Quant Trader - US Equities

About the role

Develop, deploy, and optimize systematic trading strategies across US equities, using quantitative models and market data to identify short-term alpha opportunities. Monitor live performance and risk, improve execution and trading logic, and collaborate with researchers and engineers to move strategies from research into production. Requires at least three years of quantitative trading experience, preferably in US equities, market making, statistical arbitrage, or high-frequency trading, with a demonstrated record of developing or improving systematic strategies. Candidates should have direct ownership of strategies, risk limits, or PnL, experience in a proprietary trading or systematic investment environment, and proficiency in Python and/or C++; high-performance trading systems experience is a plus.