Senior Quant Researcher - CTA/Short-Term

Role Overview

Senior Quant Researcher - CTA/Short-Term at Squarepoint. Location not specified in source.

Role Purpose

Research and implement trading strategies within the firm's automated trading framework, analyzing large data sets using advanced statistical methods to identify and validate trading opportunities across various asset classes and exchanges.

Key Responsibilities

Research & Strategy Development

• Research and implement strategies within the firm's automated trading framework.
• Analyze large data sets using advanced statistical methods to identify trading opportunities.
• Develop a strong understanding of market structure of various exchanges and asset classes.
• Research intraday trading opportunities using intraday bar data.

Data & Analysis Quality

• Critically question results to ensure they are statistically significant and robust.
• Compare live performance with simulations.

Daily Operations & Monitoring

• Check that all required data and related processes are ready for the trading day before market open.
• Monitor behavior and performance of strategies sporadically during market hours.

Reporting & Collaboration

• Present results to your manager and discuss improvements, open questions, and next steps.

Qualifications & Experience

• Quantitative background including degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, or Physics.
• Programming proficiency with at least one major programming or scripting language such as C++, Java, or Python.
• Good familiarity with instruments of at least one liquid non-equity asset class including futures, FX, or cash treasuries.
• Experience working with intraday bar data and researching intraday trading opportunities.

Skills & Competencies

• Strong communication skills.
• Ability to work well with colleagues across multiple regions.
• Ability to work well under pressure.

Additional Information

• Minimum base salary for New York location is $150,000.
• Role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation.
• Role may be eligible for benefits including health, dental, and other wellness plans, as well as 401(k) contributions.
• Successful candidates' compensation and benefits will be determined in consideration of various factors.