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Open nowFirst seen 4 days ago

Quantitative Researcher / Portfolio Manager

IO TECH SOLUTIONS LIMITED787 open roles

Where
New York, New York, United States
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Your applicationOpen nowQuantitative Researcher / Portfolio ManagerIO TECH SOLUTIONS LIMITED · New York, New York, United States

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Early applications get read.

12.3% of postings close within 7 days. Measured by our own scanner across the market.

Share of postings closed within
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  2. 4.5%3 days
  3. 12.3%7 days
  4. 19.3%14 days
  5. 35.6%30 days
  6. 57.8%60 days
This job: first seen 4 days ago

The posting

Quantitative Researcher — High Frequency Equities (US Markets, New York)

Location: New York, HK, China

Responsibilities

  • Analyze diverse datasets across US equity and futures markets to identify quantifiable trading edges and discover actionable alpha signals in high‑ and mid‑frequency domains.
  • Conduct end‑to‑end research including alpha factor mining, feature engineering, model construction, backtesting, and strategy optimization with realistic transaction cost and execution modeling.
  • Design and run robust backtests, walk‑forward validation, and stress tests to ensure signal stability and economic significance.
  • Collaborate with execution, engineering, and risk teams to translate research into production‑ready strategies and support live deployment/monitoring.
  • Execute critical research initiatives that directly support trading decision‑making and performance attribution.

Requirements

  • Bachelor's, Master's, or PhD in Statistics, Physics, Computer Science, Mathematics, or another quantitative field.
  • Proven hands‑on experience with high‑frequency US equity trading (experience with tick‑level data, microstructure, order book dynamics, and execution constraints is required).
  • Proficiency in at least one programming language: Python (preferred), C++, C#, MATLAB, or R.
  • Strong data engineering and numerical skills for handling large tick‑level datasets and building scalable backtesting pipelines.
  • Ability to read and synthesize academic/technical English literature and rapidly learn new technical domains.
  • Intellectual curiosity, rigorous analytical thinking, and structured problem‑solving skills; strong attention to model validation and risk controls.

Preferred

  • Competition awards (e.g., IMO/IPhO/ACM‑ICPC) or strong contest performance.
  • Publications in top‑tier peer‑reviewed journals or conferences.
  • Experience with low‑latency systems, co‑location, market data feeds, and execution optimization techniques.
  • Familiarity with cloud/container technologies and production deployment (Docker, CI/CD, etc.).

How to apply

  • Please submit your CV and a brief summary of relevant HF experience, including the markets/data you worked with, example signals or strategies developed, and any performance/production outcomes.
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