A top-performing quantitative hedge fund is looking for a HFT Quant Researcher (equities or futures) to join their expanding team. The fund operates as a close-knit, singular team focused on systematic futures and equity strategies. The HFT QR will be tasked with researching short-term alpha via execution and developing proprietary market microstructure models. These models will be used to improve performance of preexisting strategies, with the growth potential to work on faster signals/strategies that the fund can deploy.
This is an opportunity to greatly increase strategy performance and have a massive impact within the fund early from the start. The HFT QR will assist the fund as it continues to grow and will be able to expand into areas for the business.
The ideal candidate will have:
- 3+ years HFT buyside experience (equities or futures ideally)
- Deep exposure to market microstructure/execution research
- Strong C++ and Python
- Advanced STEM degree from top-tier university
- Desire and ability to work in a collaborative environment