Senior Quant Researcher - CTA/Short-Term

Quant Blueprint LLC; New York (NY); On-site; USD 54,000 - 66,000; Full time

Benefits offered by this job

Health and dental benefits

401(k) contributions

Discretionary bonuses

Job summary

Quant Blueprint LLC in New York seeks a Quant Researcher to research and implement automated trading strategies. The ideal candidate will have a robust quantitative background with proficiency in programming languages such as C++, Java, or Python.

This role involves analyzing large datasets, presenting findings to management, and ensuring robust statistical outcomes for trading activities. Competitive base salary and potential bonuses are offered.

Qualifications

• Research and implement strategies within the firm's automated trading framework.
• Analyze large data sets using advanced statistical methods.
• Develop understanding of market structures of exchanges and asset classes.

Responsibilities

• Focus on researching and implementing trading ideas.
• Prepare data for the trading day.
• Monitor behavior and performance of strategies during market hours.
• Compare live performance with simulations.
• Present results to managers and discuss improvements.

Skills

Quantitative background

Programming proficiency

Strong communication skills

Ability to work under pressure

Familiarity with non-equity asset classes

Experience with intraday trading

Education

Degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, and Physics

Tools

C++

Java

Python

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.