Job openings

Founded in 1971, Dolat Capital is a technology-driven quantitative trading firm, dedicated to producing high returns using mathematical and statistical techniques. The Quantitative Trading team at Dolat Capital focuses on quantitative trading, specifically fully automated trading systems. We have a group of bright quantitative researchers, analysts and traders from various scientific disciplines who have built an array of analytical tools, to help us design, develop and run our quantitative strategies in financial markets.

We are looking for an energetic, enthusiastic, creative thinker who is competitive and driven with a passion for automated trading and the financial markets. Work will include; detailed understanding of existing and development of new execution/market making algorithms, using analytical tools to understand the market microstructure and order data. One would also perform a latency analysis to evaluate strategy performance. The ideal candidate is a confident decision-maker who assumes responsibility from idea generation to implementation of their process. You will work closely with experienced traders, software engineers and quantitative researchers to develop and improve trading strategies. You will gain exposure to multiple asset classes through hands-on trading experience and data analysis. You will focus on managing the execution of various models, strategies and risk of trading strategies. Individual discovery and collaboration with fellow team members are encouraged to develop your understanding of market behaviour.

Responsibilities

• Creating a suite of execution/market making algorithms using various prediction models and alphas.
• Take responsibility of running their algorithms optimally in the production environment.
• Monitoring PnL and making adjustments to parameters of trading strategies.
• Improving execution/market making logics and automating various strategy logics.
• Preparation of daily P&L, exposure and risk reports.
• Assist in the development of various analytical tools
• Evaluate various forecasting models using statistical measures
• Researching potential trading ideas and helping to devise new trading strategies.
• Tackle operational challenges, ensuring our automated trading systems are continuously operating at maximum performance.
• Investigate the potential application of existing strategies to other asset classes/products
• Perform post-trade analysis of strategies including position and PnL reconciliation
• Provide valuable insight into various trading teams and firm-wide research initiatives

Skills You’ll Need:

• A bachelor’s or master’s degree in mathematics, statistics, engineering, computer science or related field
• Strong quantitative, analytical and problem-solving skills, and ability to deploy these skills in tighter time constraints
• Is self-motivated enjoys challenges and has an ability to successfully manage multiple tasks in a fast-paced environment
• Familiar with C++ and python programming
• Interested in analyzing large data sets using knowledge of probability and statistics
• Can communicate effectively your perspectives on trading strategies and risk in a concise manner to the team
• Understanding of Linux admin and shell scripting would be a benefit
• Familiarity with the automated trading environment would be a benefit

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Founded in 1971, Dolat Capital is a multi-strategy quantitative trading firm, dedicated to producing high returns using mathematical and statistical techniques. We trade actively in various asset classes using our ultra-low latency trading infrastructure.

At Dolat, quantitative research is the foundation for our trading strategies.  We conduct a quantitative analysis of market data to uncover relationships and identify historical trends for exploiting anomalies in the market.  Our quantitative research team develops mathematical and statistical models, based on historical data, to represent markets and behavioural patterns.

As a Quantitative Researcher, you will develop mathematical models using statistical methods to build fully automated trading systems & strategies. Our research team collaborates on idea generation, strategy development, and encourages independent exploration of novel ideas.

We have a group of bright quantitative researchers and analysts from various scientific disciplines who have built an array of analytical tools, to help us design, develop and run our quantitative strategies in financial markets.

We are seeking equally empirical and imaginative thinker to join our team.

Role & Responsibility

• Contributing to original research on quantitative indicators/models that drive the construction of high-frequency trading strategies, that we trade in production
• Developing trading strategies, from idea generation and data collection to analysis and model creation
• Extract predictive signals from financial data through statistical analysis methods
• Assist software developers to translate research strategies into production software
• Optimize the order execution and risk management of our trading system
• Analyze a large amount of data and develop prediction algorithms/regression models and implement them in C++, R, Matlab and python environments
• Formulate and apply mathematical modelling techniques to enhance existing trading strategies and perform innovative new research with the goal of identifying and capturing trading opportunities
• Automate human-decision based trading strategies; prototype algorithmic trades from trading ideas
• Applying analytical and simulation techniques to analyze model performance

 Must Haves

• A strong academic record with a preference for a master’s/PhD degree in a quantitative discipline – computer science, mathematics, physics, statistics, or a related discipline
• A demonstrated capacity to do first-class research & experience in tackling in-depth research projects.
• Strong computer programming skills and experience working with data.
• Understanding in at least some of the following areas: time-series analysis, statistical estimation, Bayesian techniques, scenario analysis, numerical optimization and optimal control.
• A curiosity for model development and experience handling large data sets
• Strong problem-solving and statistics skills
• The proactive ability to take the lead on assignments and deliver practical research results in a timely manner
• Can advocate for your beliefs in a concise and effective way with the team
• Creativity, solid analytical skills and attention to detail.
• The ability to communicate complex ideas clearly.

Apply Now

Founded in 1971, Dolat Capital is a multi-strategy quantitative trading firm, dedicated to producing higher returns using mathematical and statistical techniques. We trade actively in various asset classes using our ultra-low latency trading infrastructure. Dolat Capital focuses on quantitative trading, specifically fully automated trading systems. We have a group of bright quantitative researchers, analysts and traders from various scientific disciplines who have built an array of analytical tools and a high-performance trading infrastructure, to help us design, develop and run our quantitative strategies in financial markets.

Dolat Capital is always in search of experienced quantitative traders with proven track records of success and niche expertise to join our team. Dolat is seeking individuals with a strong entrepreneurial spirit, exceptional quantitative aptitude, and strong analytical skills to implement successful quantitative trading strategies.

We highly value, consistent profitability of trading strategies. We are looking for candidates with strong verifiable trading track records for the past 1-3 plus years. Candidates must have a demonstrable track record of quantitative model profitability with actual trades and not just back-tested data. Traders with backgrounds in intra-day high frequency automated trading are especially encouraged to apply. We are interested in the profitable experience regardless of the current trading system. We can help enhance your performance through advanced low latency technology, access to larger risk-tolerant capital, and a strong simulation and automated learning environment.

We offer a dynamic, fast-paced, meritocratic environment with a flat hierarchy and because of our philosophy of rewarding outstanding performance based on merit rather than tenure; we have attracted a lot of brilliant people.

Qualifications

• Graduate or undergraduate degree in Mathematics, Physics or Engineering
• 1 -3+ years working experience of high volume trading, managing risk, and dealing with the operational issues associated with short-term quantitative trading strategies.
• 1 -3+ years of experience in generating or implementing short-term trading alphas into production trading strategies.
• Proven ability to develop new, profitable trading strategies
• A strategy that is currently and consistently profitable, we’re open to all markets
• Excellent Return on Capital (ROC)
• A proven track record (not just back-test data)
• Proven risk management skills and ability to manage trading within a given set of risk parameters
• Preference to those with the ability to do light programming work using multi-dimensional arrays, nested loops, complex conditionals and simple file I/O
• Strong mathematical aptitude
• Has demonstrated the ability to use sound judgment while trading
• Experience at a quantitative trading firm, hedge fund or a bank

Apply Now