Quantitative Trader - Global Session Coverage

Responsibilities

• Quantitative Research & Modeling: Use Python, market data, and statistical reasoning to investigate market behavior, decide which hypotheses are worth pursuing, test them, model trade opportunities, and backtest new ideas.
• Idea Selection & Direction-Setting: Form a point of view on where the desk should look and what to ignore. Prioritize across a noisy set of possibilities, commit to a direction without waiting to be told, and update your views when the evidence shifts.
• Live Trading & Order Management: Manage orders during Asian / non-U.S. market sessions, monitor execution quality, and respond thoughtfully to changing market conditions.
• Risk & P&L Ownership: Track exposures, P&L, fills, market moves, and trading-system behavior; identify issues early and escalate with judgment.
• Execution & Market Microstructure Analysis: Study liquidity, slippage, fills, and market structure to improve trading outcomes and inform future strategy development.
• Global Coverage Buildout: Help design the workflows, tools, dashboards, reports, and SOPs that allow the desk to scale non-U.S. trading coverage.
• Cross-Session Handoff: Maintain clear communication with U.S.-based traders, including concise summaries of market activity, open risks, completed orders, unresolved issues, and research observations.
• Process & Tool Improvement: Build and refine tools that make trading, research, monitoring, and reporting more scalable, reliable, and decision-useful.

Requirements

• 2–6 years in a quantitatively oriented trading, trading analyst, execution, research, or market-risk role.
• Strong Python fluency for data analysis, backtesting, modeling, execution review, risk monitoring, and workflow automation.
• Quantitative Problem Solving: Comfort using math, statistics, market data, and structured reasoning to evaluate trading opportunities and risks.
• Trading Judgment: Understanding of risk, P&L, order management, market microstructure, and the practical realities of live trading.
• Research Orientation: Ability to turn market observations into testable hypotheses and evaluate them rigorously with data.
• Independent Judgment: A point of view on what is worth working on. You can prioritize across a noisy set of possibilities, commit to a direction without waiting for permission, and change your mind when the evidence warrants.
• Execution Discipline: Comfort managing live orders, monitoring risk, and acting decisively under time pressure.
• Ownership & Composure: High-agency, detail-oriented, and able to make clear decisions, manage live risk, and escalate appropriately when conditions change.
• Communication: Strong written and verbal communication, especially for cross-session handoffs and collaboration with traders, quants, and engineers.

Qualifications

• BA/BS in Mathematics, Computer Science, Engineering, Economics, Finance, Statistics, or another technical / quantitative field.
• Experience trading, researching, or supporting Asian, European, or other international markets.
• Familiarity with equities, ETFs, ADRs, derivatives, corporate actions, index events, or cross-border market structure.
• Experience with SQL, large time-series datasets, Bloomberg, market-data terminals, or internal trading datasets.
• Familiarity with systematic trading infrastructure, execution systems, risk tools, or C++, Java, or other production languages.
• Experience at a proprietary trading firm, market maker, hedge fund, bank trading desk, or systematic trading team.

Skills

• Python fluency for data analysis, backtesting, modeling, execution review, risk monitoring, and workflow automation.
• Comfort using math, statistics, market data, and structured reasoning to evaluate trading opportunities and risks.
• Ability to turn market observations into testable hypotheses and evaluate them rigorously with data.
• Comfort managing live orders, monitoring risk, and acting decisively under time pressure.
• Clear communication skills for cross-session handoffs and collaboration with traders, quants, and engineers.

Benefits

• Competitive compensation packages, 401k matching, gender-neutral parental leave, and comprehensive medical, dental, and vision insurance.
• In-office perks include lunch stipends, fully stocked kitchens, happy hours, and a great location with amazing colleagues.
• Flexible work schedule, though in-person collaboration is key to solving complex challenges.

Pay

The anticipated base salary for this role ranges from $125,000 - $200,000 annually, based on experience and qualifications.