Algo Trading Researcher/Developer (C++) | Elite Systematic Trading Firm | NYC

Delmar Nord; New York (NY); On-site; USD 180,000 - 300,000; Full time

Job summary

Elite Systematic Trading Firm in NYC is seeking an experienced Algo Trading Researcher/Developer to advance high-performance trading models and tools. You will work at the intersection of finance and technology, leveraging C++ and Python to study market microstructure and execution costs.

The role focuses on developing models, analyzing post-trade performance, and informing future research directions within a world-class quant environment.

Qualifications

• 3+ years of experience in algorithmic trading research within equities and futures markets.
• Demonstrated expertise with C++ (Python is a nice to have).
• Solid quantitative and analytical skills with experience in transaction cost analysis and performance attribution.
• Deep understanding of market microstructure fundamentals.

Responsibilities

• Conduct market microstructure research to understand order book dynamics and liquidity.
• Analyze execution costs and perform post-trade attribution studies to evaluate trading performance.
• Develop and optimize high-performance models and tools using C++ and Python.
• Leverage research insights to inform future work on microstructure alphas.

Skills

Market microstructure knowledge

Quantitative analysis

Transaction cost analysis

Performance attribution

Tools

C++

Python

Job description

Algo Trading Researcher/Developer (C++) | Elite Systematic Trading Firm | NYC

This is a great opportunity to join a high profile quant team at a global quant powerhouse that operates at the intersection of finance and technology. This firm is a technology-first organization, renowned for its cutting-edge systems, superior infrastructure and execution, high-performance trading platforms, and large-scale data infrastructure. Their systems handle over 200 billion market data ticks daily across almost 20 global markets. Their core leadership group has been together for almost 20 years, originally spinning out of a major Wall Street institution.

Responsibilities:

• Conduct market microstructure research to understand order book dynamics and liquidity.
• Analyze execution costs and perform post-trade attribution studies to evaluate trading performance.
• Develop and optimize high-performance models and tools using C++ and Python.
• Leverage research insights to inform future work on microstructure alphas.

Qualifications:

• 3+ years of experience in algorithmic trading research within equities and futures markets.
• Demonstrated expertise with C++ (Python is a nice to have).
• Solid quantitative and analytical skills with experience in transaction cost analysis and performance attribution.
• Deep understanding of market microstructure fundamentals.