Top proprietary trading firm in the New York area is looking to hire a distinguished PhD Quant Researcher. Having built most of their own trading technology from scratch, this firm is a leader in the systematic trading space. You will be joining a team of PhD-level analysts dedicated to the data-driven development and improvement of trading models.
You will spend your day examining global markets and utilizing terabytes of trading data to build models and strategies for a variety of financial instruments and will be given a good level of freedom to design and push the firms systems to its limits. By leveraging your quantitative and computational abilities, you will play a key role in increasing the firm’s profitability.
Having tried and tested different approaches, the firm has committed to adopting a collaborative environment that will enable you to work closely with traders and developers, making the impact of your work visible from the onset.
Past hires have come from within the financial industry, national research labs, and straight from academia (either direct from PhD or a postdoc).
What we’re looking for: