Quantitative Analyst

Goliath Partners; United States; Remote; USD 120,000 - 180,000; Full time

Job summary

A technology driven trading firm is seeking a Quant Developer/Researcher to create and launch intraday trading strategies for US equities. This pivotal role allows full ownership of strategy pipelines, emphasizing advanced coding skills and experience with AI tools. Responsibilities include the development of data pipelines, backtesting systems, and performance analysis. Ideal candidates have over 3 years of relevant experience, strong Python skills, and a comprehensive understanding of market microstructure. This position offers remote work aligned with US Eastern hours.

Qualifications

• 3+ years experience in intraday or HFT strategy development in US equities.
• Strong Python skills with Rust or C++ as a plus.
• Deep understanding of market microstructure.
• Experience building robust backtesting frameworks.
• Hands on use of AI assisted development tools.
• Comfortable in a high ownership environment.

Responsibilities

• Develop and deploy intraday trading strategies end to end.
• Build tick level data pipelines and backtesting systems.
• Run parameter optimization and improve research infrastructure.
• Own strategy modules including feature generation, signal creation, and performance analysis.
• Use AI coding agents to accelerate research and development.

Skills

Intraday or HFT strategy development

Python

Market microstructure

Backtesting frameworks

AI assisted development tools

Tools

Rust

C++

Job description

A technology driven trading firm is hiring a Quant Developer / Researcher to build and deploy intraday trading strategies across US equities. This is a software engineer first role with full ownership of strategy pipelines from data ingestion to live deployment.

The team operates in a lean, high autonomy environment and uses AI augmented development workflows, so experience with advanced coding agents is key.

What You’ll Do

• Develop and deploy intraday trading strategies end to end
• Build tick level data pipelines and backtesting systems
• Run parameter optimization and improve research infrastructure
• Own strategy modules including feature generation, signal creation, and performance analysis
• Use AI coding agents to accelerate research and development

What You Bring

• 3+ years experience in intraday or HFT strategy development in US equities
• Strong Python skills with Rust or C++ as a plus
• Deep understanding of market microstructure
• Experience building robust backtesting frameworks
• Hands on use of AI assisted development tools
• Comfortable in a high ownership environment

Details

Remote US Eastern hours, open to North America

If you are interested in building production trading systems with high ownership and AI driven workflows, happy to share more.