Quantitative Researcher
Core
Develop, test, and refine predictive signals and models using high-frequency limit orderbook data to inform trading decisions.
Role type
Junior quantitative researcher (orderbook signal generation)
Builds
Production-ready trading strategies and data pipelines for a proprietary trading firm
Domain
Financial markets / Market microstructure / High-frequency trading
Deliverable
production ML models
Required skills
Python (pandas, NumPy), statistical analysis, machine learning (tree-based methods), orderbook data analysis, backtesting, data pipeline development
Preferred skills
None stated
Technologies
Python, pandas, NumPy
Responsibilities
Analyze high-frequency limit orderbook data to identify patterns and predictive signals; Build and backtest quantitative models using historical tick and orderbook data; Develop and maintain data pipelines for processing large-scale, high-frequency market data; Apply statistical and machine learning techniques to improve signal quality; Continuously monitor and iterate on live signals and models based on performance
Seniority
Junior, early career