Quantitative Researcher - Intraday Futures and Equities
Job Description: Quantitative Researcher - Intraday Futures and Equities Location: Berkeley, California Firm Overview: A premier hedge fund known for its innovative and systematic trading strategies is expanding its team in Berkeley, California. With the arrival of a new Portfolio Manager in April 2025-an accomplished leader from a leading Machine Learning quantitative trading firm-the team is seeking top-tier talent to drive intraday trading strategies in Futures and Equities. Position Overview: We are looking for a Quantitative Researcher with a strong foundation in Machine Learning, a PhD in a quantitative discipline, and 2-10 years of experience at a quantitative trading firm. The successful candidate will develop and implement cutting-edge intraday strategies leveraging Machine Learning techniques across futures and equities markets. Key Responsibilities: Conduct alpha research and develop intraday trading strategies for futures and equities. Apply advanced Machine Learning techniques to discover novel trading signals and optimize existing models. Collaborate closely with the PM to refine and implement trading ideas using a systematic approach. Backtest and validate strategies with a focus on scalability, robustness, and performance. Monitor and analyze strategy performance, ensuring continuous improvement and adaptation to market conditions. Qualifications: PhD required in a quantitative field such as Mathematics, Computer Science, Physics, Statistics, or a related discipline. 2-10 years of experience at a quantitative trading firm, with a track record of success in developing trading strategies. Deep expertise in Machine Learning applications for quantitative trading. Strong programming skills in Python, C++, or similar; proficiency in statistical modeling tools and frameworks. Experience with large-scale data analysis and high-frequency datasets. Exceptional problem-solving skills, creativity, and a strong attention to detail. Why Join Us? Be part of an innovative team led by a visionary PM with a proven track record in Machine Learning-driven trading. Access to cutting-edge technology, data, and resources to design and execute world-class strategies. Collaborative and intellectually stimulating environment in the heart of Berkeley, California. Application Instructions: If you meet the qualifications and are excited to work at the forefront of quantitative trading, please apply with your CV detailing your relevant experience and achievements.
US$500000 - US$600000 per year + estimate inclusive of performance bonus
Berkeley
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Sector Data Quantitative Researcher
Job Description: Sector Data Quantitative Researcher Firm Overview: Join a leading Hedge Fund Pod known for its innovative use of alternative data to generate alpha across markets. The team excels in extracting insights from unconventional datasets, driving cutting-edge research and superior investment outcomes. Position Overview: We are seeking an experienced Sector Data Quantitative Researcher to expand our capabilities beyond consumer data. The ideal candidate will bring expertise in alternative data applications across one or more complementary sectors such as Technology, Media & Telecommunications (TMT), Financials, Healthcare, or Industrials. This role requires a proven ability to source, analyze, and integrate novel datasets to support investment decision-making. Key Responsibilities: Source, evaluate, and onboard alternative data sets relevant to specific sectors (TMT, Financials, Healthcare, Industrials, etc.). Develop quantitative models and algorithms to extract actionable insights from structured and unstructured data. Collaborate with portfolio managers, analysts, and other researchers to integrate data-driven insights into the investment process. Conduct in-depth sector-specific data analysis to uncover trends, risks, and opportunities. Maintain a forward-looking perspective on alternative data trends and emerging technologies, ensuring continuous improvement in data acquisition and processing methodologies. Qualifications: 5+ years of experience working with alternative data, with demonstrated success in leveraging such data for sector-specific research. Deep understanding of at least one sector outside of consumer data, such as TMT, Financials, Healthcare, or Industrials. Strong programming skills in Python, R, or similar languages; experience with data visualization tools is a plus. Familiarity with database technologies and large-scale data processing frameworks (e.g., SQL, Spark). Excellent problem-solving skills and the ability to translate complex data into clear, actionable insights. Advanced degree in a quantitative field such as Data Science, Statistics, Economics, or Engineering. Why Join Us? Work in a dynamic and collaborative environment at the intersection of data science and finance. Access cutting-edge tools and resources to explore and analyze novel data sources. Be part of a team that values intellectual curiosity and rewards innovation. Location: New York, New York Application Instructions: If you are passionate about leveraging alternative data to drive investment decisions and have the sector expertise we are looking for, please apply with your resume detailing your relevant experience.
US$450000 - US$650000 per year + estimate inclusive of performance bonus
New York
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Front Office Developer
Why You'll Love This Job: You're a trailblazer, excited to dive into the innovative and disruptive world of cryptocurrency. You thrive on full-cycle application development, from gathering requirements to providing production support. Automating trading processes and peripherals to maximize efficiency with minimal manual intervention is your passion. You're eager to expand your knowledge in both financial and technical domains. You have a strong work ethic and aim for high performance in a fast-paced trading environment. As a Developer, You Will: Assist in developing applications and tools to support front office trading. Help maintain and enhance our proprietary algorithmic trading engine, connectivity to over 60 exchanges, peripheral applications, and user interfaces using the latest .NET and C++ technologies to support our 24/7 trading activities. Investigate production issues, identify root causes, and propose solutions. Work in an international team of like-minded professionals in an agile and autonomous environment. Collaborate with senior teammates to explore the latest technologies and industry best practices. When appropriate, design and integrate changes to expand our system's capabilities, lower latency, and improve performance. Participate in an on-call rotation to ensure our global operations run smoothly around the clock. Required Skillset: A university degree in Computer Science, Software Engineering, or related disciplines. Proficiency in writing clean and efficient code in Rust or C#, or any other object-oriented programming language (e.g., Java). A strong interest in trading, financial markets, and blockchain technologies. A commitment to the reliability, scalability, and maintainability of your deliverables. Enjoyment in analyzing and solving complex problems with elegant solutions. Experience with multithreading, web protocols (e.g., WebSocket, RESTful), or high throughput/low latency design (a plus). An understanding of the dynamic nature of the cryptocurrency business and a willingness to go beyond the traditional 9-6 work schedule.
Up to HK$48000 per annum
Hong Kong
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Quantitative Trader - Options Market Making
A Chicago based Proprietary trading firm with a 20+ year track record is looking to bring on a Quantitative Trader with significant options market making experience. The firm is well known for their top tier technology and hardware as well as their ultra collaborative environment. As a trader you will collaborate closely with researchers and developers to create and optimize algorithmic trading strategies. Responsibilities: Collaborate with researchers and traders to optimize and enhance existing strategies Monitor and reconcile trade positions throughout the day Research new opportunities for growth and pursue the expansion of market share Qualifications: 3+ years of post-graduate experience working on high frequency trading strategies at a prop firm B.S. / M.S. / PhD in CS, stats, Mathematics, Physics from a top 25 university Proven success of developing models in a high frequency trading environment Proficiency in Python or C++
US$200000 - US$300000 per annum
Chicago
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Operational Risk Analyst
Our client is a pioneering fintech company focused on delivering innovative solutions for digital assets and digital currency. Their Frankfurt-based team drives regulatory-compliant, secure, and efficient financial services for clients in a rapidly evolving digital finance ecosystem. As they expand, they are seeking a skilled and motivated Risk Controller to support the risk management function, ensuring compliance, operational efficiency, and robust risk mitigation. Job Summary: As a Risk Controller, you will play a crucial role in managing operational risk across the German entity of the Fintech. You will implement and maintain risk management frameworks, particularly those aligned with MaRisk (Minimum Requirements for Risk Management) and KWG (German Banking Act) regulations. Your responsibilities will span operational risk management, contact with outsourcing and business continuity management (BCM) functions, and regular reporting to stakeholders. In this role, you will support the implementation of sound risk practices and provide critical insights to support decision-making in a complex regulatory environment. The position requires fluency in English, with German proficiency preferred. Key Responsibilities: Operational Risk Management Develop, implement, and monitor risk frameworks and controls to manage operational risks. Conduct risk assessments and identify potential threats to organizational operations, aligning with MaRisk and KWG requirements. Collaborate with business units to address, mitigate, and resolve operational risks as they arise. Risk Framework and Compliance Ensure the company's risk management practices comply with regulatory requirements, including MaRisk and KWG standards. Develop and maintain risk reporting processes, ensuring clear, timely, and accurate communication with management and relevant stakeholders. Contribute to the enhancement of the company's risk management policies and procedures. Outsourcing Management Coordinate with outsourcing partners and ensure compliance with regulatory standards for third-party risk. Conduct periodic reviews and assessments of outsourced functions, providing reports and action plans to ensure alignment with risk frameworks and continuity plans. Business Continuity Management (BCM) Work closely with the BCM team to develop, test, and improve business continuity strategies. Assist in establishing risk mitigation and response plans to protect critical functions in the event of disruptions. Stakeholder Communication Report on risk exposure, key risk indicators, and mitigation efforts to senior management. Serve as the primary point of contact for operational risk-related topics, ensuring strong communication and alignment with internal and external stakeholders. Qualifications: Education: Bachelor's or Master's degree in Finance, Business Administration, Risk Management, or a related field. Experience: Minimum of 3-5 years in operational risk management or a related role in the financial services sector; experience with fintech or digital assets is a plus. Regulatory Knowledge: Strong understanding of MaRisk, KWG, and other relevant German and EU regulatory frameworks. Languages: Fluency in English is required; proficiency in German is highly preferred. Skills and Competencies: Analytical Skills: Excellent analytical and problem-solving skills, with the ability to assess and mitigate complex risks. Communication: Strong written and verbal communication skills, capable of conveying complex concepts to diverse stakeholders. Detail-Oriented: High level of attention to detail, with the ability to produce accurate reports and documentation. Proactive Attitude: A self-starter who can work independently while managing multiple tasks and projects. Collaborative Mindset: Ability to work effectively with cross-functional teams, building strong relationships with business units and external partners. Why Join Our Client? Be part of a forward-thinking fintech company at the forefront of digital finance innovation. Work in a dynamic and collaborative environment with opportunities for professional growth. Enjoy a competitive compensation package and benefits. If you're ready to contribute to a high-growth environment and help build a resilient, risk-aware culture, we invite you to apply!
Negotiable
Frankfurt am Main
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Quantitative Researcher (Equity Options)
Responsibilities: Conduct alpha research on intraday, systematic, single name equity options Working collaboratively with a PM and other researchers to develop stat arb and single stock options trading strategies Working with different data sets such as market microstructure data and alt data Requirements: 4-6 years experience generating alpha for single stock options or statistical arbitrage at a hedge fund or prop trading firm Experience working with microstructure and alt data in an alpha research capacity Strong technical skills with proficiency in Python for data analysis and research Advanced Degree in a Quantitative field (Statistics, Computer Science, Mathematics, Electrical Engineering, etc.) Strong communication skills and the ability to work in a collaborative environment
US$200000 - US$500000 per year
Manhattan
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Quantitative Developer - Equities
A newly onboarded lead for Quant Development at a Multi-Manager Fund in NYC is looking for an Equity Quant Developer to join their build. This is a greenfield initiative and the team will be imperative to the success of current and future Systematic PMs brought into the firm as they build out critical research/trading infrastructure, tool and ad-hoc research to best support the strategies they deploy. This is an opportunity that allows for the QD to build upon their pre-existing skillset while embedding themselves in a front office facing group with the underlying focus of further driving PnL in PM portfolios. The build has strong internal backing and the lead is ideally seeking someone with: 3+ years Quant Development experience (equities experience strongly preferred) Experience building out research and trading platforms Expertise in Python development (prototyping and production) Ability to communicate succinctly with Portfolio Managers, Researchers and Traders Desire to work in a fast paced, team environment
US$350000 - US$600000 per year
New York
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Senior Accountant
Job Title: Senior Accountant Location (Hybrid): New York, NY Job Type: Full-time Compensation: $80,000 - $120,000 base salary + discretionary bonus Company Description: We are working with an industry leader broker-dealer firm that prides itself in efficient direct access trading using top-of-line trading technologies. They provide traders with the proper tools and tech to trade on global markets. Their main objective is to ensure that traders are successful in a world of fast-paced, high-frequency trading. Responsibilities: Assist in global business through various accounting operations Prepare balance sheets and income statements Oversee account reconciliation Manage accounts receivables/payables Engage in revenue recognition Comply with net capital rules / FINRA requirements / SEC requirements Qualifications: BS in Accounting, Finance, or relevant field At least 1 year of experience in public accounting or financial services Experience in securities industry / FINRA broker-dealer Preferred: CPA or Master's in relevant field Ability to speak Mandarin Benefits: Medical, Dental, and Vision 401k / IRA PTO Family Leave WFH
US$80000 - US$120000 per year
New York
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PB/Financing Quant Strategist
I am partnering with a global $4bn AUM Hedge Fund that has delivered exceptional returns in 2024. Building on this success, and driven by market optimism surrounding the election and rate cuts, the firm is aggressively expanding its prime/financing function to prepare for increased flow in the coming year. As a result, the Group Head of the team-a seasoned professional with 15+ years of buy-side and sell-side experience-is seeking AVP/VP-level Prime Financing, Treasury, and/or Delta 1 Quant Strategists to join the team within the next three months. Role Overview: In this position, you will support a global team by developing, building, and executing modeling, data, and optimization projects for this critical business area. A unique aspect of this role is the opportunity to gain front-office exposure and work across a broad range of products, in addition to learning directly from a highly experienced leadership team. While the ideal candidate will be a current buy-side strategist, the team is open to considering front-office sell-side prime talent as well. Requirements: Experience: At least 3 years of front-office experience supporting a Prime, Delta 1, or Treasury desk on either the buy-side or sell-side. Technical Skills: 3+ years of hands-on programming experience in Python. Education: Master's or PhD in a quantitative discipline. Attributes: A strong desire to work in a fast-paced, competitive, and P&L-driven environment. Communication Skills: Ability to explain quantitative concepts to both technical and non-technical audiences. Compensation: Due to the team's performance, compensation for this role is exceptionally competitive, with total remuneration exceeding $300,000 (salary + bonus).
Up to US$200000 per year + +bonus incentives
New York
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Corporate Bond Quant Trader
I am working with a Global investment bank that is looking to expand their Corporate bond trading quant team ahead of the new year. Specifically, they are looking to speak with someone who has a foundational quantitative background that is looking to step into a hybrid position. This person would have experience supporting a Corporate bond trading desk and ideally experience across both IG and HY bonds. The group is looking for someone that is willing to collaborate across quants, trading, and risk and bring new ideas to the table. Responsibilities: Design and implement systematic trading strategies for IG/HY corporate bonds, utilizing statistical models, machine learning techniques, and market data analysis. Work alongside the IG Credit trading desk to develop tools and preform risk analysis Develop new models and analytics for IG/HY bonds and improve existing models and tools Requirements: 4-10 years of experience on a corporate bond trading desk or experience with similar products Proven track record in developing and implementing successful trading strategies for IG bonds Master's or PhD in a Quantitative discipline is preferred Proficiency in Python or another object oriented programming language
US$200000 - US$450000 per year
New York
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