About Akuna
Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions and automation. We specialise 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. At Akuna we have a flat structure, where the best idea wins.
Our Founding Partners, including 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 Shanghai, Sydney, Singapore and London.
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 work alongside researchers, traders, and system engineers to develop software that incorporates vast amounts of data to drive sophisticated strategies, capturing market opportunities before our competition. The successful candidate will have a strong programming background to produce trading solutions and high-performance production code. In this role you will:
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Design and develop production code of trading strategies: pricing models, execution logic and performance optimization
Develop and improve data and research pipeline
Advance existing codebase and propose new solutions and improvements
Requirements for this role
3+ years of experience developing performant, scalable applications in modern C++
BS/MS/PhD degree in Computer Science, Engineering, Math, or equivalent
Experience using data to drive decision-making
Desire and ability to learn the intricacies of financial markets
Willing to prepare and take English technical interviews
Qualities that make great candidates
Solid understanding of multi-threaded/multi-core programming paradigms
Experience with high frequency trading system
Deeper understanding of any of the following fields: Linear Algebra, Numerical Methods, Statistics, Optimization, Signal Processing, Computer Architecture, Machine Learning, Heterogeneous/High Performance computing
The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role
Passion towards financial markets and trading
