Quantitative Development Internship - Data Analysis, Summer 2021
About Akuna:
Akuna Capital is a young and booming trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions and automation. We specialize 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.
Our Founding Partners, including Akuna's CEO 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 Sydney, Shanghai, and Boston.
What you’ll do as a Quantitative Development Intern on the Quant Trading & Research team at Akuna:
Financial markets are complex and competitive and require sharp, creative minds to find insights. Quantitative Developers on our Data Analysis teams are responsible for leading the effort to find the insights that differentiate us from our competition. Finding these insights is a difficult task that requires enthusiastic problem solving and a willingness to challenge our current thinking. Along the way, our Quantitative Developers apply the latest techniques to identify insights and deliver high quality code, tools and visualizations used throughout our organization.
The team is looking to add Quantitative Development Interns to our team for our 10-week internship Akunacademy who will make a direct and measurable impact on our trading decisions and performance. The successful candidate will have a strong programming background, familiarity with mathematical techniques and the fluency to leverage both skills to produce trading solutions and high-performance production code. In this role you will:
- Design and develop production code of trading strategies: pricing models, execution logic and performance optimization along with researchers, traders and system engineers
- Analyze and incorporate market signals in our trading systems
- Advance existing codebase and propose new solutions and improvements
Requirements for this role:
- Pursuing a BS/MS/PhD in a technical field – Engineering, Computer Science, Math, Physics (or related subject)
- Strong Python or C++ programming background
- Experience in object-oriented programming
- Exposure to linear algebra and introductory statistics
- Desire and ability to learn the intricacies of financial markets
- Legal authorization to work in the U.S. is required on the first day of employment including F-1 students using CPT, OPT or STEM
- Must graduate by August 2022
Qualities that make great candidates:
- Experience with generic and/or parallel programming
- Deeper understanding of any of the following fields: Linear Algebra, Numerical Methods, Statistics, Optimization, Signal Processing, Computer Architecture, Machine Learning, Heterogeneous/High Performance computing
- Exposure to financial markets and trading