Quantitative Researcher - High Frequency Trading

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** This is a full-time position. You will be joining as a Partner, the highest title offered at this firm. By submitting your resume, you agree to keep all interview questions confidential, so as to give other candidates an equal chance. **   

Low-Latency Trading

Domeyard is seeking a Quantitative Researcher with significant experience in developing low latency statistical arbitrage or market making strategies. You will be joining the core of a company with a single, monolithic HFT team. 

What you'll be doing:

  • Building low latency liquidity taking or market making strategies from end-to-end.
  • Developing mathematical models to solve difficult stochastic problems.
  • Analyzing convergence and boundedness properties of algorithms and estimates.
  • Translating your models to fast computational methods.
  • Collaborating with researchers and developers to implement all of the above.

You must meet both of these minimum requirements:

  • 3+ years work experience in high-frequency trading at a leading hedge fund or proprietary trading firm.
  • Experience with direct responsibility in construction of alpha signals or monetization for latency-sensitive, capacity-constrained strategies.

In addition, here are some of the attributes that we're looking for: 

  • History of peer-reviewed publications in optimization, algorithms, statistics, numerical analysis, signal processing, operations research, or a related field.
  • Graduate-level degree in any scientific, mathematical or engineering discipline.
  • Programming experience with C++ in a UNIX-based environment.
  • Experience using data analysis tools in Python or R.
  • Intense passion for solving quantitative problems.
  • Recent track record with low variance in PnL at high % of ADV.
  • Working familiarity with low latency architecture.
  • Knowledge in futures, cash equities or cash FX markets.

Our firm and culture 

Domeyard is a quantitative trading hedge fund based in Boston. We employ sophisticated mathematical models and algorithms to trade across a diverse range of asset classes. We're composed of a single team that shares a monolithic code base, and we pride ourselves on our collaborative environment. Our flexible work hours, casual dress code, generous employee benefits and startup environment (game room, team events and of course, free food) ensure that you can focus entirely on your intellectual interests. The diversity within our team reflects Domeyard's core values, and we do sponsor H-1B visas. 

For updates and photos, see our website or follow us on Linkedin. 

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Location

33 Arch St, 30th Floor, Boston, MA 02110

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