanced coding framework. We are looking for an exceptional candidate who can combine optimization and refactoring of existing code with design and implementation of new methods.

The successful candidate will have strong mathematical skills, familiarity with programming (including C++), and the fluency to leverage both skills to produce trading solutions and high-performance production code. In this role, you will:

  • Build the frameworks for future quantitative library development at Akuna
  • Extend and improve our existing high-performance pricing libraries
  • Collaborate with Trading and Data teams to deliver tactical quantitative solutions

Qualities that make great candidates:

  • 2+ years of professional work experience developing software applications in C++
  • MS/PhD degree in a technical field – Engineering, Computer Science, Math, Physics, or similar
  • Problem-solving skills in a range of mathematical subjects
  • Experience with numerical methods
  • Exposure to and/or the desire and ability to learn the intricacies of financial markets and trading
  • Deeper understanding of any of the following fields: Linear Algebra, Statistics, Optimization, Metaprogramming, Cross-language Programming, GPU Programming
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