Openings
General Positions
Research/Trading
Locations: New York City, Chicago, Connecticut, Austin, Dallas, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
If you’re looking for a better payout structure, more capital, or newer, cutting edge research tools and trading infrastructure, then apply below. We can help you find a new platform for your strategy and team.
Requirements
- A portable systematic, semi-systematic, or discretionary quantitative trading strategy in any asset class, with a focus on intraday or medium-frequency holding periods (overnight to a few weeks).
- You must own the IP and have a verifiable track record, with at least 2 years of live trading history.
- Sharpe Ratio of 1.5 or higher and minimal draw-downs with strong, consistent returns on capital.
- Effective risk management capabilities with a focus on capital preservation.
- Ability to communicate clearly and distill information with leadership about strategy performance and ongoing needs.
- Bachelors, Masters, or PhD degree in a quantitative field such as computer science, mathematics, statistics, physics, or other similar STEM disciplines.
- Experience with Python or other research oriented programming language.
Locations: New York City, Chicago, Connecticut, Austin, Houston, San Francisco, Miami, London, Remote
If you’re looking for a better payout structure, newer, cutting edge research tools and trading infrastructure, or a simple change in environment, we can help you find a new trading platform. If you are a Quantitative Trader focusing on ultra high frequency trading, high frequency trading, or market-making, please share your profile with us using the link below.
Requirements
- A portable higher frequency trading strategy in any asset class, for which you must own the IP and a verifiable track record, with at least 2 years of live trading history.
- A Sharpe Ratio of 3.0+ and strong, consistent returns on capital.
- Effective risk management capabilities with a focus on capital preservation.
- Ability to communicate clearly and distill information with leadership about strategy performance.
- Bachelors, Masters, or PhD degree in a quantitative field such as computer science, mathematics, statistics, physics, or other similar technical disciplines.
Locations: New York City, Chicago, Connecticut, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
As a research scientist, you will develop new machine learning and AI techniques, advance research methodologies, and work on some of the most complex, unsolved problems in capital markets. Your experience in these areas will help the world’s leading hedge fund and trading firms identify market opportunities. The work will span machine learning, AI, natural language processing, optimization, and more. You’ll have the opportunity to create novel predictive models and collaborate with teams across the firm to drive company wide initiatives. You’ll also attend and participate in leading conferences such as NeurIPs, ICML, and more to stay abreast of industry developments.
If you are a research scientist with a background in machine learning, artificial intelligence, natural language processing, deep learning, or neural networks looking for a new challenge or interested in exploring a role in the investment world, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
As a Quantitative Researcher, you’ll play a crucial role in researching, developing, testing, and implementing mathematical and statistical models to generate alpha, construct optimal portfolios, automate trading/execution, and manage risk. For new graduates, clients conduct team matching at the end of the process, during which you’ll be offered to join a specific research/technique area, asset class based team, or portfolio manager and their team.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
If you are an academic, professor, postdoc researcher, or research faculty member with a STEM background interested in exploring the financial world, please apply using the link below. As a quantitative researcher, you’ll leverage your research experience in mathematics, statistics, physics, computer science, and other areas to develop innovative techniques to solve the most challenging problems in the capital markets. Your work will help create new ways to discover and model market anomalies, predict market movement, and generate returns for institutions across the world, including those such as the Nobel Foundation, teachers’ pension funds, government works, and more.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, San Francisco, Los Angeles, Miami, London, Dubai, Remote
As an alpha researcher, you’ll focus on the systematic analysis of financial markets to identify and exploit alpha generating opportunities. Your responsibilities will include utilizing advanced mathematical models, statistical methods, and computational tools to analyze historical market data and alternative datasets to develop proprietary quantitative models and strategies. These roles span all asset classes and products – equities, fixed income products, macro, options, futures, crypto, commodities, and other financial derivatives.
If you are interested in exploring a new alpha research role, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
These roles focus on the development and implementation of sophisticated trade execution algorithms to enhance the efficiency and performance of investment strategies. You will analyze market microstructure, liquidity dynamics, and transaction costs to optimize the execution of trades across financial instruments. Utilizing your expertise in quantitative methods and algorithmic trading, you will work to minimize slippage, market impact, and overall trading costs. You will collaborate with other teams, such as risk management and portfolio management, to ensure alignment with overall investment objectives.
If you are interested in exploring a new role in trade execution, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
These roles focus on combining alpha signals and building portfolios. You will work on optimal asset allocation, weighting, managing risk, and overseeing portfolio performance. You will collaborate with other teams, such as risk management and researchers to ensure alignment with overall investment objectives.
If you are interested in exploring a new role in portfolio optimization, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Locations: New York City, Chicago, Connecticut, San Francisco, Miami, London, Dubai, Remote
As a data scientist, you’ll explore, analyze, and dive deep into large structured, unstructured, and alternative data sets to generate investment insights. You’ll partner with investment teams and portfolio managers to help provide an edge to their investment theses.
If you are a data scientist looking for a new challenge or interested in exploring a role in the investment world, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Engineering
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
As a Software Engineer, you’ll play a crucial role in designing, implementing, and maintaining the systems, platforms, infrastructure, and tools used by researchers and traders to generate alpha, construct optimal portfolios, automate trading/execution, and manage risk. For new graduates specifically, clients conduct team matching at the end of the process, during which you’ll be offered to join a specific engineering organization and team.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
Software engineers play a crucial role in designing, implementing, and maintaining the systems, platforms, infrastructure, and tools used by researchers, data scientists, and traders to conduct research, backtesting, generate alpha, construct optimal portfolios, automate trading/execution, manage risk, and more. You will use your expertise to architect scalable, high-performance, low-latency applications and tools. You’ll collaborate closely with cross-functional teams to drive innovation and integrate solutions. You’ll have the opportunity to mentor junior engineers, influence technical decisions, and shape the future of various technology organizations.
Asset Class/product
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
If you are a quantitative researcher with experience in Equities or ETFs and are interested in generally exploring a new role, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
If you are a quantitative researcher with Fixed Income experience in products such as Interest Rates, Treasuries, Municipal Bonds, Corporate Bonds, CLOs/CDOs, MBS, SWAPs, or others and are interested in generally exploring a new role, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
If you are a quantitative researcher with FX experience and are interested in generally exploring a new role, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
If you are a quantitative researcher with Commodities experience and are interested in generally exploring a new role, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
If you are a quantitative researcher with options or volatility experience and are interested in generally exploring a new role, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
If you are a quantitative researcher with experience in futures markets and are interested in generally exploring a new role, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
If you are a quantitative researcher with global macro experience and are interested in generally exploring a new role, please use the link below to apply. We will review your profile and share the roles we think are a strong fit with your background.
Locations: New York City, Chicago, Connecticut, Dallas, Austin, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
If you are a quantitative researcher and unable to find a role that fits your experience or have a unique background, please use the link below to apply. We will review your profile and share the roles we think are a strong fit.
Niche Positions
Research/Trading
Location: New York, NY
Our client is a leading quantitative hedge fund looking to hire a quantitative researcher to focus on alpha research using alternative datasets. Your work will focus on feature generation, extracting insights, building and back-testing predictive models, and creating tools to automate tasks, increase productivity, and monitor model performance.
Location: New York, NY
Our client is a systematic hedge fund looking to hire a quantitative researcher to focus on equity alpha research, specifically closing and opening auction related strategies. You’ll be responsible for idea generation, strategy development, research/analysis, back-testing, and model implementation.
Location: New York City, London
Our client is a systematic hedge fund looking to hire a sector data analyst/data scientist to focus on generating interesting insights for healthcare, consumer, or industrial sector stocks from fundamental data, alternative datasets, and other unstructured data. Your work will support and augment discretionary portfolio managers’ trading strategies and ideas, and help drive investment decisions. You will also work alongside quantitative researchers and help build predictive models from alternative data for systematic strategies.
Location: New York, NY
Our client is a systematic hedge fund looking to hire a quantitative researcher to focus on index rebalancing strategies. You’ll work on research, implementation, and strategy development.
Location: New York, NY
Our client is a leading quantitative hedge fund looking to hire an NLP Research Scientist to focus on alpha research using unstructured data such as news, social media, traditional media, events, regulatory filings, governmental policies, and other textual data. You’ll work on extracting insights, building and backtesting trading models, and developing novel NLP/machine learning techniques.
Location: New York, NY
Our client is a leading quantitative hedge fund looking to hire an experienced researcher to lead a new initiative and team build out focused on combining quantitative research with fundamental analysis and forecasting. Your work will focus on creating a systematic process to research, test, and deploy alpha generating models rooted in company fundamentals and other data driven insights.
Location: New York City, Chicago, London, Singapore, Dubai, Remote
Our client is a global proprietary trading firm focused on digital asset liquidity and cryptocurrency market making. The firm is looking to hire experienced quantitative traders with either established high frequency crypto strategies or those with a strong interest in trading crypto. You’ll work on building systematic trading strategies focusing on liquidity provisioning in mainstream coins and other digital assets.
Location: New York City, Chicago, San Francisco, Florida, London, Remote
Our client is a global proprietary trading firm focused on futures market making. The firm is growing and looking to hire experienced quantitative traders with established HFT/market making strategies trading index, fixed income, or commodity futures.
Engineering
Location: New York City, Chicago, London, Singapore, Dubai, Remote
Our client is a global proprietary trading firm focused on digital asset liquidity and cryptocurrency market making. The firm is looking to hire an experienced C++ developer to join their technology team. You’ll be responsible for building tools that enable research and trading, creating and maintaining core frameworks and libraries, managing APIs, building company wide infrastructure, optimizing system performance, and building the underlying platforms.
Location: New York, NY
Our client is a global proprietary trading firm based in New York City. They are continuing to grow and looking to hire experienced low latency engineers to develop and optimize their trading infrastructure spanning equities, ETFs, futures, options, and more.