Role Description

HAP Capital is seeking a junior quant to join the Quantitative Strategies Group. QSG seeks to identify pricing and volume dynamics in electronic markets. Insights gleaned about liquidity and market micro-behavior are used to model the price discovery process. As a Quantitative Research and Development Associate you will:

• Build research tools and applications for processing and examining market data

• Perform alpha research geared towards high-volume and scalable strategies

• Implement strategy code to monetize findings on both sides of the order book

• Design and implement R&D solutions for wide-ranging initiatives the team undertakes

• Develop and test data-centric theories aimed at understanding intraday liquidity patterns

• Debug, modify, and enhance in-house technologies, systems, and processes

Requirements

• Undergraduate degree (or higher) in Computer Science/Engineering, Statistics/ML, or similar

• Proficiency in C++ including modern OOP for building scalable production applications

• Proficiency in suitable data research & modeling language: Python, R, and possibly Matlab

• Firm grasp of data structures and algorithms and knowledge of their computational tradeoffs

• Knowledge and experience with developing robust statistical/ML models on numerical data

• Knowledge and understanding of software & data engineering principles and practice

• Experience working with Linux and Windows in a production environment

Additional skills/experience that will reflect favorably

• Automated trading experience

• A graduate degree in a relevant technical field

• Knowledge of financial markets and trading

• Latency-sensitive programming and optimization

• Large-scale data processing and familiarity with distributed computing

• Demonstrable experience working on large production C++ systems (10k+ lines of code)

• Demonstrable experience developing statistical learning algorithms in production use