Quantitative Researcher (PhD/Postdoc)
Top proprietary trading firm is looking to hire an exceptional Junior Quant Researcher with a strong quantitative background to develop a variety of signals, models, and strategies for trading financial markets.
This will entail working on a variety or trading strategies and research projects, with the opportunity to conduct independent research and originate research topics over time. In addition, given the small size of the team this role will give you exposure to multiple areas of research, and empower you to rapidly grow your knowledge of quantitative finance.
This represents a great opportunity for someone in the early stages of their careers either straight out of a PhD or perhaps with finance industry internships/up to 2 years experience in an investment bank or buy-side trading firm, to challenge themselves in an ambitious firm shaped by collaboration and meritocracy.
What we’re looking for:
- Ideally a PhD in Applied Mathematics, Statistics, Machine Learning, Physics, or other scientific discipline
- Solid mathematical and analytical ability; exceptional problem-solving and modeling ability
- Demonstrated ability to complete high level, statistical or applied mathematical research
- 0-2 years experience in a quantitative role within a trading environment or national research lab
- Programming proficiency in Python and/or C++
- Willing to take ownership of his/her work, working both independently and within a small team
- Driven and tenacious approach with desire to build things from scratch
Compensation is unprecedented and contingent on experience. This is a full-time position.