Description
The Quantitative Researcher will develop systematic trading strategies based on market microstructure by extracting predictive signals from high-frequency market data, designing features, building statistical and machine learning models, and deploying ideas into production. The role requires a PhD in a quantitative discipline, strong mathematical and statistical skills, Python and C++/Java programming ability, and experience with quantitative models. It is based in Austin, Texas, with a five-day-in-office requirement, and includes health insurance, flexible sick time, and office lunches.
