Frederick Fox

QUANTITATIVE STRATEGIST — ALL ASSET CLASSES (NEW YORK)About the OpportunityOur client is a global algorithmic and high-frequency trading firm with a track record spanning 20+ years, trading across financial markets and multiple asset classes worldwide. With offices across the US, Europe, and Asia, the firm combines the agility and ownership culture of a startup with the stability of an established, highly successful trading operation. The New York team is intentionally lean — a tight desk of researchers and traders where individual contribution is visible and directly moves the firm's results, not one voice among hundreds.The RoleWe're seeking an experienced Quantitative Strategist to design, implement, and optimize data-driven trading strategies across global markets. This role carries full ownership of the strategy lifecycle — from research through live production deployment — working with large datasets and advanced statistical/ML techniques, and writing high-performance code for live deployment.What You'll Work On<ul style="margin:0px;padding-left:40px;">
<li style="line-height:1.2;font-family:Arial;font-size:14px;color:rgb(0, 0, 0);margin:0px;">Applying cutting-edge statistical and machine learning techniques to identify opportunities across terabytes of data</li>
<li style="line-height:1.2;font-family:Arial;font-size:14px;color:rgb(0, 0, 0);margin:0px;">Designing and implementing trading strategies in highly-optimized, nimble code</li>
<li style="line-height:1.2;font-family:Arial;font-size:14px;color:rgb(0, 0, 0);margin:0px;">Productionizing strategies; investigating and devising new ideas for better, faster predictions</li>
</ul>What They're Looking For<ul style="margin:0px;padding-left:40px;">
<li style="line-height:1.2;font-family:Arial;font-size:14px;color:rgb(0, 0, 0);margin:0px;">Engineering degree in Computer Science or equivalent from a premier institute</li>
<li style="line-height:1.2;font-family:Arial;font-size:14px;color:rgb(0, 0, 0);margin:0px;">Strong problem-solving and quantitative aptitude</li>
<li style="line-height:1.2;font-family:Arial;font-size:14px;color:rgb(0, 0, 0);margin:0px;">Strong background in data structures, algorithms, and object-oriented programming (C++ or C preferred)</li>
<li style="line-height:1.2;font-family:Arial;font-size:14px;color:rgb(0, 0, 0);margin:0px;">Ability to manage multiple tasks in a fast-paced environment</li>
<li style="line-height:1.2;font-family:Arial;font-size:14px;color:rgb(0, 0, 0);margin:0px;">Strong work ethic and communication skills</li>
<li style="line-height:1.2;font-family:Arial;font-size:14px;color:rgb(0, 0, 0);margin:0px;">Working knowledge of Linux</li>
<li style="line-height:1.2;font-family:Arial;font-size:14px;color:rgb(0, 0, 0);margin:0px;">R, Python, or Perl a plus</li>
</ul> <h1 style="line-height:1.2;margin:0px;">Location: New York City (in-office; remote considered on an exceptional, case-by-case basis)</h1>

QUANTITATIVE STRATEGIST — ALL ASSET CLASSES (NEW YORK)

About the Opportunity

Our client is a global algorithmic and high-frequency trading
firm with a track record spanning 20+ years, trading across
financial markets and multiple asset classes worldwide. With
offices across the US, Europe, and Asia, the firm combines the
agility and ownership culture of a startup with the stability of
an established, highly successful trading operation. The New York
team is intentionally lean — a tight desk of researchers and
traders where individual contribution is visible and directly
moves the firm's results, not one voice among hundreds.

The Role

We're seeking an experienced Quantitative Strategist to design,
implement, and optimize data-driven trading strategies across
global markets. This role carries full ownership of the strategy
lifecycle — from research through live production deployment —
working with large datasets and advanced statistical/ML
techniques, and writing high-performance code for live
deployment.

What You'll Work On

* Applying cutting-edge statistical and machine learning
techniques to identify opportunities across terabytes of data
* Designing and implementing trading strategies in
highly-optimized, nimble code
* Productionizing strategies; investigating and devising new
ideas for better, faster predictions
What They're Looking For

* Engineering degree in Computer Science or equivalent from a
premier institute
* Strong problem-solving and quantitative aptitude
* Strong background in data structures, algorithms, and
object-oriented programming (C++ or C preferred)
* Ability to manage multiple tasks in a fast-paced environment
* Strong work ethic and communication skills
* Working knowledge of Linux
* R, Python, or Perl a plus

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Location: New York City (in-office; remote considered on an
exceptional, case-by-case basis)
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Quantitative Strategist

About the role

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