We are seeking an exceptional Quantitative Researcher to design, test, and deploy alpha-generating strategies across high-frequency trading environments. In this role, you will analyze microstructure data, build short-horizon predictive models, and collaborate with engineers to implement low-latency strategies on live markets. You will be expected to think rigorously, iterate quickly, and adapt strategies to ever-evolving market conditions.
This is a fully remote position, open to candidates globally. We prioritize results and innovation over location and time zones.
Responsibilities
- Research and develop high-frequency, alpha-generating trading strategies.
- Analyze order book and tick-by-tick market data for patterns and anomalies.
- Model price dynamics, liquidity, and volatility on sub-second horizons.
- Design, implement, and backtest strategies with realistic execution constraints.
- Collaborate with engineering to deploy models in production systems with low-latency requirements.
- Evaluate strategy performance in live markets; diagnose and resolve anomalies.
- Create tools for real-time monitoring, feature generation, and data analytics.
- Continuously optimize for execution speed, model robustness, and scalability.
Application link: https://www.workingnomads.com/job/go/1360421/