Microstructure Quantitative Researcher
Core
Develop and trade systematic macro strategies focusing on market microstructure signals using order book tick data.
Role type
Senior quantitative researcher (market microstructure)
Builds
Systematic trading signals for global macro markets (futures, FX)
Domain
Quantitative finance, market microstructure
Deliverable
production ML models
Required skills
statistical modeling, feature engineering, machine learning, Python, R, C/C++, data science toolkits (scikit-learn, Pandas), tick data processing
Preferred skills
knowledge of futures and FX markets, experience with proprietary trading teams
Technologies
Python, R, C/C++, scikit-learn, Pandas
Responsibilities
Generate systematic signals for global macro markets, perform feature engineering with order book tick data, combine features using linear and ML models, manage end-to-end research pipeline, assist in building and maintaining production trading environments
Seniority
Senior, hands-on IC