Quantitative Researcher

Boston, MA

Post Date: 03/14/2017 Job ID: 8704 Category: Quant

**  We are offering only full-time opportunities at this moment. You will be joining as a Partner,  the highest title offered at this firm.  By submitting your resume, you agree to keep all interview questions confidential, so as to give other candidates an equal chance. **  

 

Bridging mathematics and low-latency trading

Our Client is seeking a Quantitative Researcher with significant experience in developing low latency statistical arbitrage or market making strategies. You will be joining the core of a company with a single, monolithic HFT team. The ideal candidate is someone who is intellectually curious and loves solving mathematical problems - you might have considered pursuing an academic career at some point and you are looking at this job posting because you are enticed by the fast feedback loop in our field.

What you' ll be doing:
  • Building low latency liquidity taking or  market making strategies from end-to-end.
  • Developing mathematical models to solve difficult stochastic problems.
  • Analyzing convergence and boundedness properties of algorithms and estimates.
  • Translating your models to fast computational methods.
  • Collaborating with researchers and developers to implement all of the above.

You must meet both of these minimum requirements:
  • 3+ years work experience in high-frequency trading at a leading hedge fund or proprietary trading firm.
  • Experience with direct responsibility in construction of alpha signals or monetization for latency-sensitive, capacity-constrained strategies.

In addition, here are some of the attributes  that we' re looking for: 
  • History of peer-reviewed publications in optimization, algorithms, statistics, numerical analysis, signal processing, operations research, or a related field.
  • Graduate-level degree in any scientific, mathematical or engineering discipline.
  • Programming experience with C++ in a UNIX-based environment.
  • Experience using data analysis tools in Python or R.
  • Intense passion for solving quantitative problems.
  • Recent track record with low variance in PnL at high % of ADV.
  • Working familiarity with low latency architecture.
  • Knowledge in futures, cash equities or cash FX markets.

 

Our firm and culture 

Our Client is a quantitative trading firm focused on high frequency trading.  The team consists of former senior engineers and researchers in companies such as Virtu, GETCO, Goldman Sachs, Google and more. Our firm is backed by several institutional investors and hedge fund veterans.

Our Client   is a flat organization.  To encourage openness and collaboration, there are no walls between teams, and ideas are exchanged freely throughout the company. Our flexible work hours, casual dress code, generous employee benefits, and startup environment (gaming room, team events and, of course, free food) ensure that you can commit fully to your intellectual interests. We welcome cultural diversity and are able to sponsor H-1B visas.

We are looking for people who share our passion for science and technology,  add a fun-loving character to our team, and inspire growth in the people around them. You will have the immediate opportunity to lead relevant projects and influence the firm' s general direction. You answer only to yourself and have the freedom and flexibility of an unlimited vacation policy. Feel free to show us any work that demonstrates your interests, e.g. code samples, academic publications, GitHub projects

 
High Frequency, Signal Processing, C++, Linux

Evan Pollock


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