qSpark

• Research, develop, and continuously improve quantitative trading signals across HFT and near-HFT timeframes, with a relentless focus on high Sharpe, deployable strategies • Design and run rigorous backtests that honestly account for microstructure: spread costs, venue behavior, print filtering, adverse selection, and realistic fill modeling — with the explicit goal of performance that holds up in production, not just on paper • Collaborate closely with portfolio managers and developers to bring validated research into production and improve live strategies • Analyze live performance regularly — decompose P&L, identify regime shifts, attribute slippage — and feed findings back into active research • Take on increasing levels of research leadership over time, including mentoring and setting the direction for research cycles