Quantitative Researcher at HFT Hedge Fund Algorithmic Trading Boston

Domeyard, LP is a quantitative hedge fund startup based in Boston, Massachusetts. We focus on developing low latency technologies to achieve extremely consistent, long-term capital growth enabling us to save millions of dollars for market investors each year. Our trading strategies are derived from the latest advances in high-performance computing and data analysis, making us one of the fastest market participants in the world. Domeyard operates around the clock, trading a diverse range of asset classes, including equities, futures, fixed income instruments, energy products and commodities. Innovation is our main differentiator: on any given day, we process more order messages than Google searches and Twitter messages combined. Our continuous pursuit of improvement to our technology enables us to uncover opportunities that are grossly inaccessible to mainstream fund managers and their investment vehicles. For its notable role in the industry, Domeyard is also the protagonist of Harvard Business School's first case study about high frequency trading. 

Bonus! Apply through our website: http://grnh.se/83ospm

Bridging Mathematics and 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. The ideal candidate is someone who is intellectually curious and loves solving mathematical problems - you might have considered pursuing an academic career at some point and you are looking at this job posting because you are enticed by the fast feedback loop in our field.

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.

***IMPORTANT: Please apply via the link below (takes <5 minutes)*** 

http://grnh.se/83ospm