Amalga is hiring a

Web3 Quantitative Traders

Amalga is global wealth manager offering its HNW clients bespoke investment solutions across a variety of asset classes.  Founded in 2008 with offices and representatives in Hong Kong, Japan, South Africa, US and HQ in Seychelles. Amalga offers a complete multi-asset execution platform through its robust infrastructure and established network of international trading partners, it also offers access to a broad range of instruments and markets in different Asset classes. We develop and deploy an ever-evolving suite of investment strategies through scientific analysis and quantitative research across all asset classes and markets. 

About You 

• Track record of developing profitable systematic strategies
• Interest in working within a team that covers strategies across both traditional and digital markets
• Willing to wear many hats across strategy development, market research, trading and risk management

Requirements

• A bachelor's degree in a quantitative field such as mathematics, statistics, physics, engineering, computer science, or finance is required.
• 4 or more years of algorithmic / quantitative trading experience
• Programming Skills: Proficiency in programming is crucial for this role. You should be comfortable with coding languages commonly used in quantitative finance, such as Python, R, MQL5, MATLAB, or C++. A good understanding of data structures, algorithms, and software engineering principles is also beneficial.
• Demonstrable track record of success in previous roles
• Prior experience at a proprietary trading firm, hedge fund, or bank is preferred
• An entrepreneurial mind set and a natural intuition for risk, pricing and how markets function

Perks

• Competitive compensation
• Tax benefits
• Discretionary cash bonus
• Flexible working