Quantitative Researcher/Developer - Stamford, CT

+We see the world in a period of major economic,policy,and political transition · +Research and implement relative-value volatility strategies · Analyze historical and real-time market data to identify dislocations · +<ul style= ...

Trexquant es una fundición sistemática donde utilizamos miles de algoritmos estadísticos para operar en la bolsa global. · Desarrollar estrategias de aprendizaje automático para predecir los movimientos futuros de activos financieros líquidos. · ...

Trexquant Investment is a systematic hedge fund that uses thousands of statistical algorithms to trade equity, futures and other markets globally.We are looking for data scientists, physicists, engineers, economists and programmers to develop the next generation of machine learni ...

Trexquant is a systematic hedge fund where we use thousands of statistical algorithms to trade equity, futures and other markets globally. · ...

We are looking for data scientists, physicists, engineers and programmers to develop the next generation of machine learning strategies that can accurately predict the future movements of liquid financial assets. · Design, implement and optimize various machine learning models ai ...

Join Us in Shaping the Future of Decentralized Intelligence at Yuma. We champion development on Bittensor. · ...

+As a Quantitative Researcher at Trexquant Investment you will develop market-neutral signals and collaborate with the Data and Strategy Research team to build predictive models. · +Design, implement and optimize various machine learning models aimed at predicting liquid assets u ...

We are seeking a highly skilled and motivated Quantitative Researcher to join our Futures team. · Design, implement, and optimize trading strategies to predict futures market trends using extensive financial data and a wide array of trading signals. · Parse and analyze large data ...

+ Build and maintain proprietary pricing/analytics tooling for volatility research+ Calibrate implied volatility surfaces across single stock, index, ETF options and more.+ Design, implement, and optimize trading strategies to predict volatility market trends using extensive fina ...

Trexaquant is a systematic hedge fund where we use thousands of statistical algorithms to trade equity and other markets globally. · We are looking for data scientists physicists engineers economists and programmers to develop the next generation of machine learning strategies th ...

We are looking for a Senior Quantitative Researcher to join our systematic hedge fund team. · Responsibilities include conducting research to improve trading signals, designing new systematic signals trading futures and FX markets, creating portfolio construction and optimization ...

We are looking fora Senior Quantitative Researcher to join an existing team Systematic Macro trading team. · ...

Trexquant Investment LP is seeking a highly skilled Quantitative Developer with strong C++ expertise and hands-on experience in high-frequency trading environments. · ...

Trexquant Investment LP seeks a Quantitative Developer with strong C++ expertise for high-frequency trading environments. · Design high-performance short-term trading signals. · Support independent trading workflows. · Develop clean C++ code for real-time trading systems. · ...

This role sits in a newly created function for an existing successful Hedge Fund. · In this role you will partner with business to produce a clear real-time picture of pricing and risk for Macro business.Being developer · Experience in pricing and valuation · ...

+This role sits in a newly created function for an existing successful Hedge Fund. In this role, you will partner with business to produce a clear real-time picture of pricing and risk for a Macro business. · +Being a developer · Experience in pricing and valuation · Knowledge ...

A highly analytical and detail-oriented Sr. Quantitative Developer to join our portfolio analytics group. · Data is at the heart of our business, and we see the ability to embed data-driven insight into the fabric of daily management as a core driver of competitive advantage for ...

We are seeking a highly skilled Quantitative Developer to join our systematic trading team. The successful candidate will combine expertise in high-performance data engineering with a strong understanding of quantitative finance and algorithmic research methodologies. · Market Da ...

We are seeking a highly analytical and detail-oriented Sr. Quantitative Developer to join our portfolio analytics group. · Develop and automate valuation and return calculations for a global multi-asset class portfolio · Support the development of performance attribution framewor ...

This is an beginner level data role within the Macro Quantitative Research (QR) team at JP Morgan. · ...