QR / Monetization Engineer

This role involves monetization of predictive models, trading strategy design and implementation, parameter optimization, researching market structure, and investigating idiosyncratic and systematic shifts in strategy performance.


  • 2+ years of experience working on high frequency automated trading strategies in a quantitative proprietary trading firm / hedge fund
  • Strong programming ability in C++ and Python.
  • Experience with quantitative research on tick level orderbook data
  • Experience with market-microstructure research, trading dynamics, TCA and slippage minimization

Salary: $200,000 – $400,000 per year