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, 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.
Akuna Sydney opened in early 2018 and is at the center of Akuna's Asian trading operations. Akuna's focus in Asia is currently trading HK, Korea, cryptocurrencies and US night markets and is looking to expand to trading on all major Asian exchanges. Employees will work together towards achieving Akuna's goals across all areas of the business, including trading and desk buildout, cutting-edge research and data analysis, strategy creation, and building ultra-low-latency trading systems that are tailored to local market conditions.
What you'll do as a Quantitative Developer on the Quant Trading & Research team at Akuna:
Akuna's Quantitative Trading and Research team creates trading strategies scientifically by combining its quantitative expertise with sophisticated understanding of derivatives and financial markets. The team is looking to add Quantitative Developers who will make a direct and measurable impact on our trading decisions and performance.
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
Qualities that make great candidates:
2+ years of professional work experience developing software applications in Python or C++
BS/MS/PhD degree in a technical field – Engineering, Computer Science, Math, Physics, or similar
Experience in object-oriented programming
Linear algebra and introductory statistics knowledge
Exposure to and/or the desire and ability to learn the intricacies of financial markets and trading
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