They have numerous trading teams looking for senior quantitative researchers working on low - mid latency strategies (10 - 20 min holding periods or hours to occasionally overnight) within the futures or equities asset classes. This is a very technical environment and anybody coming in would need a strong background utilizing C++ and/or ML techniques.
- Proficient in C++ and Python (ML experience is a plus)
- PhD in Computer Science or Computer Engineering
- Execution Research, Alpha Research, and Optimization Experience
- Clear upward mobility
- Highly competitive compensation
- Team-oriented work environment
- Help stregthen and expand your current skillset