Responsibilities
:
1. Develop and optimize systematic, high-frequency trading strategies.
2. Conduct quantitative research to uncover market inefficiencies and improve model robustness.
3. Collaborate with engineering teams to build scalable, low-latency trading systems.
4. Leverage machine learning and statistical methods to enhance signal generation and performance.
5. Mentor junior researchers and foster a culture of technical excellence and collaboration.
Who We’re Looking For:
6. Exceptional candidates with an outstanding academic and professional track record.
7. A degree (Master’s or PhD preferred) in a quantitative discipline (, Mathematics, Physics,puter Science) from a top-tier university.
8. Proven experience developing successful quantitative models—ideally in HFT and/or transaction cost analysis.
9. Strong analytical and innovative thinking skills, with demonstrated proficiency in numerical and statistical tools for signal development.
10. Hands-on problem-solvers who thrive in a collaborative, meritocratic environment marked by intellectual rigor and informality.
11. Proficiency in Python or C++, with an emphasis on high-performanceputing and market microstructure.
Why Join?
12. Work on cutting-edge strategies within a highly respected global trading firm.
13. Join a collaborative, high-performance team of top-tier talent across quant, engineering, and trading.
14. Full relocation support if required (opportunities also in New York or Europe._
15. An informal yet intellectually demanding culture that values innovation, impact, and autonomy.
Job ID TG43735