RESEARCH ENGINEER (NEW GRADUATES)

About the role

This is a research developer role at a well-established, highly selective quantitative trading and market-making firm with deep roots in high-frequency electronic trading across equities, futures, and derivatives markets globally. As a fresh graduate joining the research team, you'll work alongside quantitative researchers to develop, test, and deploy automated trading strategies — owning the full lifecycle from hypothesis generation through live production. The firm operates at the intersection of rigorous statistical research and high-performance software engineering, where the quality of your models and code has direct, measurable impact on real trading PnL. This is a role for someone who wants to do serious work from day one.

Responsibilities

• Research & Develop Strategies
• Join a team of quantitative researchers responsible for the firm's portfolio of automated electronic trading strategies, contributing directly to the research and development of predictive signals and trading models.
• Drive Measurable PnL Improvements
• Iterate continuously on existing and new models to drive measurable improvements in strategy PnL, with accountability for the real-world results your work generates.
• Owning Ideas End-to-End
• Take ownership of ideas from initial hypothesis through production deployment, working closely with colleagues while maintaining personal accountability for outcomes at every stage.

Requirements

• Low ego; effective both collaboratively and autonomously
• Highly motivated and ambitious, focused on real-world results
• Demonstrable interest in systematic trading; internship experience preferred
• Degree in a highly technical field (computer science, engineering, statistics, mathematics, or physics) required
• Solid knowledge of statistics and machine learning with practical experience applying them to noisy real-world data
• Strong software development skills, with practical experience in Java, C++, or Python
• A drive to turn research into profitable, scalable, and maintainable strategies

Qualifications

• Prior internship or project experience in systematic or quantitative trading environments
• Exposure to high-frequency or latency-sensitive systems, even in an academic or side-project context
• Experience working with tick-level market data, order book modeling, or financial time-series analysis

Skills

• Statistical Analysis
• Machine Learning
• Software Development (Java, C++, Python)

Benefits

• Opportunities for continuous learning and professional growth within a dynamic and innovative environment
• Competitive compensation package including base salary, performance-based bonuses, and equity incentives
• Flexible work schedule and remote work options
• Access to cutting-edge technology and tools used in the industry

Pay

Competitive salary commensurate with experience and qualifications.

Schedule

Full-time position with flexible hours to accommodate the demands of the role.