Senior Quantitative Researcher - Market Microstructure jobs in United States
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Swish Analytics · 9 hours ago

Senior Quantitative Researcher - Market Microstructure

Swish Analytics is a sports analytics, betting, and fantasy startup building the next generation of predictive sports analytics data products. As a Senior Quantitative Researcher, you will own end-to-end research and production pipelines for trading strategies, lead research initiatives, and collaborate closely with the Trading desk to translate quantitative insights into profitable systematic strategies.

AnalyticsBig DataFantasy SportsMachine LearningPredictive AnalyticsSports
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H1B Sponsor Likelynote

Responsibilities

Own end-to-end research and production pipelines for a strategy
Lead alpha research initiatives leveraging advanced statistical and machine learning techniques
Process and analyze high-frequency tick data, order book snapshots, and market microstructure signals with sub-millisecond latency requirements
Analyze price formation, market liquidity dynamics, and limit order book imbalances across electronic venues
Build and run Monte Carlo simulations to estimate P&L distributions, risk exposures, and portfolio dynamics
Develop, backtest, and optimize quantitative trading strategies with rigorous statistical validation
Interpret complex model outputs and communicate alpha generation mechanisms to portfolio managers
Write modular, clean, and efficient Python code; build custom analytics libraries and research frameworks
Lead design reviews and establish data quality and research reproducibility standards
Guide 1–2 junior researchers through project delivery and model development
Proactively engage with traders and infrastructure teams to clarify research objectives and resolve data dependencies
Design and implement transaction cost analysis (TCA) frameworks to measure and improve execution quality
Build market impact models and optimal execution strategies to minimize slippage across venue types
Develop real-time monitoring systems for latency, adverse selection, and execution performance metrics
Partner with infrastructure teams on ultra-low-latency data feeds and smart order routing algorithms

Qualification

PythonMonte Carlo methodsQuantitative trading strategiesSQLMarket microstructureStatistical modelingAWSFPGARustC++Communication skillsMentoring

Required

Master's degree in a quantitative discipline (Mathematics, Statistics, Physics, Computer Science, Financial Engineering) strongly preferred; PhD a plus
Expert-level Python skills; able to build production-grade research and trading systems
Strong SQL skills; experience with complex queries on tick databases and time-series datasets
Deep experience with Monte Carlo methods, stochastic calculus, and probabilistic modeling
Proven ability to develop, backtest, and deploy systematic trading strategies with demonstrable P&L
Experience processing high-frequency tick data and real-time market feeds
Familiarity with AWS or similar cloud infrastructure for large-scale backtesting and research
Track record of mentoring junior quantitative researchers
Excellent communication skills; ability to present complex quantitative research to portfolio managers and trading desks
Deep understanding of equity/futures market microstructure, order types, and matching engine logic
Experience building sophisticated TCA frameworks with market impact decomposition
Familiarity with FPGA or kernel-bypass networking for latency-critical applications
5–8 years of experience in quantitative research, systematic trading, or statistical modeling

Preferred

Proficiency in Rust, C++, or other systems languages for performance-critical components
Experience with MLOps, model monitoring, and adaptive retraining pipelines for regime detection
Background in derivatives pricing, options market making, or volatility arbitrage
Familiarity with FIX protocol, Betfair or Matchbook API experience, and ultra-low-latency trading infrastructure

Company

Swish Analytics

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Swish Analytics operates as machine learning system for sports.

H1B Sponsorship

Swish Analytics has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (1)
2024 (1)
2022 (1)
2020 (1)

Funding

Current Stage
Growth Stage
Total Funding
$8.73M
Key Investors
Titanium Ventures
2019-05-29Series B· $6.91M
2018-07-03Series Unknown
2016-05-27Seed· $1.8M

Leadership Team

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Corey Beaumont
Co-Founder and Head of Engineering
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Robert Skoff
Co-Founder
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Company data provided by crunchbase