Senior Quantitative Developer

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

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.

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 Position Join Jane Street as a Quantitative Trader, where you will play a pivotal role in identifying market signals, analyzing and executing trading strategies, constructing quantitative models, and conducting in-depth statistical analyses. You will also be responsible for building sophisticated algorithmic trading systems, managing risks, and developing new business opportunities. Our trading desks foster a collaborative environment, allowing you to work closely with experienced traders who are dedicated to mentoring and supporting you. Expect to take on significant trading responsibilities within weeks to months, complemented by a robust year-long educational curriculum designed to enhance your skills. At Jane Street, we blur the lines between research, technology, and trading, ensuring close collaboration as we push the boundaries of innovation. We handle vast amounts of data with a computing cluster encompassing hundreds of thousands of cores and an extensive GPU cluster. We embrace a variety of statistical and machine learning techniques, from linear models to deep learning, to tackle complex problems effectively.

About the Role As a Quantitative Trader at Jane Street, you will be part of a dynamic team that utilizes our proprietary trading models to execute over a million trades on busy days. You will collaborate with fellow traders to identify and capitalize on pricing inefficiencies while also developing models, managing risk, and exploring new business opportunities. Our seasoned traders will mentor you, allowing you to grow from an assistant role to assuming greater responsibilities as your skills develop. Technology is integral to our trading strategy, and we pride ourselves on being as much a technology firm as a trading company. We primarily utilize OCaml, a statically-typed functional programming language, and boast the largest team of OCaml engineers in any industrial environment.

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.

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.

Virtu Financial, Inc. is a premier financial institution that utilizes state-of-the-art technology to provide liquidity across global markets and deliver innovative and transparent trading solutions to our clients. As a distinguished market maker, Virtu enhances market efficiency by offering substantial liquidity in over 19,000 securities across 235 venues in 36 countries worldwide.Our core services, including market making, client execution, and proprietary trading venues, provide a competitive edge, allowing us to develop and implement cutting-edge tools that enhance operational efficiency and performance throughout the organization.THE ROLEAs a Quantitative Strategist at Virtu, you will collaborate within interdisciplinary teams comprising traders, quantitative analysts, and experienced software engineers. Our environment is collegial and supportive, fostering interactions across various teams globally.Utilize your keen observational skills and advanced statistical techniques to design and refine predictive models.Conduct research to devise and implement innovative trading strategies.Evaluate existing strategies for potential enhancements.Develop comprehensive risk models and frameworks to effectively manage portfolio risks.Create tools that automate research workflows and enhance the visualization of complex datasets.THE CANDIDATEA PhD in a quantitative discipline such as Science, Mathematics, Engineering, or other STEM fields.No prior experience in Quantitative Finance or specific asset class knowledge is necessary.A strong academic background with diverse, challenging coursework and a solid GPA.Outstanding quantitative, mathematical, and analytical problem-solving abilities.Excellent communication skills with the capability to collaborate effectively with colleagues.Ability to tackle technical and quantitative challenges under pressure.Proficiency in expressing concepts mathematically and algorithmically.Programming expertise, particularly in Python and C/C++.A strong sense of intellectual curiosity and self-motivation, with the capability to learn from peers and seek guidance.Exceptional adaptability and a high tolerance for ambiguity.A strong desire for success within a collaborative environment.

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

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.

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.

Trexquant is a premier systematic hedge fund that employs cutting-edge machine learning and quantitative strategies to maintain a market-neutral portfolio. With a global presence spanning the U.S., China, and India, our innovative team of researchers, technologists, and finance experts is dedicated to advancing the field of quantitative finance.We are on the lookout for a motivated and detail-oriented Business Development and Strategy Associate to enhance our growing statistical arbitrage hedge fund. In this role, you will collaborate closely with the Chief Strategy Officer to identify new business opportunities, implement initiatives for process and product improvements, and drive the firm's growth through data-centric decisions. The ideal candidate will demonstrate robust analytical and project management abilities, along with an entrepreneurial mindset to expand our market presence and reinforce our competitive advantage.

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.

Stay Connected with IMC Trading After ICLR 2026 IMC Trading welcomes interest from attendees at ICLR 2026. Completing our brief form is not a formal job application, but it helps us keep in touch and consider your profile for future roles. After the conference, our team will review submissions and reach out if your background matches upcoming opportunities. Locations Amsterdam, Netherlands Chicago, United States Hong Kong, Hong Kong Mumbai, India New York, United States Sydney, Australia We look forward to staying in contact and exploring how you might contribute at IMC Trading.

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.

Join the City of New York as an Application Developer, where you will play a vital role in developing and maintaining cutting-edge applications that serve the city's diverse needs. In this dynamic position, you will collaborate with cross-functional teams to deliver innovative software solutions that enhance city services and improve the lives of its residents.

Join the City of New York as a Senior Developer, where you will play a pivotal role in enhancing our digital landscape. We are seeking an innovative and experienced developer who is passionate about leveraging technology to improve city services. You will be working on significant projects that impact the lives of millions of residents.