CTC is looking to partner with a Principal Quantitative Researcher to drive new revenue, scale, and evolve the firm's trading capabilities by leading research areas and influencing the direction of the team.
Requirements
Experience in a top systematic trading team of which at least 10 years as a quantitative researcher
Proven ability to conduct independent, high-quality research
Demonstrable track record of generating positive PnL
Experience with the software development lifecycle with advanced programming skills
Strong Python skills including Numpy and Pandas libraries
Expertise in US options markets, options pricing models, volatility surfaces, and risk management techniques
Strong Python skills including Numpy and Pandas libraries
Responsibilities
Conduct commercially focused revenue generating research, while supporting others with their research
Direct development of innovative infrastructure across pricing models and research platforms
Provide thought leadership while applying academic rigor to practical trading applications
partner with other researcher managers, traders and engineers on quantitative problem solving, trading strategy generation, back-testing, statistical analysis, and system design
Other
Define and articulate a long-term vision that will lead to new sources of revenue, evolving with business needs and market structure
Develop a structured roadmap and ensure quant functions remain focused, aligned, and accountable
Foster coordination across risk management, development, and quantitative research to drive measurable business impact
PhD in Science or Engineering fields (e.g. Statistics, Mathematics, Physics, Operations Research, Electrical Engineering) strongly preferred
Exceptional ability to communicate complex ideas and research results, both in writing and verbally
