Quantitative Researcher (Python/C++)

Location: New York, New York, United States; hybrid working opportunities available

Salary: $150,000–$250,000 annual base salary, plus eligible discretionary bonus

Company

Quantitative trading firm developing electronic trading infrastructure, market data and research platforms, and systematic trading strategies.

What you will do

• Design, implement, and deploy trading algorithms.
• Research high- to mid-frequency alpha signals using market data, market microstructure, and alternate data.
• Build tools and data platforms for pattern analysis, including large-scale tick-data workflows.
• Develop analytical computation libraries supporting market-data analysis and trading.
• Develop, augment, and calibrate exchange simulators.
• Integrate market intuition and discretionary oversight into live execution.

Requirements

• PhD degree or foreign equivalent in Mathematics, Statistics, Computer Science, or a related STEM field.
• Deep learning expertise, specifically generative models or reinforcement learning.
• Applied mathematics knowledge covering calculus, linear algebra, and optimization theory.
• Statistics expertise in areas such as signal processing, advanced time-series analysis, information theory, or statistical arbitrage.
• Experience with backtesting, simulation, statistical techniques, data mining, signal generation, and statistical models.
• Programming skills in Python and C++.

Culture & Benefits

• Hybrid working opportunities.
• Generous paid time off and regional savings plans.
• Free breakfast, lunch, and snacks daily.
• Wellness reimbursements, sports teams, fitness events, and in-office wellness experiences.
• Volunteer opportunities, charitable giving, social events, and celebrations.
• Workshops and continuous learning opportunities in a collaborative environment.