Quantitative Trader

AAA Global; New York (NY); On-site; USD 250,000 - 350,000; Full time

Benefits offered by this job

Discretionary bonus

Benefits package

Job summary

AAA Global in New York, London, or Singapore is seeking an experienced HFT Quantitative Research Team Lead to build and lead a team developing systematic, high-frequency trading strategies across global electronic markets.

This senior, hands-on role requires a proven track record in production-ready strategies and the ability to hire, mentor, and manage top talent; you will own the full lifecycle from data analysis to deployment and performance enhancement.

Qualifications

• Advanced degree in mathematics, statistics, CS, physics, engineering or another quantitative discipline.
• Proven track record building profitable HFT strategies in live production.
• Deep understanding of electronic-market microstructure, LOBs, matching engines and execution dynamics.
• Strong knowledge of statistical modelling, ML, time-series analysis and signal processing.
• Expert programming in Python and/or C++.
• Experience with large-scale tick, order-book datasets and execution datasets.
• Solid backtesting, TC modelling, and production-readiness discipline.

Responsibilities

• Lead and develop a team of quantitative researchers focused on high-frequency and intraday strategies.
• Stay hands-on in alpha research, data analysis, modelling and strategy development.
• Research and deploy systematic strategies across equities, futures, options, FX, and other liquid markets.
• Identify short-horizon predictive signals using market microstructure and order-book dynamics.
• Build backtesting and simulation frameworks with realistic latency and costs.
• Collaborate with developers and engineers to translate research into scalable production systems.
• Optimize execution logic, inventory management and risk-adjusted performance.
• Monitor live strategies and continuously improve signals and execution models.
• Establish rigorous research standards for data quality, validation and production readiness.
• Manage research priorities and allocate resources along a clear pipeline.

Skills

Python

C++

Quantitative research

Machine learning

Time-series analysis

Data analysis

Leadership

Research leadership

Education

Advanced degree in quantitative field

Tools

Backtesting frameworks

Job description

Locations: New York, London or Singapore

Industry: High-Frequency Trading / Quantitative Trading

Role Overview

A top global HFT firm is seeking an experienced HFT Quantitative Research Team Lead to build and lead a team developing systematic, high-frequency trading strategies across global electronic markets.

This is a senior, hands-on position for an accomplished quantitative researcher who has successfully developed and deployed profitable HFT strategies in production. The successful candidate will combine strong individual research capability with the ability to hire, mentor and manage a high-performing quantitative research team.

You will take ownership of the full strategy lifecycle, including market-data analysis, signal research, simulation, execution modelling, portfolio construction, production deployment and ongoing performance improvement.

Responsibilities

• Lead and develop a team of quantitative researchers focused on high-frequency and intraday trading strategies.
• Remain hands-on in alpha research, data analysis, modelling and strategy development.
• Research and deploy systematic strategies across equities, futures, options, FX, digital assets or other highly liquid electronic markets.
• Identify short-horizon predictive signals using market microstructure, order-book dynamics, trade flow and alternative datasets.
• Build robust backtesting and simulation frameworks incorporating realistic latency, transaction costs, queue positioning, market impact and fill assumptions.
• Work closely with quantitative developers and low-latency engineers to translate research into scalable production strategies.
• Optimise execution logic, order placement, inventory management and risk-adjusted strategy performance.
• Monitor live strategies, investigate performance degradation and continuously improve signals and execution models.
• Establish rigorous research standards covering data quality, statistical validation, overfitting controls and production readiness.
• Manage research priorities, allocate resources and maintain a clear strategy-development pipeline.

Requirements

• Demonstrable track record of building strategies that have generated strong risk-adjusted returns in live production.
• Advanced degree in mathematics, statistics, computer science, physics, engineering or another highly quantitative discipline.
• Deep understanding of electronic-market microstructure, limit-order books, exchange matching engines and execution dynamics.
• Strong knowledge of statistical modelling, machine learning, time-series analysis and signal-processing techniques.
• Expert programming skills in Python, C++ or both.
• Experience working with large-scale tick, order-book and exchange-level datasets.
• Strong understanding of backtesting methodology, transaction-cost modelling, execution simulation and research bias.
• Ability to work effectively with traders, quantitative developers and infrastructure engineers.
• Strong commercial judgement and a clear focus on translating research into profitable production strategies.

The estimated base salary range for this position is $250,000 to $350,000 per year, based on job-related skills and experience.

• This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.