We research large datasets to generate predictions and develop software to efficiently communicate with exchanges.
Our competitive advantage lies at the intersection of data science, technology, people, and deep business expertise. We turn data into action and win by making better and faster decisions than our competitors. A passion for technology, problem-solving, and optimization is critical to what we do.
Open positions
IRQ is a small and highly productive team of researchers and engineers. We are a Linux shop with a codebase written primarily in C++. We also use Verilog, C#, Python and R.
In IRQ, you will be encouraged to voice your opinion, ask questions, and suggest solutions. Everyone is expected to contribute to the overall success of the organization.
Design, test and implement trading algorithms that capitalize on market inefficiencies
Research large datasets to uncover trading opportunities
Use statistical and machine learning techniques to inform and enhance trading strategies
Help colleagues to develop, augment and calibrate exchange simulator
Create new research tools and contribute to existing libraries
Work closely with developers, traders and other researchers to refine algorithms, improve system performance and deploy models in live trading environments
Desirable Candidates
Bachelors, Masters or PhD degree in Mathematics, Statistics, Computer Science or equivalent STEM degree
Excellent research, analytical and modeling skills
Strong experience with Python
Good experience with C++
Experience with development in a Linux environment
Experience with statistical analysis, numerical programming, machine learning
Bonus points
Experience in quantitative trading
Experience manipulating a large amount of data / tick data
Experience dealing with machine learning models in production