Quantitative Trader

Venture Search; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

Venture Search is partnering with a leading proprietary trading firm to recruit skilled traders and researchers with Futures and Equities experience for US offices in Chicago, New York, and Miami.

Key responsibilities include developing and deploying algorithmic trading strategies, analyzing market data and microstructure, and building libraries for data analysis and trading computations while improving exchange simulation models.

Qualifications

• Strong background in mathematics and statistics.
• Experience with back-testing, simulation, and PCA.
• Experience handling large-scale or tick-level data.
• Proficient in Python or C++.

Responsibilities

• Develop, implement, and deploy algorithmic trading strategies.
• Analyze market data, microstructure, and alternative data sources to identify patterns for potential trading strategies.
• Investigate high and mid-frequency alpha opportunities.
• Contribute to building and expanding libraries for data analysis and trading computations.
• Design, improve, and fine-tune exchange simulation models.

Skills

Python

C++

Statistics

Back-testing

Data mining

Tick-level data

Signal processing

MFT/HFT experience

Education

STEM degree

Job description

Venture Search is partnered with a leading proprietary trading firm, renowned for its quantitative and high-frequency trading strategies. With a global presence and a focus on cutting-edge technology.

The team consists of top-tier professionals from diverse fields, fostering a collaborative and innovative work environment. Their expertise spans multiple asset classes, including equities, options, and commodities, and they are known for their strong risk management practices and consistent performance.

They are looking for skilled trades and researchers with Futures and Equities experience to join them in their US offices with locations in: Chicago, New York, and Miami.

Key Responsibilities:

• Develop, implement, and deploy algorithmic trading strategies
• Analyze market data, microstructure, and alternative data sources to identify patterns for potential trading strategies
• Investigate high and mid-frequency alpha opportunities
• Contribute to building and expanding libraries for data analysis and trading computations
• Design, improve, and fine-tune exchange simulation models

Required Qualifications:

• A degree (Bachelor's, Master's, or PhD) in Mathematics, Statistics, Computer Science, or another related STEM discipline
• Strong knowledge of mathematics and statistics
• Expertise in back-testing, simulation, and statistical techniques, including auto-regression, auto-correlation, and Principal Component Analysis
• Advanced skills in data mining and analysis, with experience handling large-scale data or tick-level data
• Familiarity with signal processing and statistical modelling methods
• Proficient programming abilities in Python or C++
• 3+ Research / Trading experience within a MFT - HFT environment