Quantlab is a dynamic, technology-oriented firm engaged in the development and operation of electronic trading systems for its proprietary hedge fund trading operation. Founded in 1998, Quantlab is responsible for a significant share of the daily volume traded in the global financial markets and represents an established presence in the high frequency electronic trading field.

To support our continued growth, we are seeking a Quantitative Research Analyst.

If you are a talented Quantitative Research Analyst who can design, prototype, and maintain proprietary market microstructure models and trading algorithms, Quantlab is a place that will provide you the opportunity to maximize your abilities and compensate you in a manner that reflects your contributions.

Essential requirements of this position include:

• PhD or MS in Physics, Math, Computer Science or Engineering

• Strong C/C++ and numerical methods

• Proficiency in at least one major scripting language

• Demonstrated outstanding ability as a theorist/mathematician or numerical programmer or 2+ years experience in high-frequency black-box trading as a quant or developer

Quantlab is located in Houston, Texas – a city recently recognized by Business Week (June 12, 2008) and Kiplinger.com (May 29, 2008) as a best city to “live, work and play”.

Quantlab offers a top-notch compensation package -- including an aggressive pay-for-performance bonus program, generous medical and paid time off benefits, relocation subsidies that may be “cashed-out” and an informal, small-company work environment.  So if you are tired of working at a place where the traders get paid - but the analysts are treated as interchangeable parts - Quantlab wants to talk to you.   It’s easy to apply – submit your cover letter and resume