HFT Quant Researcher - Futures/Equities, High-Impact

Optiver; Austin (TX); On-site; USD 150,000 - 210,000; Full time

Benefits offered by this job

Highly competitive compensation package

Global profit-sharing pool

401(k) match up to 50%

Comprehensive health coverage

Extensive office perks including meals and social events

Job summary

A financial trading company in Austin is looking for a Quantitative Researcher to join their High-Frequency Trading Team. This role involves conducting extensive research to develop models that enhance trading strategies and working in a collaborative environment with skilled professionals. Candidates should have over 2 years of experience and be proficient in programming. An excellent compensation package along with various perks are included in this opportunity.

Qualifications

• 2+ years of quantitative research experience on a successful futures/equities trading team.
• Proven track record of developing profitable trading strategies.
• Experience in computationally intensive research.

Responsibilities

• Conduct alpha, signal, and feature research to enhance predictions.
• Collaborate with peers to solve complex problems.
• Optimize research workflows to increase efficiency.
• Contribute to strategic discussions shaping business direction.

Skills

Quantitative research experience

Developing profitable trading strategies

Analytical skills

Mathematical skills

Programming languages (C++, C, Python, Java)

Collaborative team player

Education

BS, MS, or PhD in a quantitative or technical field

Job description

A financial trading company in Austin is looking for a Quantitative Researcher to join their High-Frequency Trading Team. This role involves conducting extensive research to develop models that enhance trading strategies and working in a collaborative environment with skilled professionals. Candidates should have over 2 years of experience and be proficient in programming. An excellent compensation package along with various perks are included in this opportunity.