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We are a quantitative investment company recently set up our New York office.
Quantitative Researcher (High-Frequency / Mid-Frequency)
Location: New York
Responsibilities：
1. Analyze diverse datasets across equity/futures markets to identify quantifiable trading edges and discover actionable alpha signals within high/mid-frequency domains.
2. Conduct end-to-end research, including alpha factor mining, model construction, backtesting, and strategy optimization.
3. Execute critical research initiatives supporting investment decision-making processes.
Requirements：
1. Bachelor's, Master's, or PhD degree in Statistics, Physics, Computer Science, Mathematics, or other quantitative field.
2. Proficiency in ≥1 programming language: C++/C#/Python/MATLAB/R (Python preferred).
3. Demonstrated ability to synthesize academic research (English literature) and rapidly master new technical domains.
4. Passion for quantitative finance with strong analytical rigor, intellectual curiosity, and structured problem-solving capabilities.
Preferred Qualifications：
1. Competition awards (e.g., IMO/IPhO/ACM-ICPC)
2. Publications in top-tier peer-reviewed journals/conferences
Target Markets：
Brazil B3, CME Group products, US Equities, India Options
(Additional global markets under continuous expansion)
If you are interested in this role, kindly send me your LinkedIn page or CV.
Quantitative Researcher (High-Frequency / Mid-Frequency)
Location: New York
Responsibilities：
1. Analyze diverse datasets across equity/futures markets to identify quantifiable trading edges and discover actionable alpha signals within high/mid-frequency domains.
2. Conduct end-to-end research, including alpha factor mining, model construction, backtesting, and strategy optimization.
3. Execute critical research initiatives supporting investment decision-making processes.
Requirements：
1. Bachelor's, Master's, or PhD degree in Statistics, Physics, Computer Science, Mathematics, or other quantitative field.
2. Proficiency in ≥1 programming language: C++/C#/Python/MATLAB/R (Python preferred).
3. Demonstrated ability to synthesize academic research (English literature) and rapidly master new technical domains.
4. Passion for quantitative finance with strong analytical rigor, intellectual curiosity, and structured problem-solving capabilities.
Preferred Qualifications：
1. Competition awards (e.g., IMO/IPhO/ACM-ICPC)
2. Publications in top-tier peer-reviewed journals/conferences
Target Markets：
Brazil B3, CME Group products, US Equities, India Options
(Additional global markets under continuous expansion)
If you are interested in this role, kindly send me your LinkedIn page or CV.
