HRT is seeking quantitative researchers to join our effort in developing mid-frequency systematic trading strategies. Candidates will apply rigorous statistical methods on a wide range of datasets and implement trading models based on novel predictions of market behavior, all while leveraging HRT's world-class research and trading infrastructure.
Successful candidates will be part of a growing effort and have the opportunity to contribute to all aspects of strategy development, including alpha generation, portfolio construction/optimization and trade execution algorithms. Researchers are responsible for not only prototyping and conducting research into various strategy components, but also writing code to productionalize their ideas; thus, interest and experience in programming are essential.
HRT employees enjoy a collegial and non-siloed environment; candidates will work closely with other researchers to develop new ideas and refine existing trading models.
Skills- 3+ years of prior work experience in stat-arb required
- Degree in a quantitative or technical discipline (e.g. statistics, computer science, physics, mathematics, economics)
- Exceptional academic credentials
- Demonstrated ability to conduct research using large noisy real-world datasets
- Exceptional attention to detail and desire to understand issues deeply
- Outstanding work ethic and ability to thrive in a fast-paced environment
- Strong numerical programming skills, including proficiency in Python for data analysis and machine learning. Experience with C++ a plus
The estimated base salary range for this position is $175,000 to $300,000 per year, based on job-related skills and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.
