Job Description:

A prominent prop-trading house is seeking a Senior Quantitative Researcher with 5+ years of experience trading strategies with a sub-minute holding period. The company’s fully automated trading business is blended between HFT and MFT (short intra-day spectrum), with a collaborative culture and outstandingly talented researchers – full of former Math & Informatics Olympiad prize-winners, ICPC winners, and Kaggle grandmasters.

The main requirement is a strong track record of running fully automated intra-day systematic strategies with a holding period of under a few minutes max. A background in ML/DL Research with cross-sectional or large unstructured datasets would be a strong advantage, as the firm operates as a central research platform that provides signals to different asset classes. You will work closely with a collaborative team of quant researchers and ML/AI scientists to develop cutting-edge intra-day trading strategies for equities, options, and crypto markets. The team is in the top 1% by remunerational capabilities and is seeking outstanding candidates who are ready for a focused, collaborative, and meritocratic working environment. First-year comp is in the middle seven-digit area.

Requirements:

• Track Record of full-cycle quantitative research - alpha research, portfolio optimisation, monetisation & live-trading.
• Prop-shop background is a prerequisite. Sharpe Ratio for MFT (sub-minute) strategies must be above 5.0.
• BSc/MSc/PhD in computer science, electrical engineering, or a related field.
• Python experience is required, and daily use is preferred. C++ is a strong plus.
• 5+ years' experience in the buy-side firm (hedge funds, prop trading funds, market makers) or Scientific AI Research Departments from the Big Tech.
• Strong plus – Participation in Kaggle competitions, scientific research, and publications in prominent journals and conferences, such as ICML, ICLR, etc.