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Top systematic trading firm in San Francisco is looking for two quant researchers to join their fast growing platform. The candidates would work on an integrated strategy development team, utilizing a mix a quant and systems development experience to enhance existing strategies and develop new trading strategies.
Candidates should hold a MS or Ph.D. in Computer Science or a related field and have 2+ years of experience working on systems design problems (latency), quant research, or statistics. Ideal candidates will possess both strong C++ programming and math backgrounds. Experience developing intraday equities strategies is a plus, with additional experience in Fixed Income, FX, or Commodities highly desired. Compensation is top of the market and relocation will be provided to the right candidate.
Willing to sponsor exceptional candidates that are outside of the US coming from established trading platforms at global banks or hedge funds.