Description

I'm personally working with the Head of Quantitative Research at a global fintech company, which is a household name on the street, as they have a greenfield initiative to build out a D1 trading franchise! While the firm is well regarded and has a ton of market share, this particular build out has been happening behind the scenes for the last 2 years,. The head of the team has already put together a close-knit group of industry veterans, comprised of both sell-side and buy-side quants. They are looking for an experienced Quant Researcher/Trader to join their North America business to build and implement robust market making and trading algorithms offering a new PnL generating stream for their global fintech operation.

Key Responsibilities -

• Build and implement trading algorithms and pricing models across the D1 universe
  Conduct factor modeling and statistical analysis to diagnose model failures and improve forecasting accuracy.
• Develop and maintain stochastic models, pricing frameworks, particle filters, and auction pricing algorithms.
• Be the thought leader across systematic market-making initiatives, including improvements to trading models and portfolio optimization

Product Knowledge

• In-depth understanding of Delta One products and their real-world trading behavior.

Professional Background

• Experience from a market making desk, prop trading group, or hedge fund strongly preferred. Candidates from banks are acceptable if they algorithmic trading exposure.
• Strong academic background in engineering, applied mathematics, physics, or related technical fields.
• A thinker with strong market intuition, not just theoretical knowledge.
• Someone who thrives in a small, elite team and wants meaningful ownership.
• Ideally 5+ years of experience