Quantitative Researcher (HFT exp. a must)
A financial firm with offices in downtown Boston is seeking qualified Quantitative Researcher to join their growing team. This person will be responsible for collaborting with researchers and developers to build low latency or market making strategies from end-to-end while developing mathematical models to solve difficult problems.
This is a permanent, direct hire opportunity. Relocation assitance provided and will sponsor. Interested candidates should apply directly to this job posting.
- 3+ years experience in high-frequency trading at a leading hedge fund or proprietary trading firm.
- Experience with direct responsibility in construction of alpha signals or monetization for latency-sensitive, capacity-constrained strategies.
- Graduate-level degree in any scientific, mathematical or engineering discipline.
- Programming experience with C++ in a UNIX environment.
- Experience using data analysis tools in Python or R.
- Knowledge in futures, cash equities or cash FX markets.