Quantitative Trader

H&P Executive Search; New York (NY); On-site; USD 200,000 - 300,000; Full time

Job summary

An established industry player is seeking a Quant Finance Associate to join their dynamic team. This role involves designing and optimizing cutting-edge trading strategies using advanced quantitative and machine learning techniques. The firm, renowned for its innovative approach, offers a collaborative environment where you can leverage large datasets to drive decision-making. If you are passionate about AI and have a proven track record in alpha generation, this is your chance to make a significant impact in the world of quantitative trading. Join a forward-thinking company and take your career to the next level.

Qualifications

• Proven track record of alpha generation.
• Strong proficiency in Python, C++, or other relevant languages.
• Deep understanding of AI and machine learning algorithms.

Responsibilities

• Design, develop, and optimise mid/high-frequency trading strategies.
• Leverage large-scale, high-frequency datasets to uncover alpha signals.
• Integrate AI/ML models into trading workflows.

Skills

Python

C++

AI and machine learning algorithms

Quantitative research

Market microstructure

Job description

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Direct message the job poster from H&P Executive Search

Quant Finance Associate at H&P Executive Search

My client is a globally recognised quantitative proprietary trading firm with a dominant presence across major markets. They combine rigorous quantitative research, ultra-low latency technology, and robust risk management to deploy mid and high-frequency strategies across asset classes, including equities, fixed income, commodities, and FX.

The firm is expanding its team of Quantitative Traders with a particular interest in those who bring Alpha-generating strategies powered by AI/ML and advanced statistical learning techniques.

Key Responsibilities

• Design, develop, and optimise mid/high-frequency trading strategies using quantitative and machine learning techniques.
• Leverage large-scale, high-frequency datasets to uncover alpha signals and drive decision-making.
• Integrate AI/ML models into trading workflows.
• Model and analyse market microstructure across global exchanges to improve execution and reduce slippage.
• Work closely with low-latency engineers to enhance execution speed and infrastructure efficiency.

Who They’re Looking For

• Proven track record of alpha generation:
• Strong proficiency in Python, C++, or other relevant languages.
• Deep understanding of AI and machine learning algorithms, including time series modeling, feature engineering, and model interpretability.
• Experience with market microstructure, order book dynamics, and execution strategies.
• Background in quantitative research, algorithmic trading, or data science.
• Self-sufficient strategy owners and collaborative team players are both encouraged to apply.

If you're a Quantitative Trader with a scalable, proven strategy, particularly one enhanced by AI/ML techniques, please apply and a consultant will contact you shortly.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

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