Senior HFT Researcher (NYC) - Selby Jennings : Job Details

Senior HFT Quantitative Researcher

A multi-manager fund in New York is looking to bring a Senior Quantitative Researcher with High Frequency Trading experience into the fund. The greenfield initiative has received substantial backing from the fund and will allow you to engage in heavy PnL driven projects through cutting edge proprietary technology and in-depth research. You will work alongside the head of the group, working on end to end strategy development and establishing the research agenda for junior members of the team. This will offer you complete oversight of data sourcing, alpha signal generation/construction, strategy development and backtesting.

Responsibilities:

• Develop alpha research agenda for team members and spearhead strategy simulations
• PnL driven research through signal generation, exploring applications of machine learning and generating research ideas
• Developing production level code in C++ and Python

Requirements:

• 3+ years working on high frequency trading strategies
• Masters or PhD in a quantitative field (Math, Physics, EE, Computer Science, Statistics, ect.)
• Tried and tested research approach
• A true technologist at heart and strong coding skills in C++ and/or Python