11/11/24, 2:32 PM Join Our Team | Quantlab
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11/11/24, 2:32 PM Join Our Team | Quantlab
Quantitative Trader Apply
Trading • Houston, Texas
Description
Quantlab is looking for a Quantitative Trader to join our ETF/Equities team. Quant
Traders are responsible for managing trading systems in real-time and applying risk
management in proprietary trading strategies. This role also includes monitoring and
maintaining our robust trading system, optimizing the firm’s trading, as well as handling
risk and trade reconciliations. Working in close collaboration with quantitative
researchers and core developers, you will test and deploy novel order execution and
model training methods to increase trading efficiency. This position is based in Houston,
TX and will be a hybrid work schedule.
What you’ll do:
Oversee Quantlab’s algorithmic-based trading systems in real time, applying risk
management principles in the design and implementation of new and proprietary
quantitative trading strategies, as well as the optimization of existing strategies
Conduct statistical analysis, deriving practical insights to optimize risk allocations
Build statistical models to improve trading execution, including through the
research, development and quantitative testing of novel order execution models
Develop tools to facilitate trading operations, and apply computational methods to
optimize existing trading strategies
Increase efficiency and enhance the firm’s trading activities by reviewing and
analyzing statistical information and handling our risk and trade reconciliations
Coverage of live trading
What you’ll have:
A Bachelor's Degree in Math, Computer Science, Statistics, Physics, Engineering,
Computational Finance (or equivalent)
Two or more years of experience in this or a related field
Understanding of Order Management and Execution Management Systems
Knowledge and familiarity with the mechanics and terminology of ETF’s, equities,
and futures markets
The ability to demonstrate an advanced proficiency with Python
A capability to work independently as well as part of a team
An interest in financial markets
The tenacity to learn quickly and apply new skills effectively
The drive to prioritize and be proactive
You enjoy watching the markets in real-time
E ti l tt ti t d t il d d i t d t di
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Exceptional attention to detail and desire to understand issues deeply
Outstanding work ethic and ability to thrive in a fast-paced environment
Superior written and verbal communication skills
Proven trustworthiness and performance under the highest ethical standards
Bonus Points:
Current active Series 7, 55, 56, or 57 license
A successful recent track record of experience working as a trader for an HFT or
quantitative trading firm
Strong experience trading in ETF/Equities, as well as additional experience trading
other types of asset classes (futures, options, currencies)
Exhibited ability of contributing strong value-add to portfolio management
optimization and/or risk management functions as part of the trade desk
operations
What you’ll get:
The unique opportunity to work alongside talented and passionate experts who
take pride in delivering results
Attractive compensation and bonus structure
Generous benefit plan structure including an option for fully paid health insurance
premiums for individuals
Company paid lunch
Training and development opportunities
Pre-tax transportation contributions
Casual dress
Who we are:
Quantlab is a quantitative trading firm where Technology and Scientific Research are
central to our business and key to our success. Founded in 1998, Quantlab is a pioneer
in quantitative algorithmic trading. Behind our success is our people. We hire some of
the smartest and most passionate engineers and quants in the world.
The firm is privately held with headquarters in Houston, and primary additional office
locations in New York, Boston, Austin, and Singapore. In describing our cultural “fabric”,
we are a scientific lab parsing dense market data sets and ever-changing global trading
dynamics in the centrifuge of math, technology, and finance.
Why you should work with us:
Quantlab is constantly pushing the boundaries of technology, from high performance
computing clusters attached to petabytes of storage, to ultra-low latency hardware, to
highly optimized operating systems. Our team members enjoy the collaborative and
impact-driven atmosphere where passion, innovation, and the scientific process power
amazing results. This is just one reason we continue to attract the industry’s most
enterprising and brightest talent. Our regard for tenacity, humility, and an intrinsic will to
win promotes a fast-paced, team-first culture where brilliance is magnified into global
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leading lights.
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Quantlab is not accepting unsolicited resumes from search firms. Only search firms
with valid, written agreements with Quantlab should submit resumes in response to
Quantlab’s posted positions. All resumes submitted by search firms to Quantlab via e-
mail, the Internet, personal delivery, facsimile, or any other method without a valid
written agreement shall be deemed the sole property of Quantlab, and no fee will be
paid in the event the candidate is hired by Quantlab.
Quantlab is proud to be an equal opportunity employer. We do not discriminate in
employment on the basis of race, color, religion, sex (including pregnancy, sexual
orientation, and gender identity), national origin, disability, genetic information, age,
ilit i th t t d h t i ti W l b t di it d
Quantlab Houston
3 Greenway Plaza
Suite 200
Houston, TX 77046
Quantlab Denver
1821 Blake Street
Suite 300
Denver, CO 80202
Quantlab Austin
11921 N. Mopac Expressway
Suite 130
Austin, TX 78759
Quantlab New York
11 West 42nd Street
24th Floor
New York, NY 10036
Quantlab Singapore
63 Chulia Street
#12-05
Singapore 049514
ATTENTION:
Quantlab is exclusively a proprietary trading firm. QUANTLAB DOES NOT SOLICIT OR ACCEPT INVESTMENTS FROM
THIRD-PARTIES. FURTHER, QUANTLAB HAS NOT AUTHORIZED (NOR IS IT ASSOCIATED WITH) ANY PARTY
PURPORTING TO SOLICIT INVESTMENTS ON QUANTLAB’S BEHALF. Please report any unauthorized solicitations to
legal@[Link].
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