Quant Researcher: Monetization for Equities & Futures

NJF Global Holdings Ltd; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

NJF Global Holdings Ltd seeks a researcher-turned-developer with strong C++ skills to design and deploy live trading strategies in equities and futures. You will convert signals into executable trades, optimize execution paths, and work on high- and mid-frequency strategies with intraday to short holding periods.

The role emphasizes implementing production code, modeling costs, and optimizing performance on a live trading system, leveraging deep statistics and market microstructure knowledge.

Qualifications

• Monetization: order placement, fill modelling, position sizing, hedging.
• Transaction cost and market impact modelling.
• Backtesting and simulation with Sharpe ratio evaluation and overfitting control.
• Regression and inference (OLS, hypothesis testing, z- and t-tests).
• Performance profiling and cache-aware code.

Responsibilities

• Take signals and forecasts and decide how they are traded: order placement, fill and queue modelling, position sizing, hedging, transaction costs and capacity across horizons.
• Write production C++ code for strategies and deploy to live trading systems.
• Collaborate with researchers to translate forecasts into executable trading strategies.

Skills

Monetization

TC/MC modelling

Backtesting & simulation

Regression & inference

Performance profiling

Job description

NJF Global Holdings Ltd seeks a researcher-turned-developer with strong C++ skills to design and deploy live trading strategies in equities and futures. You will convert signals into executable trades, optimize execution paths, and work on high- and mid-frequency strategies with intraday to short holding periods.

The role emphasizes implementing production code, modeling costs, and optimizing performance on a live trading system, leveraging deep statistics and market microstructure knowledge.