Unknown Company

Quantitative Research Analyst

new york, ny • Posted 6 days ago
Onsite Full Time General

Quantitative Research AnalystWe are seeking experienced Quantitative Research Analysts. As a member of one of our trading teams, a Quantitative Research Analyst will be using our in-house trading system—one of the fastest and most comprehensive in the world—to develop and deploy algorithmic trading strategies based on patterns in market behavior.ResponsibilitiesDesigning, implementing, and deploying high-frequency trading algorithmsExploring trading ideas by analyzing market data and market micro-structure for patternsCreating tools to analyze data for patternsContributing to libraries of analytical computations to support market data analysis and tradingDeveloping, augmenting, and calibrating exchange simulatorsQualificationsA PhD from a top-tier university1-3 years of research experience in high-frequency tradingA strong background in mathematics and statisticsProficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick dataFamiliarity with signal generation and statistical modelsStrong programming skills in C++, MATLAB, and R

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