Algo Trading Researcher/Developer (C++) | Elite Systematic Trading Firm | NYC
This is a great opportunity to join a high profile quant team at a global quant powerhouse that operates at the intersection of finance and technology. This firm is a technology-first organization, renowned for its cutting-edge systems, superior infrastructure and execution, high-performance trading platforms, and large-scale data infrastructure. Their systems handle over 200 billion market data ticks daily across almost 20 global markets. Their core leadership group has been together for almost 20 years, originally spinning out of a major Wall Street institution.
Ensure you read the information regarding this opportunity thoroughly before making an application.
Responsibilities:
- Conduct market microstructure research to understand order book dynamics and liquidity.
- Analyze execution costs and perform post-trade attribution studies to evaluate trading performance.
- Develop and optimize high-performance models and tools using C++ and Python.
- Leverage research insights to inform future work on microstructure alphas.
Qualifications:
- 3+ years of experience in algorithmic trading research within equities and futures markets.
- Demonstrated expertise with C++ (Python is a nice to have).
- Solid quantitative and analytical skills with experience in transaction cost analysis and performance attribution. xzgxqkn
- Deep understanding of market microstructure fundamentals.
Algo Trading Researcher/Developer (C++) | Elite Systematic Trading Firm | NYC in new york at Unknown Company
This position is listed as full time and onsite.