Description

Join a top-tier high-frequency trading firm in New York as a Quant Researcher. You'll be part of the research team, driving alpha and feature development, statistical modeling, and end-to-end model implementation.

Responsibilities

Proven experience in quantitative research, especially in alpha/feature development for HFT or algo trading ( preferably in the US markets) 

Strong background in statistical modeling, machine learning, and data analysis.
Proficiency in Python, C++, R, and relevant libraries
Degree in Mathematics, Statistics, Computer Science, Physics, or related fields.

Requirements

Experience in HFT, market-making, time-series analysis, and market microstructure.
Familiarity with low-latency programming and optimization.

Apply with your resume at annpurnabist@aquissearch.com.