Job Title: Senior Quantitative Researcher
Location: New York, Hyrbid
What You'll Do as a Senior Quantitative Researcher:
Our client, a Systematic Trading group, is seeking experienced researchers to join a group of seasoned mathematicians, statisticians, and technologists on their Quantitative Trading and Research team.
This team develops cutting-edge trading strategies by blending deep quantitative expertise with a sophisticated understanding of derivatives and financial markets. We are looking for an individual who can lead initiatives and drive improvements in our performance and execution.
Role Responsibilities:
- Leverage your extensive experience with worldwide exchanges, their features, connectivity, and messaging protocols to enhance our trading capabilities.
- Conduct in-depth analysis and modeling of market dynamics, competitor behavior, and market impact, drawing on years of experience working with complex financial instruments.
- Lead the identification, design, backtesting, and optimization of low-latency strategies using big data, ensuring alignment with the firm's overall strategy.
- Develop and refine advanced metrics to evaluate the execution of strategies, providing post-trade analysis to enhance performance.
- Collaborate closely with traders and developers to incorporate new signals and insights into trading algorithms, while mentoring less-experienced team members.
- Lead efforts to identify and implement infrastructure improvements, driving system-wide optimizations to minimize latency and maximize performance.
Qualifications:
- Advanced degree (MS/PhD) in a relevant field (mathematics, computer science, financial engineering, etc.).
- 10+ years of experience in quantitative research or algorithmic trading, with substantial experience trading futures and/or equities at a proprietary trading firm.
- Expertise in programming languages such as C++, Python, Rust, or Haskell, with proven ability to work with large datasets and optimize low-latency systems.
- Strong statistical and analytical skills, including a deep understanding of tick-based time series data and market microstructure.
- Ability to make quick, precise decisions in rapidly changing market conditions, utilizing extensive experience solving complex mathematical and coding problems under pressure.
- Demonstrated leadership and mentoring skills, with a track record of driving significant improvements in trading performance and execution.
The base range for this position is 225,000k - 325,000k, depending on experience, and not including discretionary bonus.
