Quantitative Researcher / Trader

About the role

Research, design, backtest, and deploy automated systematic trading strategies, including alpha-seeking and market-making strategies across asset classes. Analyze market data and optimize portfolio construction, risk allocation, and live strategy performance in collaboration with Quant and Engineering teams. Requires at least two years of relevant experience, including prior automated trading strategy development at a leading HFT firm or hedge fund and a proven record of live high-frequency trading. Candidates should have a degree in an analytical field, strong Python and C++ skills, knowledge of financial markets and data analysis, and proficiency in Linux/Unix; statistics, data modeling, and machine learning are desirable.