Fund Flow Quantitative Developer

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.

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.

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.

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.

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.

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.

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.

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

Vola Dynamics stands at the forefront of software innovation and research in advanced options analytics. Our renowned volatility fitting tools and high-speed option pricing engines set the benchmark for industry standards, empowering leading hedge funds, proprietary trading firms, market makers, and global banks to make informed decisions.As a Quantitative Researcher, you will delve into pioneering challenges in volatility modeling and options valuation, covering both vanilla and exotic options across diverse asset classes. You will implement your innovative solutions using a state-of-the-art C++ and Python library relied upon by the most elite market participants. Joining a rapidly expanding team, your contributions will yield immediate and significant impacts.This role represents one of the most exhilarating opportunities in the field of quantitative finance today.

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 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.

Comity develops financial frameworks aimed at supporting the next generation of energy systems. The team’s mission centers on improving reliability, transparency, and efficiency in energy, with a long-term vision for fully renewable and autonomous systems. Statistical learning and convex optimization form the backbone of their technical approach. The company’s leadership includes Stanford alumni and professionals with expertise in complex systems, machine learning, and structured finance, drawing on experience from organizations such as Apple, Bluevine, Affirm, Square, and Google. Comity is backed by investors including Maverick Ventures and Caffeinated Capital. Offices are located in Chicago, New York City, and San Francisco. Role overview This Quantitative Researcher position centers on portfolio optimization for Comity’s power trading strategies. The role is based in New York. Early team members have a direct hand in shaping portfolio design, research priorities, technology choices, and company culture. What you will do Create information systems to monitor and guide multi-strategy, market-specific autonomous trading systems. Establish acceptance criteria for new trading strategies. Partner with risk management to conduct risk assessments and quantitative risk modeling. Collaborate with software engineers, quantitative researchers, and finance teams to bring new assets to market and reach business objectives. Requirements Experience managing P&L as a quantitative portfolio manager. Strong foundation in applied mathematics, probability, statistics, and numerical algorithms. Knowledge of optimization techniques used in finance. Proficiency in programming, particularly Python. Graduate degree in mathematics, statistics, machine learning, computer science, physics, or a related quantitative discipline. Strong 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.

As an Algorithm Developer at Wehrtyou, you will take the lead in designing and maintaining sophisticated models that serve as the backbone of our trading operations. Your role will involve rigorous statistical analysis of extensive market and financial datasets to create predictive trading models. You will deploy these models in real-time on our high-performance trading infrastructure, meticulously analyzing their daily performance to ensure sustained profitability. Collaborating closely with fellow algorithm developers and core developers, you will engage in research, development, and testing of innovative order execution and model training methodologies aimed at enhancing trading efficiency.

At Noise Trading, we redefine market creation by tapping into the nuances of culture and social attention. Our innovative platform establishes the world's first financial contracts based on attention, ensuring perpetual liquidity, narrowing spreads, and fostering deep, efficient markets that remain adaptable to the ever-evolving conversation landscape. By succeeding in our mission, we aspire to become the backbone of liquid attention.Our dynamic team operates from SoHo, New York City, leveraging advanced technology and creative strategies to lead in this new frontier.Key ResponsibilitiesManage and enhance our proprietary trading systems to secure consistent and scalable returns.Implement rigorous risk-management strategies: adjust parameters, monitor for anomalies, and enforce necessary controls.Analyze real-time market data, adapt trading strategies as needed, and collaborate closely with our technology teams.Prepare and present detailed trading reports and post-trade analyses.Recognize system limitations, propose innovative enhancements, and devise next-generation trading strategies.QualificationsBachelor’s degree in a STEM field (e.g., Mathematics, Engineering, Computer Science); we encourage recent graduates to apply.Demonstrated analytical skills, comfort with ambiguity, and a methodical approach to problem-solving.Familiarity with programming or scripting languages such as Python, C++, or equivalent.Outstanding communication abilities, a quick learner, and strong self-management skills.Preferred: Experience in competitive strategy environments like gaming, poker, or chess.We offer a competitive full-time salary range of $108,000-$120,000, plus performance bonuses. This complies with New York City's Pay Transparency Law. Full-time employees at Noise Trading also qualify for additional compensation elements, including equity and benefits based on the role.

Join usm2 as a skilled Risk Analyst leveraging your quantitative expertise to enhance our risk management strategies. In this crucial role, you will assess potential risks, analyze data trends, and contribute to effective decision-making processes.