AAA Global ยท 1 week ago
High-Frequency Trader | New York, USA
AAA Global is seeking elite traders to establish a dominant trading franchise in New York. The role focuses on generating consistent, scalable alpha in ultra-low latency environments across multiple asset classes, requiring a strong track record in high-frequency trading strategies.
Human ResourcesRecruitingStaffing Agency
Responsibilities
A career track defined by the consistent generation of seven-figure net P&L across diverse high-frequency trading (HFT) strategies
Success deploying novel statistical arbitrage and market-making strategies in US equities and derivatives markets
Proven ability to rapidly iterate and optimise trading models in response to dynamic market events
Experience leading the end-to-end lifecycle of an HFT strategy, from research and back-testing to production deployment
Expertise in strategy conceptualization, risk attribution, and managing real-time portfolio exposure in high-stakes situations
Advanced proficiency in Python for signal generation, data analysis, and back-testing framework development
Deep knowledge of C++ and low-level system optimization for maximum speed and efficient exchange connectivity
Familiarity with exchange API protocols (e.g., FIX, ITCH) and market microstructure for major US exchanges
Qualification
Required
5+ Years Proven Alpha Generation Track Record
A career track defined by the consistent generation of seven-figure net P&L across diverse high-frequency trading (HFT) strategies
Success deploying novel statistical arbitrage and market-making strategies in US equities and derivatives markets
Proven ability to rapidly iterate and optimise trading models in response to dynamic market events
Experience leading the end-to-end lifecycle of an HFT strategy, from research and back-testing to production deployment
Expertise in strategy conceptualization, risk attribution, and managing real-time portfolio exposure in high-stakes situations
Advanced proficiency in Python for signal generation, data analysis, and back-testing framework development
Deep knowledge of C++ and low-level system optimization for maximum speed and efficient exchange connectivity
Familiarity with exchange API protocols (e.g., FIX, ITCH) and market microstructure for major US exchanges
An advanced degree (M.S. or Ph.D.) from a top-tier university in a quantitative field such as Mathematics or Physics
A substantial history of applied academic research or published papers relevant to quantitative finance
Possession of or ability to obtain necessary financial licenses for proprietary trading in US markets (e.g., Series 7, 57)
Evidence of continuous learning, demonstrated by technology certifications or advanced coursework in deep learning
Operate with a singular focus on P&L, showing unwavering self-accountability and a highly competitive, results-driven mentality
Individuals who seamlessly collaborate with quants and low-latency engineers, translating hypotheses into production code
Possess the ethical rigour and intellectual honesty to thrive in a high-stakes, meritocratic environment where only performance is rewarded
A highly analytical mind, capable of rapidly incorporating new data sets to maintain a competitive edge