Description:

 

Founded in 2012, Altris manages a multi-strategy portfolio across several asset classes such as FX, Corporate and Government Bonds, Equities, ETFs, Listed and OTC Derivative products.

Acting as a Designated Market Maker at several major international exchanges, we are also one of the largest liquidity providers on most listed asset classes on the Tel Aviv Stock Exchange for over a decade. 

We put strong emphasis on diversification, technological infrastructure for best execution, quantitative as well as fundamental research and risk management.

We seek a skilled Quantitative Researcher to design and develop cutting-edge algorithmic trading models. This role will involve in-depth data analysis, statistical modeling, and backtesting of algorithms aimed at capturing market opportunities. The ideal candidate will have a deep understanding of quantitative methods, advanced programming skills, and a keen interest in applying these to financial markets.

Requirements:

 

• Ph.D. or Master’s degree in a quantitative field such as Mathematics, Physics, Computer Science, Engineering, or Statistics.

• 3-5 years of experience in quantitative research or model development, ideally within a hedge fund, proprietary trading firm, or financial institution.

• Strong programming skills in Python, C++, R, or similar languages, with proficiency in handling large datasets.

• Proficient in statistical modeling, machine learning, and time-series analysis.

• Experience with market data (e.g., historical tick data, order book data) and familiarity with data processing libraries and tools.

• Proven ability to develop and refine high-performance trading models.

• Strong analytical skills, with a detail-oriented and systematic approach to problem-solving.

 

Benefits:

 

Highly competitive compensation package.

Our office is in Ramat Gan’s Bursa area, and we can offer a hybrid work model.

 

 

Altris is an equal-opportunity employer.

Please send your CV and/or LinkedIn Profile to: contact@altris.co.il