Quant Trader - US Equities

We are seeking a Quantitative Researcher/Trader with 2-3 years of track record across US equities for a top multi-strategy hedge fund.

Key Responsibilities

• Research, develop, and deploy systematic trading strategies across US equities, including single stocks, ETFs, and equity indices.
• Identify and exploit short-term alpha opportunities using market data, statistical modelling, and quantitative analysis.
• Develop predictive signals and models for market making, statistical arbitrage, relative-value trading, and intraday strategies.
• Analyze market microstructure, order-book dynamics, execution quality, adverse selection, and transaction costs.
• Optimize pricing, quoting, position sizing, hedging, and execution logic to improve trading performance.
• Monitor live strategy performance, manage risk, and conduct PnL attribution to identify opportunities for improvement.
• Collaborate with quantitative researchers and software engineers to take strategies from research and backtesting through production deployment.
• Contribute to the development of trading infrastructure, research tools, and systematic risk-management frameworks.

Requirements

• 3+ years of experience in quantitative trading, preferably in US equities, equity market making, statistical arbitrage, or high-frequency trading.
• Demonstrated track record of developing, implementing, or improving systematic trading strategies.
• Background in HFT, electronic market making, intraday alpha, closing auctions, or equity arbitrage.
• Direct ownership of trading strategies, risk limits, or PnL.
• Experience working in a proprietary trading firm, hedge fund, or systematic trading team.
• Proficiency in Python and/or C++; experience with high-performance trading systems is a plus.