A U.S based hedge fund is looking to expand its Quant Research team and is in search for Quantitative Researchers who have experience developing low latency Stat Arb and Market Making Strategies. The role is to be based in Massachusetts.
- Developing low latency liquidity taking/ market making strategies
- Developing mathematical models to solve stochastic problems.
- Translating your models to computational methods.
- Working with researchers and developers to implement all of the above.
- 3+ years work experience in high-frequency trading at a leading hedge fund or proprietary trading firm.
- Experience in construction of alpha signals
- Experience using data analysis tools in Python or R.
- Intense passion for solving quantitative problems.
- Low variance in PnL at high % of ADV.
- Knowledge in futures, cash equities or cash FX markets.