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Design, deploy, and optimise ultra-low-latency trading strategies across futures and related products. Monetise predictive models via execution logic, market access, and routing. Expand instrument universes, monitor live strategies, diagnose performance drift, perform PnL attribution and microstructure analysis, and collaborate with researchers and engineers to productionise models while controlling risk and minimising transaction costs.

Develop ultra-low-latency trading engines and maintain market data handlers using C++. Collaborate on projects end-to-end in a fast-paced trading environment.

The role involves designing pricing models for options, developing execution algorithms, and enhancing risk analytics within a high-frequency trading environment.

The role involves converting Python research models into C++ for high-performance trading systems, backtesting, and collaborating with research teams to enhance trading strategies.

Role involves monetising alpha through execution strategies in futures markets, developing execution logic, collaborating on research, and monitoring strategies' performance.