COMPANY DESCRIPTION

Axion Group, LLC is a global multi-manager platform investing capital with Internal and Partner portfolio managers, exclusively in quantitative trading strategies. Over the last 15 years, we have capitalized on inefficiencies and opportunities within the markets. We have developed and invested heavily in proprietary technology and infrastructure, and our portfolio exposure has expanded across multiple asset classes.

RESPONSIBILITIES

· Research, design, develop, and back-test execution strategies using advanced statistical learning.

· Write, test, and deploy production-quality execution algos.

QUALIFICATIONS

· At least two years of quant execution research experience in a market making team

· Proficiency in machine learning and data mining techniques

Experience in analyzing flow data

Experience in high performance computing environment

Experience trading futures and cash markets (equities, crypto or spot FX)

Proficient in C++ and Python

Team oriented, fast-learning, attentive to detail, and high integrity

DESIRED EXPERIENCE

· Probability theory/statistics; stochastic processes;

· Optimization methods;

· Time-series tools to conduct predictive modeling of financial time-series data;

· Developing, testing, and deploying production-quality software into the firm’s production system based on the models developed;

· Tools and technologies including Linux, Git, C++, Python, and time series db

· Experience working with large data sets, and in distributed computing environments;

· Knowledge of q/kdb is a plus

EDUCATION

· PhD in Statistics, Mathematics, Physics, or equivalent.

LOCATION

· New York, or Remote dependent on skill set

COMPENSATION AND BENEFITS

· Base salary and discretionary bonus commensurate with experience.

Medical and dental benefits.

· 401K

· Casual and friendly work environment

Job Type: Full-time

Axion Group

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