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» Location » Chennai – India

Applied Statistician/ Data Analyst

Job Description:

Deep Valueis looking for a applied statistician/ Data Analyst to be part of our statistical research team that works on high frequency data and helps develop trading algorithms. A trading algorithm is a sophisticated synthesis of complex  statistics and good software to ensure optimal execution at the various US market centers (NYSE, Nasdaq etc.) Our trading strategies are heavily instrumented, with automation watching automation. If you are interested in analyzing ultra high frequency trading data to capture patterns; tuning statistically camouflaged trading algorithms that trade billions of dollars, then this may well be the role for you.
Essential Functions:

1. Understand, after some effort per paper, good portions literature in microstructure finance.
2. Handle a steady stream of well-specified projects interrogating the data involving time series analysis, stat inference with linear models, possibly basic econometric concepts as well.
3. Writing automated statistics based tests for trading strategies to understand their high speed actions in a fine grained way.

Desired Qualifications:

1. Masters degree in finance/applied statistics from a top university
2. Hands on Years of years experience
3. Candidates should typically have been in the top 10% of their peer group at their current and prior employers.
4. Prior experience with large numerical datasets
5. Eye for detail at every level
6. Must be hands-on, and be ok with small team sizes (6-10 people) and working in a non-hierarchical fashion and in an individual contributor role.
7. Good english speaking skills, and be able to communicate and understand complex ideas easily.

Work timings:

Once a week, you will be requested to arrive later to work and stay till an hour past when US stock markets close.  That translates to your day ending at 2:30 a.m. IST (when US Daylight Savings Time is in effect) or 3:30 a.m. IST.   On other days of the week, work hours are between 2 p.m. and 11:30 p.m. IST.

Plusses :
1. Knowledge of R Project.

January 31 2012 · Filed in:

Database Administrator

Job description

Deep Value is looking for a MySQL Database Administrator to join our Systems team to help drive our trading technology to the next level. You will analyze, fine tune and suggest changes to our production databases and associated queries. These databases are used in our high-frequency trading system, where we are pushing MySQL to reduce transaction time and handle large data volumes. You will need to assist in creating tools to pro-actively monitor our various databases and keep the state of the database across geographically distributed locations in sync with our centralized data stores. If your idea of interesting is fine-tuning complex queries to ensure optimized index allocation for both fast inserts and quick retrieval of data, then this may well be the role for you. You will be working with top architects in a global development team to design and implement core data-oriented solutions for our grid trading platform.

Essential Functions

  1. Analyse queries and suggest changes to improve performance.
  2. Manage multiple database at multiple datacenters, ensuring replication and backups are working optimally.
  3. Designing frameworks to allow smooth rollout of database changes on version upgrades.
  4. Manage MySQL replication.

Qualifications

  1. In-depth experience with MySQL including Innodb database engine.
  2. Computer Science degree from a top university
  3. 2+ years experience as a MySQL administrator.
  4. Passion for writing clean, re-usable software
  5. Eye for detail at every level

 

Assets

  1. Knowledge of Java, C++ or C.
  2. Financial industry experience.

November 7 2011 · Filed in:

Senior Developer / Trading Algorithms

Job Description

Deep Value is looking for two Senior Developers / Trading Algorithms to help take on the challenge of implementing the trading algorithms developed in-conjunction with our statistical research team. Any trading algorithm is a sophisticated synthesis of complex statistics and computer-know-how to ensure optimal execution at the various US market centers (NYSE, Nasdaq etc.). We are looking for a multi-disciplinary developer with a deep knowledge of what constitutes good design, as well as a solid understanding of statistics. If your idea of an interesting career is writing a trading algorithm that watches the standard deviation of the bid/ask spread in 16 US market places, doing real-time analysis of fast-moving Level2 data to place split-second order in the market, then this may well be the role for you. You will be working with top architects and statisticians in a global development team to design and implement core algorithmic trading logic.

 

Essential Functions

  1. Designing and implementing trading algorithms within Deep Values clustered grid engine.
  2. Debugging and proposing fixes for complex trading interactions that may have run into problems.
  3. Interacting with our architecture design team to ensure that they are building the underlying architecture that the trading team requires.
  4. Interacting with Research to fully understand and implement trading logic, including proposing how we can best make use of the technology at our disposal

 

Qualifications

  1. Computer Science degree from a top university
  2. 3 – 8 years experience in core Java
  3. Passion for writing clean, re-usable software
  4. Good knowledge of basic statistics
  5. Eye for detail at every level

 

Assets

  1. Knowledge of US Equity Markets
  2. Knowledge of the FIX protocol

November 7 2011 · Filed in: