Director of Quantitative Panel, Market Research

About the Role The International Crisis Group is seeking a Quantitative Research Intern to join the eEARTH Project. This position supports analysts working on research related to resource-driven conflicts. Interns will gain practical experience in conflict analysis, earth observation, and advocacy within a respected international NGO. Location This internship can be based in New York, USA; Nairobi, Kenya; or Brussels, Belgium. Eligibility Open to students currently enrolled in an academic program who can earn academic credit for the internship Also available to candidates who have secured external funding (such as grants or scholarships) to support their participation Work Arrangement This is a desk-based internship.

Join Kirin as a Quantitative Research Intern focusing on the exciting field of prediction markets. This role offers a unique opportunity to immerse yourself in trading strategies while working with live capital. You will have the autonomy to make impactful decisions and witness the direct results of your efforts in a dynamic environment.Key Responsibilities:Create, evaluate, and deploy quantitative trading strategies across US equities and cryptocurrency markets.Oversee trading operations, including executing trades in real-time, managing risks, and determining position sizes.Continuously enhance and optimize existing algorithms to boost trading performance.Conduct market analyses to uncover profitable trading opportunities using statistical and machine learning techniques.Produce regular performance reports and articulate insights effectively to the team.Qualifications:Strong foundation in quantitative analysis, algorithmic trading, and statistical modeling.Proficiency in programming languages such as Python, TypeScript, Go, or Rust.Demonstrated interest or experience in cryptocurrency trading and/or US equity markets.Familiarity with trading platforms, data analysis tools, and understanding of market microstructure.Exceptional problem-solving abilities with a keen eye for detail.Capable of working independently and making swift decisions in high-pressure situations.Compensation Structure:Participate in a transparent profit-sharing model where you will trade using the company's capital, aligning your incentives directly with performance outcomes.

Quick FactsRole: Quantitative ResearcherLocation: 5 days/week @ NYC HQBase Salary: $200K to $325KEquity: Competitive initial grant plus annual performance-based bonusesAbout MomentMoment is at the forefront of developing innovative trading and portfolio management technology. Our flagship product suite encompasses high-throughput market data pipelines, automated smart order routing algorithms, real-time portfolio ledgering and position tracking, as well as advanced portfolio optimization techniques.Founded in 2023 by a dynamic team of quantitative traders and researchers from Citadel and Jane Street, we have successfully secured over $100 million in funding from notable investors including Andreessen Horowitz and Index Ventures. Our technology supports critical operations for financial institutions managing assets exceeding $8 trillion.The Research Team at Moment tackles complex challenges such as:Executing over 100K variable portfolio optimizations within seconds.Creating machine learning models to predict relative value and future performance of fixed income securities.Formulating risk models to assess the tracking error across portfolios.Developing AI agents to conduct credit research, construct custom portfolios, and automate essential portfolio management functions.You're a Great Fit If...You are a quantitative researcher or trader, with a willingness to consider strong candidates from other fields.You possess a bachelor's degree or PhD in Mathematics, Physics, Statistics, Economics, or Computer Science.You have experience writing production-ready code in Python.You are resourceful and eager to tackle challenges.You enjoy collaborating closely with clients; at Moment, researchers also act as product managers.Preferred QualificationsExperience in fixed income quantitative research.Familiarity with numerical optimization techniques.Knowledge of factor and risk models.Experience with Polars.Proficiency in machine learning pipelines.Experience with multi-modal LLMs.BenefitsHealth Insurance401k

Join our dynamic Volatility team at Trexquant as a highly skilled Quantitative Researcher. This crucial role involves collaborating closely with the Head of Volatility to expand our research group's capabilities, focusing on the development of specialized volatility tools and the exploration of trading signals and strategies within the volatility markets. The ideal candidate will possess a strong background in volatility modeling, statistical analysis, and a comprehensive understanding of market dynamics.Key Responsibilities:Develop and maintain proprietary pricing and analytics tools tailored for volatility research.Calibrate implied volatility surfaces across a range of options including single stock, index, and ETF options, while working with developers to implement models into backtesting and live trading systems.Design, implement, and enhance trading strategies aimed at predicting volatility market trends using extensive financial datasets and diverse trading signals.Analyze large datasets to uncover actionable alpha signals and devise effective volatility trading strategies.Investigate and leverage innovative academic research in quantitative finance to evaluate, enhance, and maximize the profitability of trading strategies.Continuously refine existing models by incorporating new data sources and advanced methodologies to improve performance and scalability.Collaborate with a team of seasoned quantitative researchers to conduct experiments, backtest hypotheses, and fine-tune strategies through comprehensive simulations and data analysis.

Join our dynamic Futures team as a Quantitative Researcher and leverage your skills in financial modeling and statistical analysis to develop innovative trading models. In this pivotal role, you will engage in research and model development focused on trading and risk management in the futures markets. We are looking for a proactive candidate with a strong grasp of market dynamics and a passion for data-driven decision-making.Key Responsibilities Create, implement, and enhance trading strategies to forecast trends in the futures market using comprehensive financial data and diverse trading signals. Analyze extensive datasets to uncover actionable alpha signals and formulate effective futures trading strategies. Research and apply leading academic insights in quantitative finance to evaluate and optimize the profitability of trading strategies. Drive continuous innovation by integrating new data sources and advanced methodologies to enhance model performance and scalability. Collaborate with a team of skilled quantitative researchers to conduct experiments, backtest theories, and refine strategies through thorough simulations and analytical rigor. Qualifications BS, MS, or PhD in a STEM discipline. A minimum of 2 years of experience in quantitative research, particularly in futures markets. A strong enthusiasm for machine learning and its applications in finance. Expertise in programming languages such as Python and proficiency in statistical modeling techniques. Excellent analytical and problem-solving capabilities. Effective collaboration skills, with the ability to work independently as well as in a team setting.

About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering superior performance for sophisticated clients through our Systematic, Discretionary, and Solutions offerings. Leveraging exceptional talent and cutting-edge technology, our diverse investment strategies are underpinned by extensive research and encompass both public and private markets across all major asset classes, with a strong emphasis on alternatives. We believe in building partnerships with our clients, fostering deep relationships, and creating tailored solutions that align with their investment objectives and those of the millions of retirees and savers they represent.Headquartered in London, we manage $227.6 billion* and operate from multiple global offices. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is part of the FTSE 250 Index. For more information, please visit www.man.com.* As of December 31, 2025Algo Research TeamThe Algo Research team is responsible for alpha research across a broad spectrum of timescales (from high frequency to approximately 48 hours), designing monetization and execution strategies, as well as modeling market impact across all major asset classes including Cash Equities, Futures, FX, and options.Purpose of the RoleThe primary goal is to research, develop, and manage strategies that enhance Man Group’s global trading capabilities in financial markets using high-frequency techniques.Specific ResponsibilitiesConduct high-frequency alpha research: design, implement, and deploy tick-data features and machine learning models targeting short horizons.Manage trading strategies: write strategy logic, perform post-trade analysis, and oversee production deployments of high-frequency execution algorithms.Oversee global asset class coverage...

About Comity Comity builds financial frameworks for the next generation of energy systems. The team focuses on making energy more reliable, transparent, and efficient, with the long-term goal of fully renewable, autonomous, and resilient systems. Statistical learning and convex optimization are core to the approach. Founded by Stanford alumni and professionals with backgrounds in complex systems, machine learning, and structured finance, Comity’s leadership brings experience from Apple, Bluevine, Affirm, Square, and Google. The company is supported by investors such as Maverick Ventures and Caffeinated Capital. Offices are in Chicago, New York City, and San Francisco. Role Overview: Quantitative Researcher, Portfolio Optimization This Quantitative Researcher will focus on portfolio optimization for Comity’s power trading strategies. The position is based in New York. Early team members shape portfolio design, research direction, technology choices, and company culture. What You Will Do Develop information systems to monitor and guide Comity’s multi-strategy, market-specific autonomous trading systems. Set acceptance criteria for new trading strategies. Work with risk management on risk assessments and quantitative risk modeling. Collaborate with software engineers, quantitative researchers, and finance to bring new assets to market and achieve business goals. What We Look For Experience managing P&L as a quantitative portfolio manager. Strong background in applied mathematics, probability, statistics, and numerical algorithms. Understanding of optimization techniques relevant to finance. Proficiency in coding, especially Python. Graduate degree in mathematics, statistics, machine learning, computer science, physics, or a related quantitative field. Excellent communication and collaboration skills.

About Caxton Associates:Established in 1983, Caxton Associates is a premier global trading and investment firm with a strong presence in key cities including New York, London, Bengaluru, Monaco, Singapore, and Dubai. Our mission is to adeptly manage client and proprietary capital through an innovative array of investment products tailored to the unique needs of our investors. Utilizing a multi-portfolio manager approach, we excel in discretionary global macro investing, drawing on our extensive expertise across various asset classes and markets.Key Responsibilities:Collaborate closely with the Portfolio Manager for the effective daily oversight of the Global Macro portfolio, with a primary focus on Rates and FX.Develop, enhance, and maintain analytical tools for trade screening, idea generation, and portfolio management, predominantly utilizing Python.Contribute to the generation of trade ideas across multiple products, including Interest Rates and FX (linear and options).Engage in quantitative and fundamental research projects concerning various market dynamics.Stay informed on macroeconomic trends and significant themes that influence the markets.Qualifications:1-5 years of relevant experience in Trading, Quantitative Analysis, Development, or Research.Proficiency in managing a development environment for large-scale projects.A degree from a top-tier university in Engineering, Mathematics, Computer Science, Quantitative Finance, Economics, or related disciplines.Demonstrated experience in building analytical models using Python and Excel.Strong communication and interpersonal skills, with a self-motivated approach.Ability to work collaboratively in a team-oriented setting.A detail-oriented mindset, inquisitive nature, and a readiness to challenge conventional thinking.Commitment to the highest ethical standards and integrity in all professional dealings.Compensation and Benefits:The base salary for this position ranges from $120,000 to $160,000 annually, with actual compensation determined by various factors including experience, seniority, business needs, and market conditions. Successful candidates will also be eligible for a discretionary bonus.

Role Overview Squarepoint Capital seeks a Quantitative Researcher with a focus on medium-frequency volatility strategies. This position centers on analyzing and developing trading approaches that target volatility across multiple asset classes. The role offers the chance to work closely with seasoned professionals and contribute to the evolution of the firm's trading capabilities. What You Will Do Analyze market data to identify and assess volatility patterns at medium frequencies Develop and refine trading strategies across a range of asset classes Collaborate with other researchers and technologists to test and implement new ideas Help advance the team's overall trading performance through research and innovation Who We’re Looking For Strong quantitative and analytical skills Comfort working in an environment where priorities can shift quickly Interest in quantitative finance, especially volatility and trading strategy development Desire to contribute meaningfully within a collaborative team Location This role is based in New York.

Join Hudson River Trading (HRT) as a Mid-Frequency Quantitative Researcher, where you will play a pivotal role in the development of systematic trading strategies that leverage cutting-edge statistical methodologies across diverse datasets. You will implement innovative trading models driven by unique market behavior predictions while utilizing HRT's state-of-the-art research and trading infrastructure. As a vital member of our dynamic team, you will actively engage in all facets of strategy development, including alpha generation, portfolio optimization, and the design of trade execution algorithms. Your responsibilities will encompass not only prototyping and researching various strategy components but also coding to bring your concepts to life. A passion for programming is essential for success in this role.

Join our dynamic team at Ansatz Capital as a Research Engineer where your expertise will contribute to the development, testing, and implementation of innovative trading strategies. You will play an essential role in designing and constructing the research infrastructure necessary to evaluate trading concepts effectively.We are seeking candidates with a strong foundation in quantitative analysis, who are passionate about uncovering and capitalizing on statistical patterns within financial markets. Proficiency in Python is essential, as you'll be expected to bring your analytical ideas to life through code. Ideal candidates will not only possess intellectual curiosity but also demonstrate the ability to work independently in maintaining and evolving our trading strategies.Your software development prowess will be highly valued, particularly if you can produce efficient, high-performance code and create user-friendly tools that enhance our quantitative research capabilities and broaden our trading strategy coverage.Compensation includes a competitive base salary, performance-based bonuses, and potential participation in long-term incentive programs.

Join our dynamic team at comity as a Quantitative Researcher for Congestion Revenue Rights. In this pivotal role, you will engage in in-depth analysis and research to optimize congestion revenue rights, contributing to innovative solutions in the transportation sector. Your expertise will help shape strategies that enhance operational efficiency and profitability.

About Five RingsFive Rings LLC is a cutting-edge proprietary trading firm dedicated to merging strategy, innovation, and technology to thrive in the dynamic global markets. With a footprint spanning New York, Boca Raton, London, and Amsterdam, we engage in a broad spectrum of domestic and international trading, exploring both traditional and niche markets. Our team is relentless in identifying new opportunities, meticulously analyzing their risks and rewards, and developing strategies and tools to seize them.We foster an open culture that promotes the free exchange of knowledge and ideas across all facets of the firm.About the Internship ProgramFive Rings offers a rigorous 9-week summer internship program from early June to early August. This program immerses interns in hands-on projects, classroom instruction, and proprietary strategy games. Interns will collaborate closely with the research team on various development projects, paired with a dedicated mentor throughout the duration of the internship.Participate in enlightening talks that introduce you to essential trading concepts, along with engaging activities such as strategic game nights, outings in New York City, dinners, and more.Your ProfilePursuing a PhD in computer science, mathematics, physics, statistics, economics, or a related field.Demonstrated excellence in mathematics and quantitative analysis.A strong desire to tackle complex mathematical challenges.A passion for problem-solving, a cornerstone of this role.Proactive in acting upon ideas as they arise.A solid record of achievement within your area of expertise.A collaborative spirit, yet comfortable with independent exploration of ideas.Basic programming experience acquired through internships or academic projects.Detail-oriented and meticulous in your work.Eager to learn and grow.

About Five RingsFive Rings LLC is a forward-thinking proprietary trading firm that blends strategy, innovation, and cutting-edge technology to thrive in the global financial markets. With offices strategically located in New York, Boca Raton, London, and Amsterdam, we engage in a diverse range of domestic and international trading activities, spanning both well-established and niche markets. Our dynamic team is dedicated to identifying new opportunities, evaluating their associated risks, and devising robust strategies and tools to leverage these prospects.At Five Rings, we foster an open culture that encourages the free exchange of knowledge and innovative ideas across all departments.About the RoleAt Five Rings, we empower our team members with significant responsibilities at an accelerated pace. You will:Identify emerging trading opportunities in the markets we operate in.Develop and enhance sophisticated market models.Conduct detailed analyses and simulations.Integrate models into our trading systems.Test models in real-time trading scenarios.Collaborate closely with traders and software developers. About YouPossess a Bachelor’s degree in Computer Science, Economics, Mathematics, Physics, Statistics, or a related field.Have a minimum of two years of experience in developing quantitative trading strategies in futures and/or equities.Demonstrated experience in conducting data analysis on large financial datasets to identify intraday signals for mid to high-frequency trading.Exhibit exceptional mathematical skills.Have a strong desire to tackle complex mathematical challenges.Be a risk-taker and skilled problem solver.Demonstrate innovative analytical thinking and methodologies.Be detail-oriented and thrive in a fast-paced, collaborative setting.Show eagerness to continuously learn and advance your skills.Proficient in statistical programming languages and packages such as R, Python, or similar. Annual Base Salary: $300,000. Total compensation packages comprise base salary and discretionary bonuses.

Join IMC, a leading global market maker, as a Quantitative Researcher specializing in Equities. In this role, you will develop cutting-edge high-frequency, low-latency trading strategies and predictive models. Collaborate with a talented team to blend IMC's extensive options expertise with insights from the equity market. Your analyses will drive unique predictions of market behavior, which will be executed using our state-of-the-art technology across both options and equities markets.As a valued member of our growing team, you will be integral to all facets of IMC’s trading operations. Your contributions will extend beyond signal generation to collaborating with developers in designing and implementing a robust framework that fosters timely research, testing, and production of new ideas.

Join Squarepoint Services US LLC as a full-time Quantitative Researcher specializing in Investment/CTA Fixed Income at our New York, NY office. Key Responsibilities: As part of our investment management team, you will engage in research focused on systematic trading strategies for global fixed income markets. Your primary duties will include empirically analyzing extensive financial datasets to uncover systematic trading opportunities, utilizing statistical and econometric modeling techniques to develop predictive models for market movements and security trades. You will also analyze trading ideas through quantitative and statistical methods, conduct backtesting to evaluate strategies under realistic market conditions, and collaborate with engineers to implement these strategies in a production environment. Proficiency in Python will be essential for conducting research, data analysis, and model development. Additionally, you will enhance our analytics platform by creating research and portfolio construction tools and utilize version control systems such as Git and Unix/Linux to manage your development work. Monitoring the production process will also be part of your role.

Join Our Team as a Quantitative ResearcherEngineers Gate (EG) is at the forefront of quantitative investment, specializing in computer-driven trading across global financial markets. Our team comprises talented researchers, engineers, and finance professionals dedicated to leveraging advanced statistical models to analyze data and uncover predictive signals that yield exceptional investment returns. Each investment team operates with distinct strategies while utilizing our proprietary technology and data platform to enhance alpha research.We are looking for a driven and experienced Quantitative Researcher to become a vital part of one of our systematic equity trading teams. In this position, you will harness the existing research and trading frameworks to create innovative systematic trading strategies throughout their lifecycle—from comprehensive data analysis to idea generation, backtesting, and eventual deployment. The ideal candidate will possess robust programming skills and a passion for in-depth data analysis, facilitating creative alpha generation based on a profound understanding of data and financial acumen. As a member of a small team, you will report directly to the Portfolio Manager, engaging in all facets of systematic trading, which presents substantial growth opportunities for the right individual.We emphasize continuous learning and professional development, making this role a unique chance to collaborate and learn from seasoned experts in the field.At Engineers Gate, we are committed to advancing systematic trading through innovative quantitative analysis. If you thrive in a dynamic, data-driven environment, we invite you to apply and join us on this exciting journey.

About Bridgewater AssociatesBridgewater Associates is a leading asset management firm dedicated to providing innovative insights and collaboration for the most discerning global institutional investors.Our investment approach is grounded in a relentless desire to comprehend the intricacies of global markets and economies, utilizing cutting-edge technology to validate and implement age-old, universal investment principles.Founded in 1975, we pride ourselves on a culture of independent thought and a steadfast commitment to excellence. By nurturing an environment of openness, transparency, and inclusivity, we aim to decipher the most complex issues in investment strategy, management, and corporate culture.For more information about Bridgewater, please visit our website.

Virtu Financial is a premier financial services firm that utilizes advanced technology to provide liquidity to global markets and innovative, transparent trading solutions for our clients. As a market maker, Virtu contributes significantly to the efficiency of markets worldwide by offering deep liquidity. Our expertise in market structure, comprehensive diversification, and cutting-edge execution technology allows us to present competitive bids and offers across more than 19,000 securities at over 235 venues in 36 countries globally. Our complementary core offerings—market making, client execution services, and trading venues—equip Virtu with a distinct competitive edge in the development and application of innovative tools that enhance operational efficiency and performance throughout the organization. We are continuously advancing our technology, trading strategies, and risk management systems to drive superior, scalable trading platforms. We are seeking an experienced Quantitative Strategist to elevate our technological capabilities in the options trading domain. Quantitative Strategist - Options Desk ROLE OVERVIEW As a Quantitative Strategist on our Options desk, you will work alongside a team of seasoned traders, quants, and developers in a collaborative and collegiate environment that promotes global cross-team engagement. KEY RESPONSIBILITIES Utilize your expertise to design new predictive models, generate actionable signals, and transform them into effective trading strategies. Collaborate with the team to implement and integrate new signals into our existing trading infrastructure. Calibrate strategies across various products and adapt to evolving market conditions. Partner with traders to refine existing processes and systems. Employ observational skills and modern statistical techniques to construct effective predictive models. Research and implement innovative volatility trading strategies and signals. Analyze and optimize current strategies to enhance performance metrics. Develop advanced risk models and frameworks to manage cross-product portfolio risks in volatile market conditions.