full-time
Quantitative Trader
Albert Bow
- Employer
- Albert Bow
- Location
- New York
- Working pattern
- remote
- Salary
- $150,000–$250,000 / year
About the role
Own live trading strategies, PnL, and risk across multiple venues while developing microstructure-aware alpha and execution tactics. Improve low-latency signals and execution with engineers, validate realistic backtests, and maintain deployment pipelines, data quality checks, and live monitoring. Candidates need a proven record of trading live strategies and at least three years of HFT, market-making, or equivalent low-latency trading experience. They should have a quantitative degree or equivalent experience, strong Python and a production programming language, and expertise in market microstructure, tick-level data, backtesting, statistics, and risk management.