Quant jobs / Old Mission

Systematic Equity Trader

A trader-researcher role in Old Mission's New York office, developing and implementing short-term systematic equity strategies. It uses the firm's low-latency infrastructure.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research intraday and short-term alpha ideas
Build predictive models from varied datasets
Implement strategies in Python and C++ on the firm's low-latency stack
Tune strategy execution, optimisation and risk management
Work with engineers and researchers on pricing and risk models

What they ask for

Required

Systematic trading experience in equities or equity derivatives
Full strategy lifecycle: signal, execution, optimisation, risk
Python or C++
Statistical learning
Quantitative degree
Communication

Education: Bachelor's or equivalent in computer science, engineering, maths, statistics, finance, economics or a related field
Experience: Extensive quantitative or systematic trading experience, ideally in cash equities or equity derivatives
Languages and tools: Python
C++
Markets: equities, futures

How to prepare

Build a short-horizon equity signal and test it with realistic fills
Learn execution basics: order types, queue position and slippage
Study portfolio optimisation and risk control for short-term strategies
Write a small C++ module for a performance-critical step

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Old Mission’s site before applying: requirements, location and pay can change after we check them.

View the posting on Old Mission’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Old Mission and doesn’t handle applications.