Job Description

As a Quantitative Researcher at our leading firm specializing in HFT, you will:

  1. Collaborate closely with traders, engineers, and data scientists to develop alpha-generating strategies within a high-frequency trading environment.
  2. Analyze extensive tick-level market data, build predictive quantitative models, and contribute directly to live trading systems.
  3. The role demands rigorous backtesting, simulation experiments, and optimization of execution latency in partnership with software engineers.
  4. Continuously monitor and refine live strategies while staying informed of the latest research and market microstructure developments to maintain a competitive edge.

Job Requirements

  1. Advanced degree (PhD or Master’s) in Mathematics, Statistics, Physics, Computer Science, or a related quantitative discipline.
  2. Strong foundation in probability, statistics, and machine learning methodologies.
  3. At least 2-3 years of experiences within high-frequency or algorithmic trading contexts.
  4. Proficiency in programming languages such as Python and C++ for model development and implementation.
  5. Experience handling large datasets and performing time-series analysis.
  6. Familiarity with market microstructure and electronic trading environments is advantageous.
  7. Exceptional problem-solving skills coupled with intellectual curiosity.