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