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Our Client is a high frequency market maker with offices in New York, Chicago and San Jose. The trading team is looking to recruit a quantitative researcher to aid in the development and monetization of high frequency market making strategies for cash equities traded on exchanges and dark pools. The role will involve working in a collaborative team environment. A significant element of the role will involve researching and designing trading strategies and playing poker and ping pong with your colleagues.

Key Responsibilities 

• Signal research
• Designing and testing strategies
  
• Monetizing and scaling existing strategies
• Backtesting and optimizing parameters

Skills and Qualifications

• PhD in Applied Math's, Financial Econometrics, Computer Science, Artificial Intelligence or related.
• Ability to program and implement algorithms in a C++ class.
• A good understanding of smart pointers, shared pointers and memory management in C++.
• A good understanding of data structures, algorithms and how to implement algorithms in C++ efficiently.
• An expert in probability and statistics.
• A competitive poker player.

If you would like to be considered for the position of Quantitative Researcher or wish to discuss it further then please leave your details below. Your resume will be held in confidence until you connect with a member of our search team.