Quantitative Research Scientist
Quantlab is an innovative quantitative trading firm founded in 1998, with a strong emphasis on harnessing technology and advanced mathematics to drive its trading strategies. Based in Houston, Texas, Quantlab is at the forefront of high-frequency trading (HFT) and market making, actively participating in various asset classes including equities, futures, and options across global financial markets. The firm leverages cutting-edge research in fields such as machine learning, statistical analysis, and high-performance computing to identify and capitalise on trading opportunities. At the heart of Quantlab's operations is a deep commitment to technology and innovation. The firm develops proprietary algorithms and trading systems designed to execute trades with speed and precision. This technological prowess is supported by a team of talented professionals from diverse backgrounds in science, technology, engineering, and mathematics, all contributing to the firm's dynamic and collaborative culture. Quantlab places a high value on intellectual curiosity and continuous improvement, creating an environment where employees are encouraged to explore new ideas and approaches to trading and technology. This ethos of innovation extends beyond trading, as Quantlab is also actively involved in initiatives aimed at fostering education and advancement in science and technology.
- Graduate degree in Statistics, Math, Physics, Engineering, or other highly-quantitative field
- Solid mathematical and analytical ability
- Exceptional problem-solving and modelling ability
- Demonstrated ability to conduct high quality quantitative research
- Modelling experience with large and complex real-world data (in any field)
- Working familiarity with Python, R or MATLAB
- Self-motivated and highly-productive, with a strong sense of ownership and urgency
- Strong written and verbal communication skills