Postdoc, Professor, or other Faculty/Research Institution Members

Locations: New York City, Chicago, Connecticut, Austin, Dallas, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
About the Role
As a quantitative researcher or research scientist, you’ll leverage your research expertise 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, school endowments, government work pensions, and more.
If you are an academic, professor, postdoc researcher, or research institution member with a STEM background interested in exploring the financial world, please apply below.
Responsibilities
  • Apply advanced statistical, mathematical, and/or machine learning techniques to analyze large datasets, identify patterns, and develop predictive models to generate trading signals and investment strategies.
  • Collaborate with the research team to design and implement proprietary trading strategies and models.
  • Collect, cleanse, and validate relevant market and financial data to ensure data integrity and accuracy for quantitative analysis.
  • Utilize historical data and market simulators to rigorously back-test and validate trading strategies, assessing their performance
    and robustness under different market conditions.
  • Continuously improve existing models by incorporating new data sources, refining algorithms, and optimizing execution parameters to
    enhance trading performance and risk management.
  • Stay abreast of market developments, news, and regulatory changes impacting domestic and international markets, and proactively identify new investment opportunities or potential risks.
Requirements
  • A Ph.D., in a quantitative field such as computer science, mathematics, statistics, physics, finance, or similar STEM disciplines.
  • Extensive research experience as demonstrated by scientific publications, high H-index, or participation in leading conferences.
  • Proficiency in quantitative research techniques, statistical analysis, time series analysis, and machine learning algorithms.
  • Strong programming abilities in Python, R, C++, C, Java, or other
  • Proficiency in data analysis, data manipulation, and cleaning large datasets. Experience with SQL, Pandas, NumPy, or similar data analysis libraries.
  • Strong analytical skills with the ability to formulate and solve complex problems, think critically, and make data-driven decisions;
  • Excellent verbal and written communication skills  and ability to effectively convey complex ideas and research findings to both technical and non-technical stakeholders.
  • Demonstrated ability to work collaboratively in a team-oriented environment;
  • Ability to manage multiple tasks and priorities in a fast-paced, dynamic environment. Flexibility to adapt to changing market conditions and research requirements;
  • Optional: Familiarity with financial markets and financial products such as stocks, fixed income products such as treasuries, MBS, etc., futures, options, or other derivatives products.
  • Demonstrated track record of accomplishments in your field of research, such as first author publications, projects, or presentations at leading academic and industry conferences.
In accordance with New York City’s Pay Transparency Law, the base salary range for this role is $150,000 to $300,000. Base salary does not include other forms of compensation or benefits such as a discretionary bonus, health, dental, and other wellness plans and 401(k) contributions. Discretionary bonuses can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.

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