Summary

This research-forward quantitative researcher role focuses on market microstructure, high-frequency trading, and electronic market making. You will analyze order-book data, develop systematic strategies, and translate research into latency-aware live trading systems.

Responsibilities

• Analyze high-frequency level 2 order-book data
• Develop alpha signals from order-flow dynamics
• Design market-making and risk-taking strategies
• Backtest strategies with realistic latency and fees
• Optimize execution, sizing, and intraday risk
• Translate research into live trading systems
• Evaluate live performance through markout analysis