We are seeking a Quantitative Researcher to join our high-frequency futures and equity trading team.
The successful candidate will work on developing, testing, and deploying fully automated trading strategies across global equity and futures markets.
Key Responsibilities
Research and develop short-term HFT strategies for futures and equity markets.
Analyze high-frequency tick data to identify alpha signals, inefficiencies, and microstructure patterns.
Design and backtest trading strategies under realistic execution and cost constraints.
Optimize execution logic, signal decay, and feature engineering for low-latency environments.
Collaborate with software engineers to implement production-ready models in Python/C++.
Requirements
Master’s or PhD in a quantitative discipline — Mathematics, Physics, Computer Science, Engineering, or related field.
Strong background in probability, statistics, and time-series analysis.
Proficiency in Python, C++ or C, with solid software engineering fundamentals.
Experience working with High-Frequency tick or order book data.
Familiarity with market microstructure and execution cost modelling.
Prior experience in systematic trading, signal research, or alpha development (internship or full-time) is preferred.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Information Technology, Research, and Engineering
Industries
Financial Services and Investment Management
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