Kokomo is a quantitative trading firm established in 2007. We trade a variety of high and mid frequency strategies in global financial markets around the clock from Hong Kong. Quantitative research work forms the backbone of this trading through creation of new strategies and continual improvement to existing strategies. We achieve this through innovative applications of a variety of methods including signal processing, machine learning and data mining to trading problems.
What We Are Looking For:
An outstanding individual to join our team. You are someone who is excited about using state of the art quantitative methods to solve the most difficult data problems in quantitative trading. You like working collaboratively in small teams and are passionate about learning new things and having an impact. You have an intense intellectual curiosity particularly in the areas of Science and Technology.
Experience crunching large datasets in Python, R or Matlab.
A degree in Science, Technology, Engineering or Mathematics from a top tier university.
Experience with statistics, signal processing, machine learning and data mining would be advantageous.
Demonstrated ability to produce research output of exceptional quality and originality.
Self-motivated and determined.
* Skills in Linux, C++ or Java is a plus.
What we Ask
We would like you to introduce yourself to us both academically, professionally (if you've had experience) and personally. Send us something that will make an impression and get you on the phone, on a plane and ultimately in the door at Kokomo.