Quantitative Trader at Algocor

Istanbul, Istanbul, Turkey -

Full Time

Start Date

Immediate

Expiry Date

05 Sep, 26

Salary

0.0

Posted On

07 Jun, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Systematic Trading, High-Frequency Trading, Market Microstructure, Risk Management, Python, Alpha Generation, Execution Quality, Arbitrage, Market Making, Delta-One, Quantitative Analysis, Order Book Behavior, Performance Attribution, Financial Modeling, English Proficiency, Turkish Proficiency

Industry

Financial Services

Description

About the Role Algocor is a financial sciences company building advanced technology systems for capital markets and algorithmic trading. Our work brings together quantitative research, market data, execution systems, low-latency engineering, and AI-enabled infrastructure. In this role, you will sit close to the point where market structure, alpha generation, execution quality, and risk management meet. We are looking for someone who has real trading desk experience, understands how live markets behave under pressure, and can contribute to the development, monitoring, and improvement of systematic strategies. This is not a purely discretionary trading role. It is not a role for someone who only follows screens and reacts manually. It is not a research-only position where ideas stay in notebooks. This is a role for someone who understands trading as a live system: signal, execution, latency, liquidity, inventory, risk, and market behavior all interacting in real time. What You’ll Work On You will work on high-frequency and systematic trading strategies, with a strong focus on market behavior, execution quality, and live performance. Your work will include: Monitoring and managing live systematic / HFT trading strategies across relevant asset classes and markets Contributing to alpha generation, strategy ideas, and trading hypotheses based on market structure and real-time behavior Working on delta-one, market making, arbitrage, and execution-driven strategy opportunities Translating market observations into structured ideas that quant researchers and engineers can test, model, and improve Analyzing live and historical trading performance to identify signal decay, execution issues, risk exposure, and robustness problems Running and improving books with a disciplined approach to risk, exposure, limits, and performance attribution Working closely with quant researchers, data engineers, and low-latency engineers to move trading ideas from observation to production Helping the team understand microstructure, liquidity, order book behavior, and exchange-specific dynamics Supporting strategy development with Python-based analysis, research, and tooling Contributing to a trading culture built on discipline, speed, intellectual honesty, and continuous iteration Some days will be about reading market behavior in real time. Some days will be about challenging a strategy assumption. Some days will require you to understand why a theoretically strong signal behaves differently in live execution. Why This Role Matters At Algocor, trading performance is not only about having good ideas. It is about turning those ideas into reliable, measurable, and scalable trading systems. The trader in this role is expected to bring market intuition, execution awareness, and risk discipline into a highly technical environment. Your contribution will directly affect how strategies are evaluated, how execution decisions are improved, and how confidently research ideas can move into live markets. You will work close to: Quantitative research Low-latency execution systems Market data infrastructure Strategy performance analysis Risk and book management Borsa Istanbul and global market dynamics This is a high-impact role in a focused technical team where trading judgment, ownership, and precision matter. What We’re Looking For You are likely to be a strong fit if you have: Real trading desk experience You have at least 2 years of experience on a prop trading, systematic trading, electronic trading, hedge fund, broker-dealer, or investment banking trading desk. HFT / systematic trading exposure You have worked with high-frequency, low-latency, systematic, market making, arbitrage, or execution-driven strategies. Market structure understanding You understand how order books behave, how liquidity forms and disappears, how execution quality affects performance, and why market microstructure matters. Risk management discipline You have experience running or supporting a book, managing exposure, monitoring limits, and thinking clearly under pressure. Quantitative thinking You can evaluate trading ideas with data, challenge assumptions, and separate signal from noise without relying only on intuition. Technical collaboration ability You can work with quant researchers and engineers. You do not need to build the full system yourself, but you need to explain trading problems clearly enough for technical teams to model, test, and implement. Python knowledge You are comfortable using Python for analysis, research support, performance review, or trading-related tooling. High ethical standards You understand the level of trust required in live trading environments and operate with discipline, transparency, and accountability. Strong communication in English and Turkish You can communicate clearly with both technical and trading stakeholders. What This Role Is Not This is not a traditional discretionary trading role. You will not only make calls based on market view. You will work in an environment where trading ideas need to be tested, measured, challenged, and improved with data. It is not a research-only role. Ideas matter, but only if they can survive implementation, execution, transaction costs, risk constraints, and live market behavior. It is also not a role for someone who wants to stay far from technology. You will work closely with systems, data, engineers, and researchers. You do not need to be a low-latency engineer, but you should be curious about how execution systems work and why technical details affect trading outcomes. If you enjoy live markets, systematic thinking, fast feedback loops, and working with highly technical teams to build better trading strategies, this role may be a strong match. What You’ll Get A rare opportunity to work on HFT and systematic trading strategies inside a high-performance financial sciences company Exposure to Borsa Istanbul and global capital markets Direct collaboration with quant research, engineering, execution, and data teams The chance to influence real trading systems and live strategy performance A technically demanding environment where market insight and engineering depth come together Competitive salary package with bonus Hybrid working policy Fully paid medical insurance Generous vacation and sick days On-site gym, wellness activities, and casual dress Closing We are not looking for spectators. We are looking for traders who understand that live markets reward discipline, speed, precision, and continuous learning. If you can bring market judgment into a systematic, technical, and high-performance trading environment, we would like to meet you.

Responsibilities

Monitor and manage live systematic and high-frequency trading strategies while contributing to alpha generation and strategy hypotheses. Collaborate with quantitative researchers and engineers to translate market observations into scalable, production-ready trading systems.