We are currently partnering with a leading proprietary trading firm specializing in market making across commodities, interest rates, ETFs, and equity index options. The firm combines quantitative research, advanced technology, and systematic trading to identify market opportunities and develop profitable trading strategies.
Within this role, you would join the Quantitative Research & Development team, working closely with traders and developers to develop, test, and implement quantitative models that directly impact trading performance.
Role: Quantitative Researcher
Essential Requirements:
Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or a related discipline.
2+ years of experience in quantitative research within trading or a related field.
Strong proficiency in Python or C++ for quantitative modeling, research, and implementation.
Experience working with large datasets, statistical modeling, and algorithmic workflows.
Ability to translate research findings into practical, deployable trading strategies.
Beneficial Experience Preferred:
Experience with market microstructure, market making, or systematic trading.
Experience building research tools, backtesting frameworks, and model validation systems.
Familiarity with collaborative software development and version control.
If interested, please apply and Goliath will be in touch!
