Quantitative Research Analyst - Trading (Leading HFT Firm)
Our client, a high-frequency proprietary trading firm founded in 1998, seeks experienced Quantitative Research Analysts.
17th June, 2020
Location(s): New York, Chicago, London, Singapore, Hong Kong
Job Description & Synthesis
Our client, a high-frequency proprietary trading firm founded in 1998, seeks experienced Quantitative Research Analysts. As a member of one of their trading teams, a Quantitative Research Analyst will be using the in-house trading system—one of the fastest and most comprehensive in the world—to develop and deploy algorithmic trading strategies based on patterns in market behavior.
Designing, implementing, and deploying high-frequency trading algorithms
Exploring trading ideas by analyzing market data and market micro-structure for patterns
Creating tools to analyze data for patterns
Contributing to libraries of analytical computations to support market data analysis and trading
Developing, augmenting, and calibrating exchange simulators
A PhD from a top-tier university
1-3 years of research experience in high-frequency trading
A strong background in mathematics and statistics
Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data
Familiarity with signal generation and statistical models
Strong programming skills in C++, MATLAB, and R
Our client is headquartered in New York City and has offices around the globe. While they work hard, their cubicle-free workplace, jeans-clad workforce, and well-stocked kitchens reflect the premium the firm places on the quality of life.
Competitive salary and performance-based bonuses
5 weeks of paid vacation plus paid holidays
Free breakfast, lunch, and snacks on a daily basis