Quantitative Researcher (HFT)

Company: Multi-billion dollar trading firm

Location: New York, USA

Brief: One of the highest-performing algo funds of 2024 is investing heavily in the development of its high-frequency business. They have recently made a marquee senior hire, who has over a decade of research experience at some of the biggest names in the industry, to oversee the expansion and are looking for a highly skilled researcher in the high-frequency space to support the growth of this build.

You will have access to existing tools and platforms, hence all efforts will be on signal generation and working shoulder-to-shoulder with this individual from day 1.

Principal Responsibilities:

• Conducting alpha research, modelling, and implementation of quantitative trading strategies.
• Collaborating with peers to review research and solve challenges.
• Improving research workflows for greater efficiency.
• Build and maintain tools and systems used throughout the quantitative research process.
• Observing the direct impact of your contributions in production environments.

Preferred Technical Skillset:

• 2 years of alpha research experience for high-frequency equity/futures/options strategies.
• Experience in computationally intensive research.
• Master’s or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science, or a related field from a top-ranked university.
• Proficiency in programming languages such as Python, C or C#.

Preferred Experience:

• Demonstrated experience with portfolio optimization and construction techniques.
• Industry experience using deep learning.

Pre-Application:

• Please do not apply if you're looking for a contract or remote work.
• Please ensure you meet the required experience section prior to applying.
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