Senior Quant Researcher - CTA/Short-Term

Quant Blueprint LLC; Georgia; On-site; EUR 54,000 - 66,000; Full time

Job summary

Quant Blueprint LLC based in Madrid is hiring a Quant Researcher to research and implement strategies within automated trading frameworks. The candidate will analyze large data sets to identify trading opportunities and understand the market structure of various exchanges.

Qualifications include a strong quantitative background, programming proficiency in languages like C++, Java, or Python, and the ability to work under pressure. The role offers the chance to work in a dynamic trading environment with opportunities for bonuses and benefits.

Qualifications

• Quantitative background includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
• Programming proficiency with at least one major programming or scripting language.
• Strong communication skills and ability to work well with colleagues across multiple regions.

Responsibilities

• Research and implement strategies within the firm's automated trading framework.
• Analyze large data sets using advanced statistical methods to identify trading opportunities.
• Develop a strong understanding of market structure of various exchanges and asset classes.

Skills

Quantitative background

Programming proficiency (C++, Java, Python)

Strong communication skills

Ability to work well under pressure

Familiarity with liquid non-equity asset class instruments

Experience with intraday bar data

Education

Degrees in Mathematics, Statistics, or related fields

Job description

Role: Quant Researcher – CTA/Short-term

Squarepoint is a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for our clients. We have deep expertise in trading, technology and operations and attribute our success to rigorous scientific research. As a technology and data‑driven firm, we design and build our own cutting‑edge systems, from high performance trading platforms to large scale data analysis and compute farms. With main investment offices in New York, London and Singapore, we emphasize true, global collaboration by aligning our investment, technology and operations teams functionally around the world.

Overview of Quant Researcher Position

• Research and implement strategies within the firm's automated trading framework.
• Analyze large data sets using advanced statistical methods to identify trading opportunities.
• Develop a strong understanding of market structure of various exchanges and asset classes.
• Critically question results to ensure they are statistically significant and robust.

Typical Day of Quant Researcher

• Primary focus throughout the day is on researching and implementing trading ideas.
• Before market open, check that all required data and related processes are ready for the trading day.
• During market hours, sporadically monitor behavior and performance of strategies.
• Compare live performance with simulations.
• Present results to your manager and discuss improvements, open questions, and next steps.

Skill Set Required For Position

• Quantitative background – includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
• Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python).
• Strong communication skills and ability to work well with colleagues across multiple regions.
• Ability to work well under pressure.
• Good familiarity with instruments of at least one liquid non‑equity asset class (futures, FX, cash treasuries).
• Experience working with intraday bar data and researching intraday trading opportunities.

Compensation and Benefits

The minimum base salary for this role is $60,000 if located in New York. This expectation is based on available information at the time of posting. This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation. This role may also be eligible for benefits, such as health, dental, and other wellness plans, as well as 401(k) contributions. Successful candidates' compensation and benefits will be determined in consideration of various factors.