Conduct quantitative research for high-frequency trading strategies across global markets. Responsibilities include processing data, generating signals, building statistical and machine learning models, simulating and calibrating strategies, and developing research pipelines and simulation environments. The role requires collaboration with experienced traders and researchers to deliver measurable trading performance and well-documented production-quality code.
Senior Quantitative Researcher opportunity with a high-frequency trading team focusing on developing alpha-driven trading strategies on the global markets using scientifically rigorous research and cutting-edge technology. This role will work closely with the team leader and other members on data processing, signal generation, modeling, strategy simulation and calibration, and developing the team’s research pipeline and simulation environments. This is a rare opportunity for an experienced researcher to join a well-positioned team at an early stage to deliver measurable and long-lasting PnL impact while collaborating with individuals with proven experience building some of the most profitable high-frequency strategies in the world.
Required Skills, Qualifications and Experience:
- Bachelors or advanced degree in a STEM major
- Strong intuition, hands-on mentality, and a keen interest in playing with data
- Knowledge of statistics, statistical modeling or machine learning techniques and knowing whether, when and how to apply them in data-driven research
- Programming skills in C++
- Programming skills in Python or other scripting languages
- Ideally 4+ years of working experience in quantitative trading, preferably in high-frequency trading
- Demonstrated ability to write well-documented code
- Passion for building research pipelines and tools
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