Run an autonomous book on a high-performance electronic trading stack. Clear mandate, deep tooling, fast decisions.

What you’ll do

• Build and run systematic strategies across listed equities and liquid futures (intraday to short-horizon).

• Take signals from research to live: data, testing, deployment, post-trade review.

• Optimise execution with venue selection, microstructure awareness and slippage control.

• Manage exposure, capacity and drawdowns with discipline; partner with core engineering and data teams.

What we’re looking for

• Proven live track record with tight risk; low correlation and clear capacity.

• Comfort operating in fast markets (HFT-friendly); evidence of persistent edge.

• Fluency in data-driven workflows (Python; C++ helpful) and market-access APIs.

• Strong IP hygiene and compliance.

What’s on offer

• Co-located market access, ultra-low-latency infrastructure and rich tick/alt-data.

• $200k – $400k as a guide on base

• Significant risk capital, robust build/support and competitive PnL share.

• NYC base; scope to scale.

Get in touch with Alec Quinton on 917-243-1619 or alec@qdquants.com for a discreet discussion.