Senior Quant Researcher – Intraday Statistical Arbitrage

Overview

In this role you will research and implement trading ideas within the firm’s automated framework, applying advanced statistics to uncover opportunities. You will build a solid understanding of market structure across exchanges and asset classes, supporting data-driven decision making. You’ll prep data and processes before market open and monitor strategy performance during trading hours, contributing to scalable, high-impact trading research.

Pay / Benefits

• discretionary bonuses potential
• health and dental benefits
• 401(k) contributions

Responsibilities

• research and implement strategies within the firm’s automated trading framework
• analyze large data sets with advanced statistical methods to identify opportunities
• develop understanding of market structure across exchanges and asset classes
• pre-market data and process readiness checks
• monitor strategy behavior and performance during market hours

Key requirements

• quantitative background from degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science or Physics
• proficiency in at least one major programming language (C++, Java, Python)
• strong communication skills and ability to collaborate across regions
• ability to work well under pressure

• strong communication
• team collaboration
• resilience under pressure
• C++
• Java
• Python

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