Quantitative Trader - HFT MM

Harrington Starr; New York (NY); On-site; USD 180,000 - 225,000; Full time

Job summary

Join a globally recognized leader in high-frequency market making as an Associate Vice President in Quantitative Finance. In this dynamic role, you'll work with an industry-leading team, focusing on high-to-mid frequency alpha models and market microstructure strategies. This position offers a competitive salary and performance-based bonuses, all within a fast-paced environment where your ideas drive success. If you're passionate about quantitative finance and eager to make an impact, this opportunity is perfect for you.

Benefits

Performance-based discretionary bonus

Fast-paced work environment

Opportunity to work with industry leaders

Qualifications

• At least two years of experience in high-frequency market making.
• Strong exposure to live tick data for developing alpha models.

Responsibilities

• Focus on high-to-mid frequency alpha models and market microstructure strategies.
• Minimize execution slippage in trading.

Skills

High-Frequency Market Making

Python

C++

US Equities Microstructure

Live Tick Data Analysis

Job description

2 weeks ago Be among the first 25 applicants

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This range is provided by Harrington Starr. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$180,000.00/yr - $225,000.00/yr

Direct message the job poster from Harrington Starr

Associate Vice President - Quantitative Finance

Quantitative Trader - HFT Equities Market Making

My client is a globally recognized leader in high-frequency market making, with a significant presence across New York and London. The role is within their equities market making team, where you'll focus on high-to-mid frequency alpha models, market microstructure strategies, minimizing execution slippage, and more.

What you'll gain:

• The opportunity to work with an industry-leading team at the forefront of high-frequency market making.
• Competitive base salary with a performance-based discretionary bonus.
• A fast-paced, high-impact environment where ideas and execution drive success.

What we're looking for:

• At least two years of experience in high-frequency market making.
• Strong exposure to live tick data and demonstrated ability to use it in developing alpha models.
• Proficiency in Python is essential; C++ is a plus.
• In-depth knowledge of US equities microstructure.

If you're interested, feel free to apply or contact me directly at [e-mail].

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Research

• Industries

  Financial Services and Investment Management

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