Senior Quantitative Researcher - High Frequency Trading

Role Overview

This role offers the opportunity to take end-to-end ownership of alpha generation, from idea conception and research through production deployment and live performance monitoring. The successful candidate will operate at the intersection of quantitative research, machine learning, market microstructure, and software engineering, developing and implementing predictive trading signals across high frequency and systematic trading strategies.

Researchers are expected to independently source and analyze data, conduct rigorous research, build production-quality models, and work closely with the Portfolio Manager to turn research into live trading opportunities.

Key Responsibilities

• Research and develop novel alpha signals utilizing large-scale market, order book, and alternative datasets
• Design and implement predictive models to identify short-term trading opportunities across electronic markets
• Conduct rigorous statistical analysis, hypothesis testing, and large-scale backtesting to evaluate signal efficacy
• Analyze market microstructure dynamics, execution quality, and trading behavior to uncover new sources of alpha
• Take ownership of deploying research into production environments, ensuring robustness, scalability, and reliability
• Build and maintain production-quality data pipelines, research infrastructure, and modeling frameworks
• Maintain live trading performance, perform attribution analysis, and continuously improve deployed signals
• Prioritize research, implement strategies, and work closely with the Portfolio Manager and engineering teams
• Improve execution frameworks, transaction cost modeling, and overall trading efficiency
• Contribute to the development of a scalable research platform capable of supporting rapid strategy iteration and deployment

Ideal Background

• Demonstrated experience developing systematic trading signals within a high frequency, electronic trading, or quantitative trading environment
• Proven ability to own research projects from initial idea generation through production implementation
• Strong understanding of statistics, machine learning, predictive modeling, and experimental design
• Deep interest in market dynamics, market microstructure, and alpha generation
• Expertise in Python and experience developing production-quality research and trading systems
• Experience working with large datasets and building scalable research infrastructure
• Strong software engineering mindset with a focus on code quality, automation, and maintainability
• Entrepreneurial mentality with a desire to help build and shape a growing research platform
• Advanced degree in Mathematics, Statistics, Computer Science, Physics, Engineering, or a related quantitative discipline preferred