Quant Trader - US Equities

We are seeking a Quantitative Researcher/Trader with 2-3 years of track record across US equities for a top multi-strategy hedge fund.

Key Responsibilities

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• Research, develop, and deploy systematic trading strategies across US equities, including single stocks, ETFs, and equity indices.
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• Identify and exploit short-term alpha opportunities using market data, statistical modelling, and quantitative analysis.
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• Develop predictive signals and models for market making, statistical arbitrage, relative-value trading, and intraday strategies.
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• Analyze market microstructure, order-book dynamics, execution quality, adverse selection, and transaction costs.
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• Optimize pricing, quoting, position sizing, hedging, and execution logic to improve trading performance.
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• Monitor live strategy performance, manage risk, and conduct PnL attribution to identify opportunities for improvement.
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• Collaborate with quantitative researchers and software engineers to take strategies from research and backtesting through production deployment.
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• Contribute to the development of trading infrastructure, research tools, and systematic risk-management frameworks.
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Requirements

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• 3+ years of experience in quantitative trading, preferably in US equities, equity market making, statistical arbitrage, or high-frequency trading.
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• Demonstrated track record of developing, implementing, or improving systematic trading strategies.
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• Background in HFT, electronic market making, intraday alpha, closing auctions, or equity arbitrage.
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• Direct ownership of trading strategies, risk limits, or PnL.
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• Experience working in a proprietary trading firm, hedge fund, or systematic trading team.
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• Proficiency in Python and/or C++; experience with high-performance trading systems is a plus.
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