full-time
Algo Trading Researcher/Developer (C++) | Elite Systematic Trading Firm | NYC
Delmar Nord
- Employer
- Delmar Nord
- Location
- New York
- Working pattern
- on-site
- Salary
- $250,000–$500,000 / year
About the role
Research market microstructure, order book dynamics, and liquidity, and analyze execution costs and post-trade performance attribution. Develop and optimize high-performance models and tools in C++ and Python, using research findings to guide future microstructure alpha work. Candidates need at least three years of algorithmic trading research experience in equities and futures, strong C++ expertise, and solid quantitative and analytical skills. They should also have experience with transaction cost analysis and performance attribution, along with a deep understanding of market microstructure.