Senior Quant Researcher - CTA/Short-Term
At a glance
Senior Data Science role at Squarepoint Capital. Houston · full-time · $150,000 base.
dataroles summary, based on the employer's posting.
What you'll do
- Research trading ideas, implement them in the automated framework, and use statistical analysis of large datasets to find opportunities
- Confirm data and processes are ready before the market opens, then check strategy behavior and performance during trading
- Compare real-time results against simulations and discuss findings, questions, and potential improvements with your manager
- Assess exchange structure and asset classes, while challenging results for statistical significance and robustness
What you bring
- A degree in mathematics, statistics, or another listed quantitative field
- Programming ability in one major coding or scripting language, such as C++, Java, or Python
- Experience using intraday bar data to investigate trading opportunities within the day
- Working knowledge of instruments in a liquid non-equity asset class, such as futures, FX, or cash Treasuries
Who this fits
This senior research role suits you if you want to focus on developing and implementing trading strategies. You should be comfortable working under pressure and communicating with colleagues across regions. The role is based in Houston.
From the employer
Position Overview:
- 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.
- Critically question results to ensure they are statistically significant and robust.
Typical Day of Quant Researcher:
- Primary focus throughout the day is on researching and implementing trading ideas.
- Before market open, check that all required data and related processes are ready for the trading day.
- During market hours, sporadically monitor behavior and performance of strategies.
- Compare live performance with simulations.
- Present results to your manager and discuss improvements, open questions, and next steps.
Required Qualifications:
- Quantitative background - includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
- Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python).
- Strong communication skills and ability to work well with colleagues across multiple regions.
- Ability to work well under pressure.
- Good familiarity with instruments of at least one liquid non-equity asset class (futures, FX, cash treasuries).
- Experience working with intraday bar data and researching intraday trading opportunities.
The minimum base salary for this role is $150,000 if located in New York. This expectation is based on available information at the time of posting. This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation. This role may also be eligible for benefits, such as 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.
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