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Qualifications
The ideal candidate will possess strong analytical skills, a solid understanding of quantitative methods, and a passion for the financial markets. Proficiency in programming languages such as Python or R is preferred. A Bachelor's degree in Finance, Mathematics, Statistics, or a related field is required. Prior experience in trading or quantitative analysis is a plus.
About the job
dvtrading seeks a Quantitative Trader specializing in equities for its New York office. This role centers on analyzing data and using quantitative methods to shape and enhance trading strategies.
Role overview
The Quantitative Trader will monitor market trends and apply analytical thinking to identify opportunities and risks. Daily work involves reviewing data, testing ideas, and adjusting strategies to improve trading outcomes.
What you will do
Develop and refine equity trading strategies using quantitative analysis
Track and interpret market trends to inform decisions
Apply analytical skills to evaluate and improve trading performance
Location
This position is based in New York.
About dvtrading
dvtrading is a leading proprietary trading firm based in New York, renowned for its innovative trading strategies and cutting-edge technology. Our collaborative culture fosters growth and encourages creative solutions, making us a premier destination for talented traders.
Full-time|$175K/yr - $275K/yr|On-site|New York, United States
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 pred…
Full-time|$200K/yr - $225K/yr|On-site|New York, United States
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.
Full-time|$120K/yr - $150K/yr|On-site|New York, New York, United States
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.
Full-time|$250K/yr - $300K/yr|On-site|New York City & Singapore
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.
Full-time|$175K/yr - $225K/yr|Hybrid|Chicago, United States; New York, United States
Join Polar Operations LLC (dba IMC Markets) as a Python Software Engineer in either our Chicago or New York City office. We are looking for innovative and motivated individuals to enhance our trading systems.Key Responsibilities:Develop and implement software features for IMC's trading systems (25%).Design independent software solutions and make architectural choices (10%).Debug software issues within trading systems (5%).Perform root cause analysis on complex multi-component issues and implement preventive measures (5%).Maintain code quality and system reliability through thorough automated testing (10%).Contribute to the automated testing framework and manage critical trading system components, ensuring cross-regional reliability and scalability (5%).Engage in code reviews (10%).Monitor system performance and trading operations (5%).Collaborate with traders and teams to understand requirements and deliver effective solutions (10%).Assist in planning, estimating task complexity, and manage technical debt alongside feature development (5%).Mentor junior developers and interns to help them grasp IMC's systems and development practices (10%).Partial remote work options available. Multiple openings exist. Requisition #: 4461661101
Full-time|$175K/yr - $225K/yr|Hybrid|Chicago, United States; New York, United States
Join Polar Operations LLC (also known as IMC Markets) as a Software Engineer specializing in Data. We are on the lookout for talented individuals to fill multiple vacancies in both Chicago, IL, and Brooklyn, NY. If you are passionate about developing innovative software solutions that enhance trading systems, we want to hear from you!Your Core ResponsibilitiesDevelop and implement software features and components for IMC's trading systems (25%).Design and architect software solutions independently (10%).Debug and resolve software issues in trading systems (5%).Identify complex multi-component issues, perform root cause analysis, and implement preventative measures (5%).Maintain code quality and system reliability through thorough automated testing (10%).Contribute to the automated testing framework, own critical trading system components, and ensure reliability, performance, and scalability (5%).Engage in code reviews (10%).Monitor system performance and trading operations (5%).Collaborate with traders and cross-functional teams to understand requirements and deliver effective solutions (10%).Participate in project planning, assess task complexity, and manage technical debt alongside feature development (5%).Mentor junior developers and interns, helping them navigate IMC's systems and development methodologies (10%).Partial telecommuting permitted. Multiple positions available. Requisition Number: 4461663101
Full-time|$175K/yr - $225K/yr|Hybrid|Chicago, United States; New York, United States
Join IMC Markets as a C++ Software Engineer!At IMC Markets, we are at the forefront of trading technology, and we are looking for talented C++ Software Engineers to join our dynamic team in Chicago, IL and Brooklyn, NY. As a key contributor, you will help shape the future of our trading systems.Your Core Responsibilities:Develop and integrate software features for our cutting-edge trading systems (25%).Independently design software solutions and make critical architectural decisions (10%).Debug and resolve software issues within our trading systems (5%).Conduct root cause analysis on complex multi-component issues and implement preventative measures (5%).Maintain code quality and reliability through robust automated testing (10%).Contribute to the automated testing framework and oversee vital components of the trading systems to ensure reliability and scalability (5%).Engage in code reviews to uphold coding standards (10%).Monitor system performance and trading operations (5%).Collaborate with traders and cross-functional teams to gather requirements and deliver effective solutions (10%).Participate in project planning and help assess task complexity while managing technical debt (5%).Mentor junior developers and interns, guiding them through our systems and best practices (10%).Partial telecommuting is permitted. We have multiple positions available (Requisition Number: 4461662101).
dvtrading seeks a Quantitative Trader specializing in equities for its New York office. This role centers on analyzing data and using quantitative methods to shape and enhance trading strategies. Role overview The Quantitative Trader will monitor market trends and apply analytical thinking to identify opportunities and risks. Daily work involves reviewing data, testing ideas, and adjusting strategies to improve trading outcomes. What you will do Develop and refine equity trading strategies using quantitative analysis Track and interpret market trends to inform decisions Apply analytical skills to evaluate and improve trading performance Location This position is based in New York.
Full-time|On-site|New York, New York, United States
About the PositionJane Street is seeking talented Quantitative Researchers to assist in developing models, strategies, and systems for pricing and trading financial instruments. You will collaborate closely with seasoned researchers dedicated to mentoring our newest team members, immersing yourself in experimental design, dataset generation, time series analysis, feature engineering, and model construction for financial datasets.At Jane Street, our researchers, engineers, and traders work in close proximity, fostering a collaborative environment to train models, design systems, and execute trading strategies. We leverage petabytes of data and operate on a computing cluster with hundreds of thousands of cores, alongside a rapidly expanding GPU cluster featuring tens of thousands of high-performance GPUs. Your daily tasks may include delving into market data, fine-tuning hyperparameters, debugging distributed training performance, or analyzing our model's trading behavior in production settings.We reject the notion of a “one-size-fits-all” modeling approach; instead, we embrace a wide array of statistical and machine learning techniques, from linear models to deep learning, adapting our methods to meet the specific needs of each problem. The most successful researchers thrive on their curiosity about how their contributions integrate into the broader framework of our trading operations, transforming their findings into actionable strategies.About YouIf you’ve never considered a career in finance, you’re not alone—many of our team members were in the same boat before joining us. If you possess a curious mind and a passion for tackling intriguing challenges, you will likely feel at home here. Ideal candidates will:Utilize logical and mathematical reasoning to approach diverse problemsExhibit intellectual curiosity; eager to ask questions, acknowledge mistakes, and pursue new knowledgeBe proficient in programming, particularly with PythonCommunicate precisely and think openly, enjoying collaboration with colleagues across various fields and expertiseWhile most candidates have a background in data science or machine learning, we prioritize your thought process and learning capability over specific knowledge. A PhD or relevant research experience is advantageous.For more insights, feel free to explore our interview process and meet some of the team.
Our MissionAt comity, we are dedicated to revolutionizing energy systems by enhancing their reliability, transparency, and efficiency. Our goal is to pave the way for a future characterized by sustainable and abundant energy. To achieve this, we employ cutting-edge statistical learning and convex optimization techniques (AI) to construct the financial frameworks essential for tomorrow's energy systems.We envision a world where energy systems are efficient, autonomous, resilient, and powered entirely by renewable energy sources. About UsFounded by industry veterans from Apple, Bluevine, Affirm, Square, and Google, our leadership team comprises Stanford alumni who possess deep expertise in complex systems, machine learning, and structured finance. Supported by esteemed investors like Maverick Ventures and Caffeinated Capital, we are aligned with our strategic objectives and vision for the platform.Your RoleWe are seeking a Quantitative Researcher for Monetization to assist in designing, deploying, and operating autonomous, systematic strategies that extract economic value from our future information (forecasts) and energy systems models, while navigating real-world market constraints. In this role, you will:Identify and prioritize market opportunities based on potential value and complexity.Architect end-to-end autonomous strategies encompassing models, forecasts, and market actions.Enhance strategy performance by utilizing metadata to inform bidding decisions.Manage the full process from information development to production-ready code, stepping in when additional resources are needed.What We Value in YouYou have applied stochastic optimization to challenges within financial or electrical engineering, operations research, or economics.You possess a strong conceptual understanding of probability theory and an aptitude for shaping and managing distributions.You bring over 5 years of design, research, and development experience within the industry.You have a profound understanding of the dynamics and structure of energy, commodity, or financial markets.You are proficient in developing and monitoring machine learning models.You are a skilled programmer, particularly in Python.Most importantly, you are driven and passionate about making a significant impact in the energy sector.
Full-time|$170K/yr - $220K/yr|Hybrid|New York, New York, United States
Forge Global is expanding its Research & Data Analytics team in New York. The company builds technology and data solutions for private markets, supporting innovation across industries from space exploration to artificial intelligence. Forge’s marketplace and liquidity tools help employees, employers, and investors access and manage private company shares. Role overview The Quantitative Researcher will play a key part in producing original research and strengthening Forge’s analytics capabilities. This position involves working with proprietary private market data, analyzing macroeconomic trends, and identifying emerging themes that matter to clients and stakeholders. The research produced will support clients, prospective clients, internal teams, and public audiences. What you will do Generate original research using exclusive private market data Analyze macro trends and new themes relevant to private markets Create insights and content for clients, internal partners, and public audiences Contribute to the ongoing development of Forge’s Research & Analytics functions What Forge values Boldness in pursuing new ideas and solutions Accountability in delivering accurate, impactful research Humility in collaborating with colleagues and clients
Full-time|$240K/yr - $275K/yr|On-site|New York, United States
IMC Trading is looking for an experienced operational leader to join the US Equities desk in New York as Chief Operating Officer. This role partners directly with the Desk Head to keep operations efficient, communication clear, and team objectives aligned. The COO works across trading, strategy, operations, and team management, supporting both immediate needs and longer-term plans. Key Responsibilities Improve strategic execution for the US Equities desk Oversee daily operations and maintain a steady workflow Promote a strong team culture and encourage collaboration with other groups Use structured problem-solving to tackle complex business issues Lead major projects and initiatives Act as a representative for the desk in both internal and external communications What to Expect Direct ownership and influence from day one A chance to help shape the direction and growth of the desk Competitive compensation based on impact Location This position is based in New York, United States.
Full-time|$130K/yr - $200K/yr|On-site|New York, New York, United States
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 BasisBasis is a pioneering nonprofit organization dedicated to applied AI research, driven by dual objectives that enhance each other.Our primary focus is to understand and construct intelligence. This encompasses establishing the fundamental mathematical principles of reasoning, learning, decision-making, comprehension, and explanation, alongside developing software that embodies these principles.Secondly, we aim to empower society to tackle complex challenges. This involves broadening the scale, complexity, and scope of problems we can currently address and, crucially, accelerating our future problem-solving capabilities.To realize these ambitions, we are establishing an innovative technological framework inspired by human reasoning and fostering a collaborative environment that prioritizes human values.About the RoleAs a Research Engineer, you will play a vital role in advancing Basis’ mission by converting research concepts into accurate, robust, and scalable high-quality code.We are looking for technically proficient individuals who are enthusiastic about delving deep into foundational concepts. Our research engineers are committed to conducting rigorous, high-quality science, unafraid to experiment, learn from mistakes, and explore innovative ideas.Basis thrives on collaboration, both within our team and with external partners. We seek individuals who enjoy tackling challenges greater than they can manage alone.Machine Learning Research Engineer Focus AreasThis position is aimed at experts in machine learning engineering. Key areas of focus include:Probabilistic programming and statistical inferenceDeep learningCausal inferenceProgram synthesis and analysisML Ops and systems engineeringThese areas will be explored in the context of developing reasoning systems. Research engineers will also engage with topics including programming language design and implementation, automatic differentiation, and SAT/SMT solvers.
About BasisBasis is a nonprofit organization dedicated to applied AI research, striving to achieve two interconnected objectives.Firstly, we aim to understand and develop intelligence. This involves establishing the mathematical foundations of reasoning, learning, decision-making, comprehension, and explanation; along with creating software that embodies these principles.Secondly, we seek to enhance society's capacity to address complex challenges. This means broadening the range, scale, and intricacies of the problems we can tackle today, while also accelerating our ability to solve future challenges.To fulfill these missions, we are constructing a novel technological framework inspired by human reasoning, and fostering a collaborative organization that prioritizes human values.About the RoleAs a Research Scientist, you will spearhead Basis's initiatives to deepen our comprehension of the theoretical, mathematical, and computational aspects of intelligence.We seek individuals with exceptional technical skills who are passionate about exploring concepts at their core. Our research scientists and engineers are committed to conducting rigorous, high-quality, and robust scientific inquiry, yet they embrace experimentation, learning from mistakes, and exploring innovative ideas to achieve their goals.Basis thrives on collaboration, both internally and with external partners; thus, we value team players who relish tackling challenges that surpass individual capabilities.Research FocusOur research under the MARA project is dedicated to forging new principles and technologies for modeling, abstraction, and reasoning in AI systems. The primary aim of MARA is to reveal principled methodologies for how intelligence constructs, refines, and applies world models through interactive experimentation.For this position, we specifically seek experts in Reinforcement Learning & Planning who can push the boundaries of model-based RL, exploration strategies, optimal control, and Bayesian optimization. You will develop agents capable of learning efficient policies in intricate, partially observable environments by utilizing structured world models.
Why Join Our Team At Seven Research, we tackle the unsolved challenges in technology and science. Our passionate team of innovators thrives on pushing the limits of what is possible in the global markets. We provide cutting-edge resources and foster an environment of intellectual freedom, empowering our team to create pioneering solutions to the most intricate problems in our domain. Our collaborative culture values excellence from all members, regardless of their experience level. Your Role As a Deep Learning Researcher, you will be at the forefront of advancing quantitative finance through the design and development of sophisticated deep learning models. Your role will involve conducting thorough and methodical research to establish groundbreaking methodologies, reveal complex insights, and integrate innovative strategies within our teams. What We Seek We are in search of skilled and knowledgeable problem-solvers with a robust background in deep learning to join our team. No prior financial knowledge is necessary. Candidates for the Deep Learning Researcher position should demonstrate exceptional applied research and analytical skills. We appreciate team members who communicate effectively and take initiative in their projects. If you are excited about tackling challenging quantitative problems in a research-oriented environment, we would love to meet you. The ideal candidate will possess most of the following qualifications: PhD in Computer Science or a related field Expertise in deep learning techniques with a proven history of developing advanced predictive models Publications in relevant academic journals and/or conference presentations Proficient programming skills, particularly in Python Excellent problem-solving abilities and research proficiency Strong communication skills for conveying complex technical concepts Experience with large datasets and computationally intensive projects Familiarity with high-performance computing
Join Our Innovative TeamAt Seven Research, we tackle unsolved challenges in the global markets, driven by a passionate team dedicated to advancing technology and scientific exploration. Our collaborative environment nurtures intellectual freedom and provides cutting-edge resources, empowering our employees to create pioneering solutions to the most intricate problems in our industry.Your ContributionAs a Quantitative Researcher, you will be the visionary behind our trading strategies, crafting advanced models that convert complex datasets into valuable insights. You will employ rigorous statistical analysis and machine learning techniques on diverse financial information, pioneering new methods to assess risks and returns while creating strategic frameworks based on foundational economic principles.Ideal Candidate ProfileWe are seeking driven and talented problem-solvers with a solid quantitative foundation. No prior financial knowledge is required. Candidates for the Quantitative Researcher position should have a proven ability to perform innovative research and analytical work. We appreciate individuals who communicate effectively, possess strong analytical skills, and take ownership of their projects. If you thrive on solving challenging quantitative problems in a supportive environment, we want to meet you.The ideal candidate will have most of the following qualifications:PhD, Master’s, or Bachelor’s degree in computer science, statistics, physics, or a related quantitative discipline.Demonstrated experience in developing advanced predictive models.Proficient programming skills, particularly in Python for data analysis.Familiarity with statistical and machine learning frameworks.Strong analytical and problem-solving abilities.Effective communication skills to explain complex technical concepts clearly.Experience with large datasets and computationally demanding projects.
Full-time|$200K/yr - $220K/yr|Hybrid|New York, New York, United States
Overview: At Guidepoint, we are excited to introduce our Insights product, a cutting-edge service tailored for institutional investors and corporate clients. This innovative offering includes teleconferences, surveys, and in-person events, all designed to provide crucial insights across diverse industries and topics. Clients can access a transcript library portal, enabling them to make informed decisions based on expert analyses from our proprietary global network, which includes former investment professionals, sell-side equity research analysts, and industry specialists. We are on the lookout for a driven and seasoned Equity Research professional to join our dynamic team. The successful candidate will collaborate closely with the Global Head of Healthcare to strategize and execute primary research that meets the evolving demands of our institutional investor clientele in the biotech and pharmaceutical sectors. This role encompasses identifying timely and relevant ideas, leading expert interviews, mentoring junior analysts, and working in tandem with the outreach team to extract valuable insights that enhance client engagement. This is a hybrid position based in our New York City office. What You’ll Do: Research Planning: Partner with the Global Head of Healthcare to architect and implement primary research initiatives focused on specific therapeutic areas and companies within the Biotech/Pharma sector. Idea Generation: Develop timely and relevant content ideas aligned with the interests of US institutional investors. Expert Interviews: Lead and moderate discussions with physicians, researchers, and industry executives from Guidepoint’s vast network of over 700,000 professionals, ensuring the extraction of critical insights. Preparation and Analysis: Conduct comprehensive prep for interviews by analyzing SEC filings, reviewing investor presentations, monitoring news releases, and evaluating Wall Street research reports to facilitate informed dialogues. Team Management: Mentor and guide a team of junior analysts responsible for creating corporate content pertaining to the biotech and pharma industries, fostering an atmosphere of continuous improvement and learning. Client Engagement: Craft and execute client engagement strategies that reflect the unique needs and pipelines of relevant clients, maximizing their utilization of Insights content. Training and Development: Facilitate training sessions to enhance team skills and knowledge in equity research methodologies.
Full-time|$190K/yr - $230K/yr|Hybrid|New York, New York, United States
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.
Internship|On-site|New York, USA, Nairobi, Kenya or Brussels, Brussels, Belgium
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.
