C++ Algo Researcher: Microstructure & Models

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

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.