Founding Quantitative Researcher
You will design, implement, and refine predictive trading and algorithmic market-making strategies. You will research market microstructure, pricing models, and execution optimization; develop and backtest models using historical and real-time data; and collaborate with engineers to deploy strategies into production. You will monitor and improve live model performance and help structure the quantitative function.
Responsibilities
- Design, implement, and refine predictive trading strategies
- Research market microstructure, pricing models, and execution optimization
- Develop and backtest strategies using historical and real-time data
- Collaborate with engineers to deploy strategies into production and enhance infrastructure
- Monitor, analyze, and improve model performance in live trading environments
- Structure the quantitative function
Requirements
- Strong quantitative background in mathematics, statistics, physics, computer science, or a related field
- Proficiency in C++ or Rust for data analysis, backtesting, and model implementation
- Experience with market-making strategies, high-frequency trading, or statistical arbitrage
- Understanding of probability theory, time-series analysis, and optimization techniques
- Knowledge of market microstructure and algorithmic trading concepts
- Ability to work with large datasets and rigorously develop and test hypotheses
Benefits
- P&L-tied bonus
- Stock options
- Lunch
- Health insurance
- Remote-friendly policy
- Well-located offices
- Monthly team events