Fund Flow Quantitative Developer

Job OverviewJoin the dynamic and innovative team at Point72 Internal Alpha Capture (IAC), where we are committed to shaping the future of quantitative equity trading. Our team is focused on creating advanced trading signals using cutting-edge machine learning techniques, rigorous research methodologies, and a diverse array of data sources, all powered by exc…

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.

Galaxy Digital Services is a global company focused on digital assets and advanced data center infrastructure. Based in New York City, the team builds products and services that support finance and artificial intelligence, with a strong emphasis on blockchain technology and digital asset innovation. The company operates across North America, Europe, the Middle East, and Asia, serving institutions, startups, and developers who are shaping the future of Web3 and AI. Under the leadership of CEO and Founder Michael Novogratz, Galaxy Digital Services brings together deep crypto expertise and institutional experience. The platform covers trading, investment banking, asset management, staking, self-custody, and tokenization technology, as well as investments in high-performance data center infrastructure for AI and computing needs in the United States. More information about the company's businesses and products is available at www.galaxy.com. Our Values Strive for Excellence. Be Selective for Greater Impact. Align Closely, Operate Freely. Embrace Open Disagreement. Foster Independent Decision-Making. Assemble Exceptional Teams. Role overview The Vice President of Quantitative Development will join the Crypto trading desk in New York City. This role focuses on collaborating with traders, quantitative analysts, and developers to design, implement, and refine market-making and quantitative trading strategies. The work environment values innovation, rapid iteration, and teamwork. Requirements Extensive experience in software development and quantitative analysis Strong understanding of financial markets, especially in FX and Crypto trading Ability to work closely with cross-functional teams to deliver trading solutions Your profile The ideal candidate brings a track record of technical proficiency and a collaborative approach. Success in this position requires a deep background in both programming and quantitative finance, with a focus on the unique challenges of digital asset markets.

Join IMC as a Quantitative Developer, where you will take charge of transforming research into actionable trading strategies. This position uniquely combines research and engineering, allowing for continuous feedback from the initial concept to live trading. Your role will involve creating sophisticated systems that leverage quantitative insights to develop a competitive edge, with direct visibility into the impact of your contributions.

Join our dynamic team at mangroup as a Senior Quantitative Developer. In this pivotal role, you will leverage your expertise in quantitative analysis and software development to create innovative solutions that drive our trading strategies and risk management processes. This position offers an exciting opportunity to work with cutting-edge technologies and collaborate with a team of talented professionals in the heart of New York City.

About Cubist:At Cubist Systematic Strategies, a proud affiliate of Point72, we harness the power of systematic, data-driven trading strategies across diverse liquid asset classes, including equities, futures, and foreign exchange. Our commitment to in-depth research into various market anomalies is supported by our exceptional access to a multitude of publicly available data sources.About Our Team:KEPL is a dynamic and rapidly expanding team within Cubist Systematic Strategies. We specialize in medium-frequency statistical arbitrage strategies characterized by high Sharpe ratios. Our team comprises talented individuals from prestigious universities and leading trading and technology firms. We foster a collaborative and open culture, placing a high value on rigorous research and cutting-edge technology. We are actively exploring new markets and asset classes to further our reach.Role:We are seeking full-time Quantitative Research Analysts and Software Developers to join our expanding team and contribute to various innovative initiatives aimed at growing our business. The ideal candidate should possess a passion for innovation and problem-solving within research and trading contexts. In this role, you will gain comprehensive exposure across all facets of quantitative research and trading, playing a pivotal role in the team's successful growth. Collaboration with team members to enhance our research infrastructure will be key to elevating our research and trading capabilities.Responsibilities:Conduct quantitative research to enhance the team’s investment decision-making process.Develop and implement technologies that enhance research and trading productivity.Oversee the development, maintenance, and optimization of our production trading systems.Expand our systems into new markets and asset classes.

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.

Belvedere Trading is a premier proprietary trading firm renowned for its commitment to innovation in trading technology. With strategically located offices in Chicago, New York, Boulder, and Singapore, we excel in providing market liquidity across a broad spectrum of instruments, including commodities, interest rates, exchange-traded funds (ETFs), and equity index options. Our dedicated traders leverage a sophisticated blend of cutting-edge technology and market expertise to ensure robust liquidity in the markets.We are seeking a talented Senior Quantitative Developer to join our dynamic Low Latency Systematic Volatility Trading team. This role offers the opportunity to work at the intersection of quantitative modeling and high-performance engineering, building and optimizing real-time production systems for pricing, risk management, and trading of derivatives. Ideal candidates will possess a deep passion for performance, precision, and system stability, all while thriving in a collaborative team environment.

At Jump Trading Group, we are dedicated to pioneering research and pushing the limits of scientific knowledge in the realms of Mathematics, Physics, and Computer Science. Our mission is to apply groundbreaking research to the global financial markets. We foster a unique culture that values innovation, creativity, intellectual honesty, and a competitive spirit, all while emphasizing collaboration and mutual respect. Here, we believe that our collective success is built on the individual talents of our team members.With a commitment to excellence, we integrate world-class talent, robust infrastructure, and an intense focus on research to develop and enhance trading strategies across various asset classes and time horizons. Our involvement in the competitive and rapidly evolving equities market is facilitated through diverse business operations. Our researchers collaborate on projects that delve into specific market opportunities, latency variations, and diverse research methodologies, including Machine Learning and Deep Learning. Our collaborative environment strikes a balance between focused expertise and the flexibility to explore innovative ideas without rigid hierarchies.We are currently seeking experienced Quantitative Developers to join our dynamic “mixed frequency” research team, where project horizons range from minutes to days. This fast-paced, flat structure empowers each team member while expecting high levels of performance and engagement in our global research and development efforts.

Point72 is on the lookout for a talented Quantitative Developer to enhance our Portfolio Construction and Analysis (PCA) team within the Chief Investment Office (CIO). This pivotal role involves building and refining a robust technology infrastructure that supports our quantitative research and analytical initiatives. The successful candidate will work closely with investment teams to optimize net revenue and risk-adjusted returns, contributing significantly to the Equity Long/Short business at Point72.

OverviewJoin WS Development as a Marketing Intern at Stuyvesant Plaza Retail LLC, where you will gain invaluable hands-on experience in the dynamic retail marketing sector. This part-time internship runs from June 1 to December 19, 2026, and you will collaborate closely with the Marketing Manager to enhance marketing initiatives aimed at increasing foot traffic and community engagement at our retail destination.Position: Part-time Marketing InternTimeline: June 1 – December 19, 2026 (29 weeks)Schedule: 15 hours per week (three 5-hour shifts); some weekends required.This position is office-based at Stuyvesant Plaza in Albany, NY, and remote work is not an option.Intern Responsibilities & Support TacticsEvents & ActivationsProvide on-site support during events, including setup, breakdown, and staffing for event amenities.Assist in promoting events through digital platforms and cross-platform exports.Paid MediaWrite compelling headlines for Google Ads and help identify key promotional moments.Coordinate the delivery of paid media advertisements to partners.Earned MediaSupport the execution of press announcements in collaboration with our public relations agency.Help expand the Community Contact sheet with influential individuals and community groups.Owned MediaAssist with social media content creation, including posts and stories, while monitoring trends to inform strategy.Contribute to email marketing initiatives, including drafting and execution.Maintain and update website content, encompassing landing pages for brand collaborations, retail promotions, and community news.Miscellaneous SupportConduct regular property walks to identify opportunities for improvement.Assist with event and partnership logistics (e.g., supply drop-offs, signage).Create marketing and operational signage/maps.Provide support for administrative tasks as needed.RequirementsCurrent student with a keen interest in retail, event planning and management, marketing, and social media.Availability from June 1 to December 19, 2026, including some weekends.Excellent oral and written communication skills, as well as strong organizational and interpersonal abilities.Familiarity with Microsoft Office and various social media platforms (Instagram, Facebook, TikTok).Experience with marketing tools (e.g., Canva, WordPress, Klaviyo) is a plus but not mandatory.

About MonacoExperience lightning-fast execution and unmatched institutional depth with Monaco. Our platform, crafted by seasoned Wall Street professionals and innovative crypto builders from top-tier institutions, offers a comprehensive trading ecosystem for spot, perpetual contracts, and prediction markets. Our state-of-the-art execution engine is designed with a focus on performance, compliance, and capital efficiency, uniting diverse asset classes into a seamless trading experience. More than just an exchange, Monaco is establishing the future of a global trading network.The RoleWe are seeking a Lead Quantitative Developer to spearhead the design and implementation of systematic risk management frameworks. In this pivotal role, you will be responsible for the architecture, execution, and upkeep of Monaco's central risk engines across various products and asset classes. This is a unique opportunity to collaborate closely with our founders and contribute to delivering an unparalleled trading experience.Key ResponsibilitiesDirect the design and development of the core risk engine, including a sophisticated multi-instrument margining system that integrates both crypto and real-world assets.Influence the design and expansion of additional products (e.g., Decentralized Options Vaults, iterative looping vaults) with a priority on risk management.Who You AreOver 6 years of experience in systematic trading and/or quantitative development roles, particularly across diverse asset classes including both crypto and traditional markets.A thorough understanding of crypto market microstructure (including oracle design) and the risk management frameworks employed in existing centralized and decentralized exchanges, alongside traditional finance models (such as VaR, SPAN, SIMM).Proficient in Rust programming language.A proactive individual capable of generating ideas and executing them while maintaining a solid grasp of technical intricacies.Bonus qualifications:Previous experience on an exchange risk management team.Knowledge of low-level architecture and hardware optimization.

About Cubist: Cubist Systematic Strategies aims to establish itself as a leading investment firm globally. We utilize systematic, data-driven trading strategies across various liquid asset classes, including equities, futures, and foreign exchange. Our commitment to thorough research into diverse market anomalies is supported by our exceptional access to a wide array of publicly available data resources. About Our Team: The KEPL team at Cubist Systematic Strategies is rapidly evolving and specializes in medium-frequency statistical arbitrage strategies with a high Sharpe ratio. Our group boasts members from prestigious universities and premier trading and technology firms, including D.E. Shaw, Two Sigma, Citadel, Meta, and Google. We foster an open, collaborative culture that prioritizes innovative technology and rigorous research. Role & Experience: We are seeking outstanding students for our Quantitative Developer Internship for the summer of 2026. Ideal candidates will possess a strong enthusiasm for working in a dynamic, start-up-like environment. They should exhibit exceptional analytical and programming skills, with the ability to tackle complex problems methodically. Our typical interns hail from top universities with backgrounds in mathematics, computer science, or related fields. During this internship, you will experience the unique KEPL environment, receiving extensive training and developing robust analytical skills through collaboration with our full-time researchers and developers on real-world challenges. Successful interns may be considered for full-time positions following the internship. Requirements: Bachelor's degree or higher in mathematics, computer science, or related quantitative disciplines Strong analytical abilities with a keen attention to detail Passionate about integrating new technologies into trading practices Proficient in Python and either C++ or Java Experience in a Linux environment Knowledge of numerical computing is advantageous Commitment to maintaining the highest ethical standards The annual base salary ranges from $240,000 to $300,000 (USD), prorated based on the internship's start and end dates. Actual compensation may differ from the posted range depending on factors such as geographic location, work experience, education, and skill level.

Automate backtesting processes utilizing in-sample and out-of-sample methodologies.Ensure high standards of data quality and organization.Identify opportunities for enhancement and innovation within existing trading systems and processes.Develop and refine algorithms focused on effective risk management.Propose and implement new techniques and technologies to meet strategic objectives.

About Caxton Associates:Established in 1983, Caxton Associates is a prestigious global trading and investment firm with a presence in major financial hubs including New York, London, Bengaluru, Monaco, Singapore, and Dubai. We specialize in managing both client and proprietary capital, offering a diverse range of investment products tailored to meet the unique needs of our investors. Our multi-portfolio manager framework allows us to excel in discretionary global macro investing, leveraging our vast expertise across various asset classes and markets.About the Role:We are seeking a talented Quantitative Developer to collaborate directly with a Portfolio Manager specializing in Global Macro strategies. In this role, you will thrive in a dynamic and entrepreneurial environment, tackling intricate challenges and contributing to innovative solutions.Key Responsibilities:Develop and implement systematic trading processes across multiple markets, ensuring seamless front-to-back execution and management.Oversee the development and maintenance of all code and models to maintain high-quality standards.Investigate the entire trading process to identify and mitigate risks, including potential intellectual property loss.Manage and analyze large datasets, ensuring effective data handling, construction, visualization, and application for model development.Leverage extensive market knowledge to guide informed decision-making, adaptable to various market conditions.Qualifications:Bachelor's degree in a quantitative discipline, preferably in computer science, engineering, mathematics, or a related field.Minimum of 3 years of relevant experience in quantitative development.Strong quantitative reasoning and software design capabilities.Proficient programming skills in Python.Ability to manage parallel workstreams and deliver quality solutions promptly.Meticulous attention to detail.Independent thinker with creative problem-solving skills.Goal-oriented with a positive and proactive attitude.Strong collaborative skills to work effectively within a team-oriented setting.Solid understanding of SQL and relational database fundamentals.Excellent verbal and written communication skills.Upholds the highest standards of ethics and integrity.Compensation:The annual base salary for this role ranges from $150,000 to $180,000, with actual compensation determined by factors such as relevant experience, seniority, business needs, and market demand. Successful candidates will also be eligible for a discretionary bonus.

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.

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.

About Our Team:Join a dynamic and highly respected quantitative portfolio management team at Point72, dedicated to innovation in the intraday to mid-frequency systematic macro domain. As a vital member of our team, you will receive unparalleled resources and support to expand and enhance our quantitative macro business.Your Role:Conduct in-depth and pioneering research to create systematic signals for global macro markets, including futures and foreign exchange (FX).Analyze price-volume and alternative datasets over intraday to multi-day timeframes (up to 2-3 weeks) within the mid-frequency realm.Engage in the complete research lifecycle, from signal ideation and data processing to modeling, strategy backtesting, and live implementation.Collaborate with a team of top-tier professionals equipped with state-of-the-art research and trading infrastructures, alongside access to pristine datasets.Key Responsibilities:Create and refine systematic trading models across diverse global futures (equity indices, commodities, and fixed income) and/or FX markets.Generate alpha ideas, oversee backtesting, and facilitate implementation.Assess new datasets for potential alpha generation.Enhance portfolio optimization, asset allocation, and risk management frameworks.Contribute to the growth of the team's investment processes and research capabilities.Support the development and ongoing improvement of production and trading environments.Qualifications:Master's or PhD in physics, engineering, statistics, applied mathematics, quantitative finance, or related quantitative disciplines, with a robust statistical foundation.4+ years of experience in signal research or portfolio management focused on futures markets and/or FX, showcasing a successful track record within a proprietary trading setting.Prior experience in signal combination, portfolio optimization, and risk management is essential.Expertise in programming languages such as Python, R, or C/C++, with familiarity in data science tools like scikit-learn and Pandas.A collaborative spirit paired with strong independent research capabilities.Dedication to maintaining the highest ethical standards in all endeavors.

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.