Quantitative Research Analyst

New York, NY 10013

Posted: 11/14/2016 Category: Quant Job Number: 8215

Job Description

Our Client, a high-frequency proprietary trading firm founded in 1998, seeks Quantitative Research Analysts.

As a member of one of their trading teams, a Quantitative Research Analyst uses an   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.



The Quantitative Research Analyst will be responsible for:
  • Designing, implementing, and deploying high-frequency trading algorithms
  • Exploring trading ideas by analyzing market data and market microstructure 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



The ideal candidate will have:
  • 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 Clients offices and garden roof deck are located in TriBeCa, a neighborhood in downtown Manhattan. While employees work hard, their cubicle-free workplace, jeans-clad workforce, and well-stocked kitchens reflect the premium the firm places on quality of life. Benefits include:
  • Competitive salary
  • Signing and performance-based bonuses
  • 401(k) with company matching
  • Five weeks of paid vacation per year plus nine paid holidays
  • Free breakfast, lunch, and snacks on a daily basis
  • Free gym membership
  • Free tickets to New York events, including the US Open and TriBeCa Film Festival


Job Requirements

PhD, Statistics, C++, Modeling

Meet Your Recruiter

Evan Pollock

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