About Us

We are a leading proprietary trading firm specializing in high-frequency trading and market-making. Our team combines deep expertise in quantitative research, technology, and risk management to deliver exceptional results. We value innovation, collaboration, and continuous improvement.

The Role:

You’ll design and backtest statistical and ML models for our market-making operations. This is a hands-on, on-site position working closely with our technical founder and C++ developers. You will have significant and fast impact on the success of the company. We have no direct customers and no complicated development workflow system.

Key Responsibilities:

  • Analyze trading data in Python and suggest improvements of our market-making system
  • Visualize data, optimize models and backtest them on accurate high-frequency data
  • Evaluate performance of running algorithmic strategies
  • Improve our tooling to increase productivity, prevent bugs/overfits and make our lives easier

How Do We Picture You:

  • Strong command of Python, Pandas
  • General knowledge of Matplotlib, Plotly and Git
  • Good understanding of systematic trading, no drawing lines in charts
  • General understanding of cryptocurrency market (not strictly needed for experienced ex-traditional finance quants)
  • Problem-solving skills
  • Good communication skills and ability to work on-site in Prague (at least few days a week)

Nice to Have:

  • Experience with some machine-learning methods
  • Mathematical/statistical formal education

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Please email us your CV to hr@rockawayx.com.

Apply for this role

Please email your covering letter and CV to HR@rockawayx.com