Quantitative Researcher

Not factor research. Not MFT. Not theory. You’ve taken model-driven strategies from idea → backtest → production — and you understand what survives live markets. This is a growth mandate within a global, technology-led proprietary trading firm operating at the core of electronic liquidity provision. The firm provides continuous liquidity across major exchanges and asset classes worldwide, powered by fully systematic strategies and serious infrastructure investment. Quant research, trading and engineering sit side by side. This is not a pod. There is autonomy. If you build it, you own it. The Role Design and deploy high-frequency, model-driven market making strategies Run independent alpha research on seconds-to-minutes horizons Take research fully into production Influence execution architecture and research infrastructure In New York: help grow and lead a research function What Strong Looks Like 8+ years in systematic trading with genuine HFT market making experience Deep modelling capability (ML exposure preferred; DL/RL a plus) Experience operating within serious research environments (large datasets, GPUs) Comfortable debating methodology with traders and engineers Clear communicator — able to explain your decision framework under scrutiny US cash equities experience strongly preferred. Compensation & Logistics Target total comp: ~$500k (flexible for exceptional candidates) Base salary: guaranteed up to $250k Sign-on + discretionary profit share Non-competes can be managed Relocation: New York preferred; Amsterdam available Sponsorship: NY: H1B transfer possible HK & London offices available for standout candidates Amsterdam possible for EU relocation This is for someone who wants intellectual ownership, infrastructure influence, and room to build — not just optimise within constraints. If that sounds like you, let’s have a serious conversation. DM me or comment below. #J-18808-Ljbffr Albert Bow