Are you a top-tier Quantitative Researcher with a passion for high-frequency trading and a proven track record in developing and optimizing trading strategies? We are a leading high-frequency trading fund in New York seeking exceptional talent to join our team. If you’re driven by data, enjoy solving complex problems, and thrive in a fast-paced, results-driven environment, this is the opportunity for you.
About the Role:
As a Senior Quantitative Researcher, you will be at the forefront of designing, developing, and refining advanced trading strategies that exploit inefficiencies in global financial markets. You’ll work in a highly collaborative, research-driven environment where innovation and precision are key. Your work will directly impact the performance and profitability of the firm’s trading operations, and you will have access to cutting-edge technology, vast datasets, and a highly-skilled team of engineers and traders.
Key Responsibilities:
- Research, develop, and implement high-frequency trading strategies across multiple asset classes, including equities, fixed income, FX, and commodities.
- Utilize statistical models, machine learning algorithms, and other advanced quantitative techniques to identify short-term market inefficiencies.
- Conduct rigorous data analysis, hypothesis testing, and simulation of trading strategies using large datasets and high-performance computing systems.
- Collaborate closely with software engineers and traders to ensure seamless integration of strategies into the firm’s low-latency trading infrastructure.
- Continuously monitor and optimize trading performance through systematic backtesting, live trading analysis, and risk management techniques.
- Keep abreast of the latest research and trends in quantitative finance, ensuring that the firm remains competitive in a rapidly evolving market.
What We’re Looking For:
- Advanced degree (PhD or Master's) in a quantitative field such as Mathematics, Physics, Computer Science, Statistics, or Engineering.
- 5+ years of experience in quantitative research and strategy development within a high-frequency trading environment.
- Deep understanding of statistical modeling, time-series analysis, and machine learning techniques, with demonstrated success in developing profitable trading strategies.
- Strong programming skills in languages such as Python, C++, or Java, with experience in implementing real-time trading systems.
- Expertise in handling and analyzing large datasets, along with experience using high-performance computing tools.
- In-depth knowledge of financial markets, market microstructure, and the specific dynamics of high-frequency trading.
- Excellent communication skills and the ability to work effectively with cross-functional teams, including traders, engineers, and other quants.
- Proven ability to adapt quickly and think strategically in a fast-paced, competitive environment.
Why Join Us?
- Be part of a leading high-frequency trading fund with a culture of innovation, autonomy, and meritocracy.
- Work alongside some of the brightest minds in the industry, where your ideas and contributions will have a direct impact on the firm’s success.
- Access to cutting-edge technology, infrastructure, and data that will enable you to execute your strategies at the highest level.
- Competitive compensation, including base salary, performance-based bonuses, and long-term incentive packages.
- A dynamic, fast-paced work environment that fosters continuous learning and professional development.
If you are an elite Quantitative Researcher looking to take your career to the next level in one of the most competitive and rewarding sectors of finance, apply today and be a part of shaping the future of high-frequency trading.
