Quantlab Financial, LLC is a dynamic, technology-driven firm supporting a large-scale quantitative trading operation across a wide range of global financial markets, and supports a very successful proprietary trading organization. Founded in 1998, Quantlab is an established presence and one of the pioneers in quantitative investment management with a track record of consistent profitability under varying market conditions. We invest heavily in attracting and retaining the right people and in leveraging the most effective technologies to minimize latency throughout our trading systems and to provide the tools that we need to develop and maintain highly profitable trading strategies.
We are seeking to fill the position of Quantitative Research Scientist in Boston, MA to work with our Research team. The successful candidate will be responsible for researching, developing, and maintaining proprietary trading strategies. This is a creative research engineering role that requires a strong capacity to innovate.
You should apply if you are remarkably responsible, both as an individual and as part of a team, and love to share, debate, and communicate with other team members to find the best solutions to multifaceted problems.
We are interested in talented applicants who have
- Standout computational and mathematical abilities—you know how to develop efficient and sophisticated software, but can also develop the underlying theoretical models. You care about how the strategy is implemented just as much as how the strategy works.
- Have performed novel research as part of a PhD in engineering/science OR software industry experience demonstrating a track record of innovation within your field
- Advanced knowledge of C++, from high-level object oriented design patterns to low-level language constructs to advanced metaprogramming techniques
- A meticulousness, assiduousness, and tenacity that drives you to deliver high quality output
- Demonstrated commitment to self-motivated education and development
- Demonstrated use of organizational resources to drive professional development
- Confidence to contribute to the development of an effective and evolving team environment, using strong communication skills, diplomatic candor, and a commitment to support your teammates
Additional Preferred qualities:
- 5+ years industry experience
- Experience with low-level optimization and performance analysis for low-latency software
- Experience writing HPC applications and frameworks
- Experience with compiler design and code generation
- Worked on large scale scientific software as part of a team
About Quantlab Financial:
Quantlab Financial supports a very successful proprietary trading organization (similar to a hedge fund, but no outside investors, so we are much more stable), established 18 years ago. We invest heavily in the latest technologies, seeking to optimize performance and minimize latency throughout our trading systems.
Why Quantlab Financial is a great place to work:
Technology and Scientific Research are central to our business and key to our success. We are constantly pushing the boundaries of technology, from high performance computing (HPC) clusters attached to petabytes of storage, to ultra-low latency hardware (FPGA, RF, servers and switches), to highly optimized operating systems, and applications developed in-house. Quantlab attracts very talented and collaborative people who bring fresh and interdisciplinary solutions to trading. Our business casual environment has an entrepreneurial spirit that encourages creativity, agility, and continuous improvement.
Benefits and Perks:
- Liberal paid vacation, attractive bonus structure, and generous 401k company match
- Generous benefit plan structure including an option for fully paid health insurance premiums for individuals
- Casual dress every day
- And more!