Quantitative Researcher/Trader - Global Equities

Quantitative Researcher/Trader - Global Equities Our client, a significant systematic trading firm, is looking to hire Quantitative Researchers/Traders within global equities. There are opportunities to join existing historical teams or to be onboarded as a new team/desk. The global equities business includes traditional risk-taking, HFT, and mid-frequency strategies across equities, futures, options (index, single-stock, RV etc), global delta one (index, single stock, macro, ETF, and siloed pod-like teams). The business has been successful for several years and is looking to expand and diversify into new locations and trades. My client is especially interested in individuals or teams that can leverage their ultra-low latency trading platform. Role Description The primary responsibility of this role is to research, design, and implement innovative quantitative trading strategies. This will involve generating alpha from a diverse range of traditional and alternative datasets using advanced statistical techniques. To excel in this position, the ideal candidate will need to develop a deep understanding of the underlying data and apply cutting‑edge scientific algorithms to build and refine statistical models. Qualifications Excited about working in a collaborative team environment, with an emphasis on team performance. 5+ years’ experience in quantitative investment research in High Frequency Trading in the US, Canadian, or European Markets. Excellent written and verbal communication skills. Strong programming skills with the ability to explore large datasets required. Locations New York, Chicago, or London #J-18808-Ljbffr