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Location: New York, Chicago, London

Our client, a leading quantitative trading firm, is seeking a Senior Quantitative Researcher to join their growing team in New York City. In this role, you will work on cutting-edge research projects that use advanced mathematical models and machine learning techniques to generate alpha for the firm’s trading strategies. The ideal candidate will have a Ph.D. in a quantitative field, strong mathematical and machine learning skills, and experience with C++.

Responsibilities:

Conduct research on financial markets, asset pricing, and trading strategies using advanced mathematical models and machine learning techniques.
Develop and implement quantitative trading strategies across different asset classes, including equities, futures, and options.
Collaborate with the firm’s trading and technology teams to develop and deploy new trading strategies and improve existing ones.
Analyze large and complex datasets to identify patterns and develop predictive models.
Communicate research findings and insights to the firm’s traders and senior management.

Requirements:

Ph.D. in a quantitative field, such as mathematics, physics, computer science, or engineering.
Strong mathematical and machine learning skills, with a proven track record of applying these skills to solve complex problems.
Expertise in C++ programming and experience with other programming languages such as Python, R, or Java.
Knowledge of financial markets and trading strategies, with experience in developing and implementing quantitative trading strategies.
Excellent communication skills, with the ability to explain complex concepts to both technical and non-technical audiences.
Strong problem-solving skills, with the ability to work independently and as part of a team in a fast-paced and dynamic environment.

This is an excellent opportunity to join a top-tier quantitative trading firm and work on cutting-edge research projects that have a real impact on the financial markets. Apply today!

The salary for this position falls within a range of $175,000 to $250,000, exclusive of any potential bonuses. The actual salary offered to a selected candidate may depend on various factors, such as their years of experience, level of education, skill set, and external market conditions. Our organization remains committed to finding our candidates competitive compensation that aligns with the candidate’s credentials and experience.

High-Frequency Trader

Location: Remote

We’re seeking a highly skilled and experienced High-Frequency Trader to join our team in New York City. As a High-Frequency Trader, you will be responsible for developing and executing high-frequency trading strategies across multiple asset classes with a focus on equities. We’re looking for someone who has a proven track record of generating Sharpe ratios of 4 or higher and who is passionate about the financial markets.

Responsibilities:

Develop and execute high-frequency trading strategies across multiple asset classes with a focus on equities.
Conduct research and analysis to identify trading opportunities and potential risks.
Collaborate with other traders and quantitative analysts to improve trading performance and develop new strategies.
Monitor and manage trading positions, risk exposure, and P&L on a real-time basis.
Continuously evaluate and improve trading strategies to adapt to changing market conditions.

Requirements:

Minimum 3-5 years of experience in high-frequency trading with a proven track record of generating Sharpe ratios of 4 or higher.
Strong understanding of market microstructure and high-frequency trading strategies.
Experience with programming languages such as Python, C++, or Java.
Bachelor’s or advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
Excellent problem-solving skills, attention to detail, and ability to work under pressure.
Strong communication and collaboration skills.

If you meet the above requirements and are excited about the opportunity to join a leading high-frequency trading firm, please apply with your resume and trading performance history.

The salary for this position falls within a range of $125,000 to $200,000, exclusive of any potential bonuses. The actual salary offered to a selected candidate may depend on various factors, such as their years of experience, level of education, skill set, and external market conditions. Our organization remains committed to finding our candidates competitive compensation that aligns with the candidate’s credentials and experience.

Quantitative Researcher in Natural Language Processing (NLP)

Location: New York or Chicago

Responsibilities:

Research systematic investment ideas using scientific techniques to uncover patterns in large, noisy, and rapidly changing real-world data sets
Apply the latest machine learning modeling techniques, robust statistical analysis, and pattern recognition to analyze thousands of asset price time series
Extract deep insights from big data by using NLP techniques for entity recognition and sentiment extraction to identify features of real-time text feeds that can be used to predict future behavior of financial markets
Implement theoretical insights as working code and collaborate with a team of quantitative researchers

Requirements:

Possess either academic or industry experience (or both) in NLP, and work on very large text-based data sets
Hold a Masters or PhD degree in a highly quantitative subject such as mathematics, statistics, computer science, physics, or engineering; PhDs in NLP are especially desirable
Have publications at leading NLP conferences such as NIPS, ICML, NLP, and ACL (advantageous)
Possess a keen interest in finance and a strong motivation to rapidly learn more (previous financial experience not required)

The salary for this position falls within a range of $150,000 to $250,000, exclusive of any potential bonuses. The actual salary offered to a selected candidate may depend on various factors, such as their years of experience, level of education, skill set, and external market conditions. Our organization remains committed to finding our candidates competitive compensation that aligns with the candidate’s credentials and experience.

Applied ML Scientist

Location: New York, Chicago

A quantitative investment management firm based in New York is currently seeking talented Applied ML Scientists to join their team. In this role, successful candidates will be responsible for developing and implementing statistical methods to improve the firm’s trading strategies, as well as navigating technical challenges to advance research methodology. Collaboration with senior researchers and technologists is expected, and there will be ample opportunity for growth and development.

The firm is known for its creative and energetic work environment, with a focus on tackling challenging problems to achieve impactful results. As a result, the ideal candidate will be a motivated individual with a strong background in software engineering and experience in machine learning, statistical modeling, mathematics, or a related field.

Key responsibilities for the role include:

Investigating novel research ideas and developing new methodologies to improve trading strategies.
Collaborating with senior researchers and technologists to navigate technical challenges and improve research methodology.
Testing and developing research projects and methodologies to advance the firm’s research capabilities.
Contributing to both research models and the technology stack to drive innovation and improve performance.
Working in a fast-paced, dynamic environment to solve challenging problems and achieve impactful results.

The firm is open to candidates who may not have prior knowledge of trading and finance. Minimum requirements for the role include exceptional programming skills and a master’s degree or equivalent experience in machine learning, computer science, statistics, or a related field.

Preferred qualifications include a PhD or equivalent experience, 5+ years of applied machine learning research experience, a strong publication record, and experience with the Python scientific stack.

If you’re a problem solver with a passion for applied research and a desire to make a direct impact in the field of quantitative investment management, this could be the opportunity you’ve been looking for.

The salary for this position falls within a range of $150,000 to $250,000, exclusive of any potential bonuses.

The actual salary offered to a selected candidate may depend on various factors, such as their years of experience, level of education, skill set, and external market conditions. Our organization remains committed to finding our candidates competitive compensation that aligns with the candidate’s credentials and experience.

Portfolio Manager

Location: Preferred New York, Remote Possibilities

Our client, a leading financial firm, is seeking a highly motivated and experienced Quantitative Portfolio Manager to join their team. In this role, you will be responsible for developing and managing systematic trading strategies across various asset classes. The ideal candidate will have a strong background in quantitative analysis, programming, and portfolio management.

Responsibilities:

Design, develop, and implement trading strategies to optimize portfolio performance
Conduct quantitative research to identify profitable investment opportunities
Collaborate with the research team to incorporate new data sources and enhance existing models
Manage the portfolio’s risk exposure, monitor its performance, and make necessary adjustments
Continuously evaluate and improve the trading infrastructure and processes

Requirements:

Advanced degree in quantitative finance, mathematics, statistics, computer science, or related field
At least 5 years of experience in quantitative portfolio management or related field
Proficiency in Python and C++ programming languages
Strong understanding of statistical models, machine learning techniques, and portfolio optimization strategies
Experience with trading platforms and execution systems
Strong analytical and problem-solving skills

This is an excellent opportunity for a highly skilled and driven Quantitative Portfolio Manager to join a top-tier financial firm and make a significant impact on the organization’s success. If you are passionate about finance, have a track record of delivering exceptional results, and thrive in a collaborative and fast-paced environment, we want to hear from you!

Quantitative Analyst

Location: New York, Chicago, California, London

A leading quantitative finance research firm is seeking an experienced Quantitative Analyst with a strong understanding of financial markets and expertise in data interrogation and mathematical principles. The successful candidate will be responsible for building mathematical models of price movements based on a broad array of data inputs, using their financial knowledge and analytical skills.

This is a unique opportunity for individuals passionate about financial markets to work in a quantitative research role. Candidates should have solid quantitative and computing skills, backed up by a strong background in fundamental equity research. They should also have a strong math background and some coding ability or the motivation to rapidly learn.

The ideal candidate might already be working in the discretionary space, enjoys the mathematical and data side of things, and is interested in making the step across into the quantitative world. This role is considered an “entry-level” Quantitative Researcher, providing an opportunity for highly motivated candidates to learn the ropes. While this may not necessarily be a sideways move, the long-term upside is significant.

The firm seeks candidates who are keen to develop their skills and learn from some of the best minds in the industry. If you have a passion for financial markets and a solid understanding of fundamental equity research, this is an opportunity to take your career to the next level.

The salary for this position falls within a range of $120,000 to $175,000, exclusive of any potential bonuses. The actual salary offered to a selected candidate may depend on various factors, such as their years of experience, level of education, skill set, and external market conditions. Our organization remains committed to finding our candidates competitive compensation that aligns with the candidate’s credentials and experience.

Senior Quantitative Researcher - Portfolio Optimization

Location: New York

A leading quantitative investment management firm based in New York is seeking a Senior Quantitative Researcher with a focus on portfolio optimization. The successful candidate will join a team of experienced researchers and technologists responsible for the development and implementation of quantitative investment strategies across multiple asset classes.

Key Responsibilities:

Research and develop new portfolio optimization methodologies to improve the firm’s investment strategies and performance.
Work collaboratively with portfolio managers and other researchers to design and implement portfolio optimization strategies across a range of asset classes.
Analyze and interpret financial data, and build quantitative models to forecast market trends, identify opportunities and manage risk.
Conduct extensive research in financial theory, market trends, and portfolio optimization techniques to stay current with industry developments.
Implement quantitative models using C++ and Python, and collaborate with technologists to enhance existing tools and infrastructure.
Communicate complex quantitative concepts to portfolio managers and other stakeholders.

Requirements:

Ph.D. in a quantitative field such as mathematics, statistics, physics, or engineering with a strong focus on machine learning.
Strong quantitative and analytical skills with a track record of developing successful portfolio optimization strategies.
Expertise in C++ and Python programming languages.
Excellent communication skills and ability to work effectively in a team environment.
Knowledge of financial markets, instruments, and macroeconomic drivers.

The firm offers a competitive salary and benefits package, a collaborative and dynamic work environment, and ample opportunities for career growth and development.

If you’re a highly motivated and skilled quantitative researcher with a passion for portfolio optimization and investment management, we encourage you to apply.

The salary for this position falls within a range of $150,000 to $225,000, exclusive of any potential bonuses. The actual salary offered to a selected candidate may depend on various factors, such as their years of experience, level of education, skill set, and external market conditions. Our organization remains committed to finding our candidates competitive compensation that aligns with the candidate’s credentials and experience.

Software Engineer

Location: New York, Chicago, California, London

Our hedge fund client is seeking exceptional Software Engineers to join their expanding Software Engineering organization in New York. The team works collaboratively, and the hiring process is focused on finding great people who can build long-term, varied careers with the firm. They value creativity, energy, and problem-solving through collective thinking.

The Software Engineers will be responsible for building and maintaining technology that enables all parts of the trading life cycle, including trading systems, risk controls, and post-trade technologies. This is a fantastic opportunity for talented individuals who want to make a direct impact on the bottom line of a leading hedge fund. The firm offers significant growth potential for the right candidate.

Responsibilities include partnering with internal end-users to understand new features and requirements, developing and maintaining proprietary software stack using C++, Python, and Java, and identifying, assessing, and deploying the latest open-source and third-party software in both an on-prem and cloud environment.

Below is a list of skills and experiences that are relevant. Even if candidates do not meet all the requirements, they are still encouraged to apply because the firm is committed to developing its people.

Significant experience programming in one or more of C++, Python, or Java.
Experience working directly with users or clients, capturing requirements, and scoping.
Ability to participate in the design of complex software systems and select prudent and pragmatic technologies to fit the business objective.
Experience working with trading systems or financial data, working with low-latency systems, or working in a data science- or research-adjacent role is a plus.

Candidates must have a Bachelor’s or Master’s degree in computer science. If you are interested in this opportunity, please apply to join the hedge fund’s team of Software Engineers.

The salary for this position falls within a range of $125,000 to $225,000, exclusive of any potential bonuses. The actual salary offered to a selected candidate may depend on various factors, such as their years of experience, level of education, skill set, and external market conditions. Our organization remains committed to finding our candidates competitive compensation that aligns with the candidate’s credentials and experience.