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Market Analyst / Quantitative Researcher (Event-Driven Trading) at Xntltd
XntltdΞΡμΡΟΟΟ, Limassol, CyprusΒ·6h ago
Mid LevelFull-timePythonAWSGitAIMLNLP
Salary Range
$51,000 - $69,000 /year
This salary is estimated based on similar roles. The actual salary may vary.
About the Role
We are looking for a Market Analyst with strong hands-on trading experience to support strategy development and execution across global financial markets.
Key Responsibilities
- βStrategy Research & Design: Discover, formulate, and rigorously backtest systematic trading strategies across international markets (equities, derivatives, cryptocurrencies), with a core focus on news-driven and intraday anomalies.
- βNews Impact Analysis: Identify and evaluate high-impact news streams (e.g., Bloomberg, Twitter/X), clearly distinguishing between priced-in expectations, market noise, and true market movers.
- βData-Driven Validation: Utilize quantitative tools, historical tick data, and professional data feeds to test trading hypotheses, evaluate win rates, and prove statistical edge before automation.
- βTech Collaboration: Translate validated market hypotheses into strict mathematical logic (if-then-else rules). Formulate detailed technical requirements for developers and ML engineers to automate execution and build NLP sentiment indicators.
- βAlgorithmic Risk Management: Design risk parameters, position sizing rules, and hedging logic to be implemented within automated trading systems, continuously monitoring execution quality.
Requirements
- βProven hands-on trading or quantitative research experience over multiple years (not only project involvement or courses), ideally with a focus on event-driven or algorithmic trading.
- βExpertise in news filtering with a keen ability to assess market significance, context, and statistical surprises across traditional finance and crypto.
- βStrong data analysis skills with hands-on experience in Python (Pandas, NumPy) and SQL to independently process large datasets (e.g., tick data, news timestamps) and backtest strategies.
- βDeep understanding of market microstructure, including quantitative execution mechanics, slippage, latency, order book depth, and liquidity dynamics during high-volatility events.
- βStrong understanding of market cycles, cross-asset correlations, and statistical market anomalies (moving beyond purely visual manual trading).
- βExperience collaborating with developer teams on algorithmic trading strategies and automation.
- βFamiliarity with AI/NLP-driven tools for market sentiment analysis and research is a strong plus.
- βGenuine, long-term immersion in trading, market analysis, and quantitative research.
Benefits
- β Competitive salary
- β Corporate benefits (choose your preferred options)
- β Truly inspiring culture, pleasant and informal work environment
- β Ongoing education & training programs
- β Opportunity to network and connect in the Corporate Events
- β Global career opportunities
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