Quantitative Researcher

Overview:

Responsibilities:

• Analyze high-frequency limit orderbook data to identify patterns, inefficiencies, and predictive signals
• Build and backtest quantitative models using historical tick and orderbook data
• Collaborate with senior researchers and traders to translate research findings into production-ready strategies
• Develop and maintain data pipelines for processing large-scale, high-frequency market data
• Apply statistical and machine learning techniques, particularly tree-based methods, to improve signal quality
• Continuously monitor and iterate on live signals and models based on performance

Requirements:

• 1–3 years of professional or research experience working directly with orderbook / limit order book (LOB) data
• Technical degree/background in a quantitative field (Math, Statistics, CS, Physics, Engineering, Financial Engineering)