Microstructure Quantitative Researcher

Description:

Microstructure Quantitative Researcher
Location: New York, NY – Onsite
Job Type: Full-Time

Requirements:
PhD in Physics, Engineering, Statistics, Applied Mathematics, Quantitative Finance, or a related field from an Ivy League university.
4+ years of quantitative research experience with a successful proprietary trading team.
Strong knowledge of market microstructure, Futures, FX, and order book tick data.
Experience in feature engineering, statistical modeling, signal generation, and strategy backtesting.
Proficiency in Python, R, or C/C++, with Pandas and scikit-learn.
Proven experience developing and monetizing systematic trading signals.