Quantitative Researcher – Equities at IMC | New York

Role overview Squarepoint Capital is hiring a Quantitative Researcher to focus on medium-frequency volatility strategies. The position involves analyzing and developing trading approaches that target volatility across multiple asset classes. Working alongside experienced professionals, this researcher will help shape and advance the firm's trading capabilities. What you will do Analyze market data to spot and assess volatility patterns at medium frequencies Develop and refine trading strategies for various asset classes Collaborate with researchers and technologists to test and implement new ideas Drive improvements in the team’s trading performance through research and innovation Requirements Strong quantitative and analytical skills Comfort working in settings where priorities may shift quickly Interest in quantitative finance, with a focus on volatility and trading strategy development Desire to contribute within a collaborative team Location This position is based in New York.

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.

Man Group plc is a global alternative investment manager with $227.6 billion in assets under management as of December 31, 2025. The company operates in both public and private markets, emphasizing alternative investments and research-driven strategies. Headquartered in London and listed on the London Stock Exchange (EMG.LN), Man Group is part of the FTSE 250 Index, with offices in multiple regions worldwide. More information can be found at www.man.com. Team Overview The High-Frequency Quantitative Research team, based in New York, is part of Man Global Markets. This group manages execution across all Man Group investment engines, asset classes, and regions. The team specializes in researching and building low-latency trading strategies and proprietary execution algorithms. Members are involved in every stage of trading strategy development, using custom machine learning research and monetization tools. Internship Focus This summer 2026 internship centers on quantitative research within high-frequency trading. Interns will contribute to projects involving advanced trading strategies and the development of execution algorithms. The role provides exposure to the full lifecycle of strategy development, from research to implementation. Who Should Apply? This internship suits individuals interested in quantitative finance who want to work on advanced trading strategies. Curiosity, motivation, and an interest in innovative projects are valued qualities for this team.

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...

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.

Role and ResponsibilitiesInnovate and refine proprietary trading strategies utilized by both discretionary and quantitative trading teams.Engage in in-depth quantitative analysis of market microstructure to enhance trading algorithms and uncover market inefficiencies.Create and sustain predictive models aimed at optimizing trade execution while minimizing transaction costs, employing both linear and non-linear methodologies.Partner with interdisciplinary teams, including portfolio managers and research analysts, to conceptualize and implement effective trading strategies.Continuously monitor and report on developments in market microstructure.

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

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.

About Our Team:Join a dynamic and highly-regarded quantitative portfolio management team at Point72, where we are seeking a seasoned quantitative researcher to innovate and implement systematic macro strategies with a keen focus on market microstructure. You will be empowered with extensive resources and support to facilitate the growth and expansion of our quantitative macro business.Key Responsibilities:Conduct thorough and groundbreaking research to create systematic signals for global macro markets, including futures and FX, emphasizing market microstructure.Engage in feature engineering using order book tick data across intraday to daily timeframes.Utilize a variety of modeling techniques, from linear models to machine learning, for effective feature combination.Involve yourself in the entire research pipeline, from generating signal ideas to data processing, modeling, strategy backtesting, and production implementation.Contribute to the enhancement of the investment processes and research capabilities of the team.Collaborate with a team of highly skilled and motivated professionals, benefiting from cutting-edge research and trading infrastructure, along with access to pristine datasets.Assist in the construction, upkeep, and ongoing improvement of production and trading environments.

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 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.

Overview: Join Guidepoint's dynamic Market Research Team as the Director of Quantitative Panel, where you will spearhead the growth, management, and maintenance of our expert research community for quantitative surveys. This pivotal role involves crafting outreach strategies, ensuring panel quality and health, and overseeing custom recruitment operations to enhance our panelist experience. This is a hybrid role based in our New York office, with an option for full remote work. Key Responsibilities: Lead the management of Guidepoint’s quantitative survey panel community, focusing on database administration, respondent engagement, retention metrics, and customized recruitment strategies. Collaborate with both internal and external vendors to create tools and systems for feasibility assessments in research and project bidding for quantitative survey initiatives. Provide strategic direction on panelist engagement, optimizing both email outreach and alternative invitation methods to enhance community participation. Partner with IT/Engineering to ensure seamless integration between Guidepoint’s expert network and quantitative respondent databases, maintaining data accuracy and comprehensiveness. Work alongside the Advisor Relations team to develop a response strategy and playbook addressing survey-related advisor concerns, including technical issues, survey satisfaction, and incentive management. Oversee the expansion of the panel through custom recruitment efforts, managing both personnel and systems like ContactOut and AggKnowledge to meet project demands and bolster proactive sales capabilities. Ensure panelist quality through effective vetting systems, promptly addressing any quality concerns by quarantining or removing panelists who do not meet established thresholds. Perform additional duties as required. Qualifications: A minimum of 10 years of experience managing an international market research panel or a large membership organization, with a preference for backgrounds in the medical or enterprise B2B sectors. Proficiency in database and contact management utilizing a CRM or market research panel management platform (e.g., Forsta, Qualtrics, RallyUXR) or other SQL-based data management tools. Experience in email marketing, outreach techniques, A/B testing, and campaign optimization. Strong collaboration skills with technical product and engineering teams on data engineering and web development projects. A demonstrated ability to engage with diverse stakeholders and drive community growth and satisfaction.

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.

Join Cubist Systematic Strategies, a leading affiliate of Point72, as a Quantitative Researcher focused on developing innovative systematic macro strategies across futures, foreign exchange, and volatility markets. You will play a pivotal role in constructing mid-frequency alpha strategies and leveraging extensive data sources to uncover market anomalies. Your expertise will drive the creation, backtesting, and implementation of advanced trading models while continuously optimizing our research infrastructure and trading environments.

Join the dynamic Internal Alpha Capture (IAC) team at Point72, where we harness artificial intelligence to create cutting-edge equity trading signals. Our team thrives on collaboration, utilizing rigorous research methodologies, advanced machine learning techniques, proprietary data, and exceptional computational power. We are seeking outstanding machine learning researchers to contribute to our innovative projects, working closely with seasoned professionals to apply their expertise to unique datasets and develop impactful trading signals. No prior financial industry experience is necessary.

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.

Role overview Trexquant is looking for a High-Frequency Trading System Engineer in New York, New York. The focus of this position is to build and enhance ultra-low-latency trading infrastructure. Working closely with quantitative researchers and fellow technologists, the engineer will drive ongoing system improvements and innovation. What you will do Design and implement high-frequency, low-latency trading systems. Assess the current execution platform and lead a complete redesign. Increase system performance at both hardware and software layers, including optimizing CPU architecture, memory and cache usage, and network interfaces. Maintain a clean, well-tested, and thoroughly documented codebase. Requirements Advanced C++ and Linux skills, with strong understanding of low-level memory management, concurrency, and performance tuning. Experience building ultra-low-latency, high-throughput systems, ideally in trading or real-time environments. Expertise with profiling tools and methods for latency measurement and performance benchmarking. Hands-on knowledge of network protocols such as TCP/UDP, multicast, Ethernet, and low-latency messaging frameworks. Strong analytical and problem-solving abilities. Benefits Competitive base salary, with both guaranteed and performance-based bonuses linked to individual and company outcomes. Supportive, collaborative, and results-driven culture. PPO health, dental, and vision insurance for employees and dependents. Pre-tax commuter benefits. Additional company perks. Location details Applications are accepted for both the Stamford and New York City offices. The New York City location is expected to open in October 2026. Compensation Base salary ranges from $175,000 to $200,000, depending on education and experience. This is an overtime-exempt position. Trexquant is an Equal Opportunity Employer.

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.