Quantitative Researcher

This is a fully remote position, open to applicants in United States.

📋 Description

• Conduct research, develop, and continually enhance quantitative trading signals within HFT and near-HFT timeframes, with a strong emphasis on high Sharpe, deployable strategies.

• Design and execute thorough backtests that accurately reflect microstructure considerations: spread costs, venue behavior, print filtering, adverse selection, and realistic fill modeling — with the specific aim of ensuring performance that is viable in production, not merely theoretical.

• Work collaboratively with portfolio managers and developers to transition validated research into production and enhance live strategies.

• Regularly analyze live performance by breaking down P&L, identifying regime shifts, attributing slippage — and incorporate insights back into ongoing research.

• Gradually take on greater levels of research leadership, including mentoring and guiding the direction for research cycles.

⛳️ Requirements

• A minimum of 2 years of practical experience in quantitative research or strategy development within an electronic trading environment, demonstrating the ability to create high Sharpe strategies that thrive in live deployment.

• Strong foundation in applied statistics: performance estimation, overfitting stress-tests, non-stationarity, and test design under real market constraints.

• Proficient in Python for research; familiarity with C++ is a significant advantage.

• Comprehensive understanding of market microstructure: TAQ data interpretation, venue differences, and short-term price dynamics.

• Proven record of successfully transitioning research into live production — not limited to exploration.

• Bachelor's or Master's degree in Mathematics, Statistics, Physics, Computer Science, Computational Finance, or a related quantitative field.

🏝️ Benefits

• Competitive salary and performance-based bonuses.

• Opportunities for professional development and continuous learning.

• Collaborative and innovative work environment.

• Comprehensive health and wellness benefits.