Quantitative Researcher (HFT)

TL;DR

Quantitative Researcher (HFT): Developing and optimizing high-frequency trading strategies using machine learning with an accent on data sampling, feature engineering, and strategy deployment in production. Focus on exploring market microstructure, evaluating existing strategies, and identifying opportunities for optimization.

Company

AlumniHub is an HFT firm driven by speed, precision, and teamwork.

What you will do

• Collaborating with a team of skilled quantitative researchers.
• Brainstorming and developing new trading strategies, then testing them to ensure effectiveness.
• Evaluating the performance of existing strategies and identifying opportunities for optimization.
• Exploring market microstructure to gather key insights and drive strategy improvements.

Requirements

• 3+ years of similar experience in an HFT company.
• Extensive knowledge of using ML models for HFT strategies.
• Experience in developing and refining trading strategies, from data sampling and feature engineering to strategy deployment in production.
• Advanced Python skills, including proficiency with pandas and numpy.
• A passion for analyzing data and solving challenging problems, with a history of participating in competitions.
• A strong understanding of statistical and probability theory.
• Experience with C++.

Culture & Benefits

• Values technical excellence, collaboration, and a passion for innovative problem-solving.