Quantitative Researcher

Company Description

DeltaVega is a quantitative proprietary trading firm engineered for ultra-low latency execution across global financial markets. We combine deep market microstructure research with bare-metal C++ infrastructure to deploy deterministic, high-frequency trading systems.

We’re looking for a Quantitative Researcher who loves digging into tick-level data, testing hypothesis-driven ideas, and turning statistical models into live systematic trading strategies.

What You’ll Work On

• Alpha Generation: Extract micro-horizon predictive signals.
• Statistical Modeling: Build, calibrate, and regularize predictive algorithms (Regressions, time-series, ML models).
• Rigorous Backtesting: Evaluate strategy performance, capacity, dynamic spread adjustments, and out-of-sample robustness.
• Production Deployment: Partner directly with our strategy team and C++ systems engineers to transition verified research models into live execution pipelines.

What We’re Looking For

• Quantitative Foundation: Strong background in Statistics, Probability, Computer Science, Machine Learning, or Quantitative Finance.
• Python Mastery: Deep proficiency with Pandas, NumPy, Scikit-Learn, and scientific computing tools.
• Research Mindset: Pragmatic, hypothesis-driven approach that values empirical out-of-sample performance over unnecessary model complexity.
• Pluses: Experience with L2/L3 market microstructure, options chain dynamics, synthetic order books, or familiarity with modern C++.

Why Join DeltaVega?

• High Impact: Direct line from your research to live execution and trading P&L with zero organizational fluff.
• Collaborative Environment: Work side-by-side with PhD strategy researchers and low-latency C++ engineers.
• Competitive Package: Competitive base salary + performance bonuses tied directly to strategy P&L.
• Location: Hod Hasharon desk with flexible hybrid work options.