Australia
Opportunity expired
About the Role:
This role presents an excellent opportunity for penultimate or final year students to get exposure to real world derivative pricing and quantitative finance methods. You will assist in performing cutting edge research on the most competitive markets, designing and analysing algorithms, exploring financial markets structure, and contributing to the continual evolution of our quantitative trading strategies. Your coding skills will be key in building and maintaining the tools necessary for us to be successful.
Key Responsibilities:
Knowledge & Skills Required:
Your Application must include:
Applications close: Friday 25th September 2020
My day to day role generally involves working on whatever task I am working on, this could involve writing C++ code, running tests, or doing some data analysis. Additionally there are some meetings sprinkled in throughout the day.
In the last week of quant rotation (month 6). I have been building backrests in python, as well implementing different features into our trading framework to alert changes to the trading environment.
Mainly alpha research
4.1
100 - 500 employees
Trading
Tibra is a world-class diversified trading firm, founded in 2006.
The company culture is very collaborative, with many people happy to chat to help you learn things or hear your ideas.
Very flexible with hours.
Work-life balance.
Getting to work on my problem-solving skills and being surrounded by a bunch of smart people where I am able to learn a lot from the people around me.
Free lunch. Massages. In-work hours activities. The office location is on the beach.
Pay is low compared to other companies in this field.
It seems like there are many areas of the business you can do. However, you will have to put in the time first to work your way up.
Working with older and slower systems can get frustrating, with systems either breaking or... slowing down work.
It is getting a little crowded.
No real commitment [to sustainability].