Quantitative Researcher

Alpha Quantitative Researcher Equities (HFT/ Intraday)

Goliath has retained an exclusive role with a concealed MFT Quant Prop out of NYC. We are able to wait out a decently lengthy non compete and happy to sponsor visas. Will comp non compete bonus as well!

Role:

The firm is looking for a new Quantitative Researcher to join their more modestly sized HFT - Intraday Equities team. The role will be Hybrid in NYC. This will be a unique opportunity to be a contributing member and add a new layer to an already very productive desk.

Role:

Design, implement and maintain software for strategy optimization

Implement new alphas for trading strategies.

Maintain, enhance and grow the Firm’s portfolio of automated electronic trading strategies within the platform

Utilize ML and Data Science to develop and improve modelling across futures/ equities.

Essential skills:

Experience with designing and implementing strategies for futures or equities.

Machine learning \& data science experience.

Market data simulation knowledge

Experience in C\+\+/ Python - must have

Compensation budget between $2-6M y1 (base \+ guaranteed bonuses) \+ PnL Split potential. In order to compete with market, they've recently begun offering 2 year guarantees.

Deferred Bonuses, Sign On bonuses, and Discretionary Bonuses are all excluded from this range but still in the picture.

If interested please apply and Goliath Partners will be in touch!