Quantitative Researcher
Remote · United States
Job Summary
Quantitative Researcher to design and validate systematic trading strategies across HFT and MFT timeframes, research alpha signals and execution logic, backtest and test hypotheses using large datasets, collaborate with engineers to productionize strategies, and expand the strategy footprint across instruments, regions, and asset classes. Requires advanced coding in C++ or C and proficiency in Python, R, or Matlab for data analysis, with a strong math/CS background and knowledge of market microstructure. Fully remote role in the USA with high ownership over research and strategy development, backed by robust in-house infrastructure and performance-based incentives.
Required Qualifications
- Minimum 2 years of experience in quantitative research or systematic trading
- Proven success with live or backtested strategies in HFT or MFT environments
- Advanced coding ability in C++ or C for performance-critical systems
- Proficiency in Python, R, or Matlab for data analysis and model research
- Strong academic background in Mathematics, Physics, Computer Science, or related field
- Knowledge of market microstructure and strong quantitative intuition
- Self-starter mindset with a passion for markets and model-driven trading
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