Quantitative Researcher

Anson McCade; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

A leading quantitative trading firm in New York is seeking a Quantitative Researcher to research and trade strategies covering equities, futures, and options. The ideal candidate will have a degree from a prestigious university and at least three years of experience in quantitative research. Proficiency in C++ and Python is essential, along with a collaborative spirit. Exceptional compensation and access to cutting-edge infrastructure are included.

Qualifications

• Degree from a prestigious university in a numerate field.
• At least three years of experience as a Quantitative Researcher/Trader.
• Coding proficiency in C++ and Python.

Responsibilities

• Research and trade alphas based on market analysis.
• Monitor performance of models and optimize them.
• Create quantitative tools to aid strategy development.

Skills

C++

Python

Collaboration

Resilience

Motivation

Education

Degree in Engineering, Physics, Mathematics, or Computer Science

Tools

C++

Python

Job description

Quantitative Researcher (HFT) - Cash Equities, Futures and Options - New York/Chicago

My client is a renowned quantitative trading firm operating at the forefront of the HFT/intraday trading space. The firm is looking for Quantitative Researchers covering Equities, Futures/D1 or Options trading who can join a flat, collaborative set up where they can research strategies end-to-end.

The firm can offer exceptional resources, including access to their own in-house cutting‑edge infrastructure, allowing for cost‑effective ultra low‑latency execution. They encourage collaboration while allowing a high level of autonomy for each trading team, and can offer exceptional compensation.

The Role:

• Joining or building a desk where you will research and trade alphas based on the analysis of market or alternative data, in a collaborative environment.
• Researching signals, monitoring performance of models and optimising them where possible, in collaboration with research engineers, development, and monetization specialists.
• Creating quantitative tools and infra to aid the strategy development process, such as portfolio optimization tools, execution algorithms, modelling libraries, etc. for the rest of your trading team to use.

Requirements:

• A degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.
• Coding proficiency in C++ and Python.
• At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated quant methods for the research and optimisation of strategies.
• You will need to be a confident, resilient, and highly motivated individual, capable of working collaboratively with your colleagues in your office and in other locations.