Quantitative Research Lead, Quantitative Strategies Group

Role Description

HAP Capital is seeking a senior person to lead the research effort in the Quantitative Strategies Group. QSG seeks to develop quantitative models to uncover market dynamics and simulate the price discovery process. Research findings feed into automated trading strategies deployed in electronic markets. The Research Lead will be responsible for driving the research agenda and guiding ongoing R&D projects. The ideal candidate will have experience leading a QR team and/or agenda at a sophisticated trading firm. The candidate will demonstrate an ability to formulate, test, and implement research ideas quickly and robustly. As a Quantitative Research Lead you will:

  • Drive the research agendawith a view to meeting medium-term trading and business objectives
  • Manage development of research tools and applications for processing market data
  • Direct alpha research geared towards high-volume and scalable strategies
  • Oversee and implement strategy code to monetize findings on both sides of the order book
  • Contribute to ongoing R&D efforts for wide-ranging initiatives the team undertakes
  • Develop and test data-centric theories aimed at understanding intraday liquidity dynamics
Requirements
  • Graduate degree in Applied Math, Statistics/ML, Computer Science/Engineering, or similar
  • Proficiency in C++ with demonstrable experience building large-scale production applications
  • Proficiency in advanced data research & modeling using Python and/or R
  • Extensive knowledge and expertise designing statistical inference models and predictive analytics
  • Extensive knowledge and experience with high-volume, high-dimensional data modeling
  • Extensive knowledge and understanding of software engineering principles and practice
  • Demonstrable experience leading teams, projects, and timely execution of business objectives
Additional skills/experience that will reflect favorably
  • PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar
  • Prior experience managing quantitative trading portfolios at a reputable hedge fund or trading firm
  • Deep insights into global financial exchange micro-structure and micro-behavior
  • Prior experience managing or implementing Equities and/or Futures Statistical Arbitrage or HFT
  • Experience originating alpha/strategy development in an unprecedented environment or scale
  • Experience propelling firm-level innovation, intellectual breakthroughs, and business growth

You must reference job code on your submission correspondence: QRL QSG.

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