Lead Quantitative Researcher

C2R Ventures; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

C2R Ventures is seeking a Lead Quant Researcher in New York, NY, focusing on high-frequency alpha research and trading strategy management. The successful candidate will have over 5 years of quantitative finance experience, ideally in proprietary trading or hedge funds. Responsibilities include designing models, managing execution strategies, and communicating key updates regularly. Expertise in Python and knowledge of lower-level programming are essential, while experience in machine learning is advantageous.

Qualifications

• 5+ years of quantitative finance experience, ideally at a proprietary trading firm or hedge fund.
• 2+ years of alpha research experience working with L3 tick data.
• 2+ years of high-frequency trading strategy design experience.
• Proficiency in Python and Linux environments.

Responsibilities

• Research and develop strategies to improve global trading using high-frequency techniques.
• Design, implement, and deploy tick-data features and machine learning models.
• Manage production deployments of high-frequency execution algorithms.
• Communicate updates to research leadership and business management.

Skills

Quantitative finance experience

Alpha research experience

High frequency trading strategy

Python expertise

Machine learning techniques

Low-level programming languages

Tools

Linux

Java

C++

Job description

Our client, a global investment management firm, with more than 225bb in AUM is focused on pursuing outperformance for sophisticated clients via their Systematic, Discretionary and Solutions offerings, is seeking a Lead Quant Researcher to join their team.

Powered by talent and advanced technology, their single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. The firm takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent.

The Algo Research team is responsible for alpha research across a wide range of timescales (from high frequency up to ~48 hours), design of monetization/execution strategies and market impact modelling across all major asset classes (including Cash Equities, Futures, FX, options).

Purpose of the Role

To research, develop, and manage strategies which will improve global trading in financial markets utilizing high-frequency techniques.

Specific Responsibilities

• High-frequency alpha research: design, implement, and deploy tick-data features and machine learning models targeting short horizons
• Trading strategy management: write strategy logic, perform post-trade analysis, and manage production deployments of high-frequency execution algorithms
• Global asset class coverage: lead the expansion of internal algorithmic execution to global equities, global futures, and other liquid electronic asset classes
• Stakeholder management: communicate updates and plans regularly to research leadership, global trading and business management

Requirements and Key Competencies

• 5+ years of quantitative finance experience, ideally at a proprietary trading firm or hedge fund
• 2+ years of alpha research experience working with L3 tick data
• 2+ years of high frequency trading strategy or high frequency execution algo design or analysis experience
• 2+ years of experience working with US equities
• Experience with Machine Learning techniques is a plus
• Expertise in Python and Linux environments
• Comfortable proficiency in C++, Java, or another low-level language
• Able to write clear, concise, and informative technical and research reports