Quant Trader (New York, San Francisco, Chicago)

As a Quantitative Trader you will develop and deploy algorithmic trading strategies.  My clients are seeking candidates who are interested in starting/building their own teams, as well as those who would like to join an existing effort.  

Responsibilities
  • 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
  • Develop novel Machine Learning Algorithms
  • Developing, augmenting, and calibrating exchange simulators

Qualifications
  • A PhD from a top-tier university
  • 2+ years of research experience in high-frequency trading, with a demonstrable track record
  • 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

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