HFT Quantitative Researcher (Equities)

AAA Global; United States; On-site; USD 120,000 - 190,000; Full time

Job summary

AAA Global is seeking a Quantitative Researcher to develop and refine systematic trading signals focused on cash equities, with potential consideration for crypto and listed futures. You will own the research lifecycle from idea generation to live deployment and ongoing performance analysis.

The role emphasizes rigorous validation, backtesting, and collaboration with portfolio managers and tech teams to deliver robust, repeatable alpha in production environments.

Qualifications

• 2+ years of quantitative research or strategy development in electronic trading.
• Proven signal development deployed into live trading.
• Cash equities research experience strongly preferred.
• Experience in crypto or listed futures considered.
• Strong knowledge of market microstructure and short-term price behavior.
• Excellent statistics and validation skills with overfitting controls.
• Strong Python; C++ experience is advantageous.
• Bachelor's or Master's in Mathematics, Statistics, Physics, Computer Science, Computational Finance, or another quantitative discipline.

Responsibilities

• Research, develop, and enhance systematic trading signals across short-horizon and high-frequency strategies.
• Validate signals statistically and backtest rigorously and robustly.
• Collaborate with PMs and technology teams on live deployment and performance analysis.
• Monitor live performance and feed production insights back into research.
• Understand market microstructure and execution dynamics to improve strategies.

Skills

Python

Quantitative analysis

Backtesting

Market microstructure

C++

Education

Bachelor's or Master's in Math/Stats/Physics/CS/Computational Finance

Tools

Backtesting frameworks

Statistical software

Job description

Quantitative Researcher – Systematic Trading (HFT / Stat Arb Equities)

Experience: 2 - 6 years

Start Date: ASAP

Overview

Our client, a leading global quantitative trading firm, is looking to add a talented Quantitative Researcher to its systematic trading team. The firm is seeking individuals with a proven ability to generate alpha through rigorous quantitative research and a track record of developing signals that translate successfully into live trading performance.

The primary focus is on cash equities, although candidates with experience researching systematic strategies in crypto or listed futures will also be considered. The team values researchers who understand the difference between strong backtests and strategies that consistently perform in production.

The Role

You will be responsible for researching, developing, and enhancing systematic trading signals across short-horizon and high-frequency trading strategies. Working alongside experienced portfolio managers and technology teams, you'll take ownership of the research lifecycle - from idea generation and statistical validation through to live deployment and ongoing performance analysis.

The role is suited to someone who enjoys solving complex market problems, has a deep understanding of market microstructure, and is motivated by building strategies with robust, repeatable performance.

Qualifications

• 2+ years of quantitative research or strategy development experience within an electronic trading environment
• Demonstrated track record of developing alpha signals that have been successfully deployed into live trading
• Cash equities research experience is strongly preferred
• Researchers with experience in crypto or listed futures will also be considered
• Strong understanding of market microstructure, execution dynamics, and short-term price behaviour
• Excellent statistical and quantitative research skills, including robust validation techniques and overfitting controls
• Strong Python programming skills; C++ experience is advantageous
• Experience analysing live strategy performance and feeding production insights back into the research process
• Bachelor's or Master's degree in Mathematics, Statistics, Physics, Computer Science, Computational Finance, or another quantitative discipline

Benefits

• The opportunity to work alongside experienced quantitative researchers, portfolio managers, and engineers
• Access to world-class research infrastructure, data, and technology
• A research-driven culture where ideas are rapidly tested, deployed, and iterated
• Significant scope to influence strategy development and contribute directly to trading performance
• Competitive compensation aligned with individual and team success

Growth Path

Successful researchers are given increasing ownership over strategy development, research direction, and production performance. As your impact grows, you'll have the opportunity to lead research initiatives, mentor junior team members, and play a key role in shaping the firm's next generation of systematic trading strategies.