Principal Quant
Core
Research, develop, and manage high-frequency trading strategies and execution algorithms across global asset classes using tick data and machine learning.
Role type
Principal Quantitative Researcher (High-Frequency Trading)
Builds
High-frequency alpha research models, trading strategy logic, and production execution algorithms for global equities, futures, and FX.
Domain
Quantitative Finance / High-Frequency Trading
Deliverable
production ML models
Required skills
Quantitative finance, L3 tick data analysis, high-frequency trading strategy design, US equities expertise, machine learning, Python, C++ or Java, Linux environments
Preferred skills
Machine learning techniques
Technologies
Python, C++, Java, Linux
Responsibilities
Design and implement tick-data features and ML models for short-horizon alpha; write strategy logic and manage production deployments of execution algorithms; lead expansion of algorithmic execution to global asset classes; perform post-trade analysis
Seniority
Principal, hands-on IC