Quantitative Trader

About the role

Join a highly technical global proprietary trading firm as a Systematic Trader focused on identifying, developing, and scaling systematic strategies across highly liquid U.S. equity markets. This role is ideal for professionals experienced in electronic market-making, statistical arbitrage, HFT, and short-horizon mean reversion strategies. You’ll work closely with traders, researchers, and engineers to own the entire trading life-cycle—from idea generation and research through deployment and live trading. The firm provides a strong technology stack, extensive market data resources, and the autonomy to drive strategy development and performance.

Responsibilities

• Research, develop, and optimize systematic trading strategies across U.S. equities.
• Generate alpha through quantitative analysis of market microstructure, order flow, and tick-level data.
• Monitor live trading performance and conduct PnL attribution, execution analysis, and risk assessment.
• Collaborate with researchers and developers to move strategies from research into production.
• Identify new trading opportunities and contribute to the expansion of the firm's U.S. equities platform.

Requirements

• 4+ years of experience in systematic trading, quantitative research, or quantitative trading.
• Strong background trading or researching U.S. equities.
• Demonstrated success developing and managing intraday, HFT, statistical arbitrage, mean reversion, or market-making strategies.
• Deep understanding of market microstructure, liquidity, order book dynamics, and execution.
• Strong programming skills in Python, C++, or a similar language.