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Quantitative Researcher Lead for Electronic Trading Strategies Group

Quanta Search, New York, New York, us, 10261

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Quantitative Researcher Lead for Electronic Trading Strategies Group

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Quantitative Researcher Lead for Electronic Trading Strategies Group

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Quanta Search Quantitative Researcher Lead for Electronic Trading Strategies Group

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Quantitative Researcher Lead for Electronic Trading Strategies Group

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Quanta Search Get AI-powered advice on this job and more exclusive features. Responsibilities

Our client, a boutique trading firm, is seeking a senior person to lead the research effort in the Quantitative Strategies Group. QSG seeks to develop quantitative models to uncover market dynamics and simulate the price discovery process. Research findings feed into automated trading strategies deployed in electronic markets. The Research Lead will be responsible for driving the research agenda and guiding ongoing R&D projects. The ideal candidate will have experience leading a QR team and/or agenda at a sophisticated trading firm. The candidate will demonstrate an ability to formulate, test, and implement research ideas quickly and robustly. As a Quantitative Research Lead you will: Drive the research agenda with a view to meeting medium-term trading and business objectives Manage development of research tools and applications for processing market data Direct alpha research geared towards high-volume and scalable strategies Oversee and implement strategy code to monetize findings on both sides of the order book Contribute to ongoing R&D efforts for wide-ranging initiatives the team undertakes Develop and test data-centric theories aimed at understanding intraday liquidity dynamics

Responsibilities

Our client, a boutique trading firm, is seeking a senior person to lead the research effort in the Quantitative Strategies Group. QSG seeks to develop quantitative models to uncover market dynamics and simulate the price discovery process. Research findings feed into automated trading strategies deployed in electronic markets. The Research Lead will be responsible for driving the research agenda and guiding ongoing R&D projects. The ideal candidate will have experience leading a QR team and/or agenda at a sophisticated trading firm. The candidate will demonstrate an ability to formulate, test, and implement research ideas quickly and robustly. As a Quantitative Research Lead you will:

Drive the research agenda with a view to meeting medium-term trading and business objectives Manage development of research tools and applications for processing market data Direct alpha research geared towards high-volume and scalable strategies Oversee and implement strategy code to monetize findings on both sides of the order book Contribute to ongoing R&D efforts for wide-ranging initiatives the team undertakes Develop and test data-centric theories aimed at understanding intraday liquidity dynamics

Requirements

Graduate degree in Applied Math, Statistics/ML, Computer Science/Engineering, or similar Proficiency in C++ with demonstrable experience building large-scale production applications Proficiency in advanced data research & modeling using Python and/orR Extensive knowledge and expertise designing statistical inference models and predictive analytics Extensive knowledge and experience with high-volume, high-dimensional data modeling Extensive knowledge and understanding of software engineering principles and practice Demonstrable experience leading teams, projects, and timely execution of business objectives

Additional Skills/experience That Will Reflect Favorably

PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar Prior experience managing quantitative trading portfolios at a reputable hedge fund or trading firm Deep insights into global financial exchange micro-structure and micro-behavior Prior experience managing or implementing Equities and/or Futures Statistical Arbitrage or HFT Experience originating alpha/strategy development in an unprecedented environment or scale Experience propelling firm-level innovation, intellectual breakthroughs, and business growth Seniority level

Seniority level Mid-Senior level Employment type

Employment type Full-time Job function

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