Low Latency Quantitative Researcher

Tudorgroup; New York (NY); On-site; USD 150,000 - 250,000; Full time

Job summary

Tudorgroup is seeking a Quantitative Researcher in New York, NY to join their Macro Pipeline team. The role involves researching and implementing automated systematic futures signals in a low latency trading environment.

Suitable candidates will have at least 3 years of experience in low latency futures research, preferably holding an advanced degree in a quantitative field. Compensation ranges from $150,000 to $250,000 annually.

Qualifications

• 3+ years of experience researching low latency futures signals and strategies.
• Strong understanding of probabilities, statistics, and optimization.
• Experience manipulating large datasets including tick-level data.

Responsibilities

• Research and implement fully automated systematic futures signals and strategies.
• Work within a low latency trading team.
• Own projects and take responsibility for them.

Skills

Low latency futures signals research

Programming (Python, R, C, C++)

Data manipulation and analysis

Probabilities and statistics

Attention to detail

Creative thinking

Ownership of projects

Education

Advanced degree (MSc or PhD) in quantitative fields

Job description

Tudor’s Macro Pipeline team seeks a Quantitative Researcher to work within a low latency trading team that currently researches and builds low latency trading models in the liquid futures space. The candidate’s primary responsibilities will include researching and implementing fully automated systematic futures signals and strategies with short to medium horizon. Suitable candidates will generally have at least 3 years of comparable research experience.

Requirements

• 3+ years of experience researching low latency futures signals and strategies
• An advanced degree (MSc or PhD) from a top institution is preferred
• Strong preference for advanced degrees in a quantitative field (e.g. Statistics, Machine Learning, Physics, Mathematics, or Engineering)
• Excellent understanding of probabilities, statistics and optimization
• Experience manipulating large datasets, including tick-level data
• Excellent programming skills: experience with both high-level (e.g. Python, R, Julia) and lower-level languages (e.g. C, C++) with fluency in at least one.
• High attention to detail
• Creative thinker
• Entrepreneurial spirit. Enjoys ownership of projects and takes responsibility for them

Compensation

• Annual base salary for the position is expected to be from $150,000 per year to $250,000 per year. Actual salary offered to the successful candidate will depend on various factors including, but not limited to, geographic location, work experience and credentials, and/or skill level, the salary expectations of applicable applicants, and other market conditions. Details about eligibility for bonus compensation will be finalized at the time of offer.

Location

• New York, NY, London, Singapore