A leading Quant Fund in NYC is further bolstering their investments in the intraday space and are looking for seasoned Quantitative Researchers with experience in Futures and/or Equity markets. The fund has already built out all vital pieces of research and trading infrastructure for the group and have successfully deployed several strategies late last year. In 2024, they are doubling down on their approach and are seeking additional QRs to assist in generating PnL.
The firm is ideally looking for candidates with experience in generating market taking signals with holding periods ranging from seconds to hours. The candidate will be welcomed into a collaborative environment where you will work alongside other exceptional QRs and technologists in the efforts of driving this area of the business to be one of the most profitable in the fund.
Please reach out if you have:
--2+ years experience working on HFT or Intraday signals in Equity or Future markets
--Experience working on optimization or monetization is a plus but not a hard requirement
--Desire to work in a collaborative, team environment
--Strong Python and/or C++ skillset
--Advanced STEM degree
--Strong communication skills
