QR Lead
Posted on 2/2/2022
HAP Capital

51-200 employees

Commodities contracts broker and dealer
Company Overview
HAP Capital extracts value and provides efficiency to the markets through their market-making and portfolio managers. They compete for the right to transact with other market participants on the basis of superior price and speed of execution.
New York, NY, USA
Experience Level
Desired Skills
Data Analysis
Data & Analytics
Software Engineering
Quantitative Finance
  • Drive the research agenda with a view to meeting medium-term trading and business objectives
  • Manage development of research tools and applications for processing market data
  • Direct alpha research geared towards high-volume and scalable strategies
  • Oversee and implement strategy code to monetize findings on both sides of the order book
  • Contribute to ongoing R&D efforts for wide-ranging initiatives the team undertakes
  • Develop and test data-centric theories aimed at understanding intraday liquidity dynamics
  • Graduate degree in Applied Math, Statistics/ML, Computer Science/Engineering, or similar
  • Proficiency in C++ with demonstrable experience building large-scale production applications
  • Proficiency in advanced data research & modeling using Python and/or R
  • Extensive knowledge and expertise designing statistical inference models and predictive analytics
  • Extensive knowledge and experience with high-volume, high-dimensional data modeling
  • Extensive knowledge and understanding of software engineering principles and practice
  • Demonstrable experience leading teams, projects, and timely execution of business objectives
  • PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar
  • Prior experience managing quantitative trading portfolios at a reputable hedge fund or trading firm
  • Deep insights into global financial exchange micro-structure and micro-behavior
  • Prior experience managing or implementing Equities and/or Futures Statistical Arbitrage or HFT
  • Experience originating alpha/strategy development in an unprecedented environment or scale
  • Experience propelling firm-level innovation, intellectual breakthroughs, and business growth