Quantitative Research - New York

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 signalsParse and analyze large datasets ...

Trexquant is a systematic hedge fund where data scientists physicists engineers economists and programmers develop machine learning strategies to predict future movements of liquid financial assets. · Design implement and optimize various machine learning models aimed at predicti ...

A systematic hedge fund seeks a quantitative researcher to join its equities and futures investment team. · Master's or PhD in a quantitative field (e.g., Mathematics, Physics, Statistics, Computer Science or Engineering). · ...

This is a full-time remote role for a Quantitative Researcher.The Quantitative Researcher will contribute to the development and implementation of quantitative models for investment strategies and financial analysis. · ...

A prestigious systematic Hedge Fund is hiring a Quantitative Researcher to work on various areas including Systematic Macro, HFT Futures and AI/ML. · Analyse large datasets using advanced statistical methods to discover patterns and trends. · Gather insights to formulate trading ...

A top NYC investment management firm seeks a quantitative researcher to join them on a full-time basis. The candidate will research and implement fully automated systematic futures signals and strategies with short to medium horizon. · ...

Saragossa is partnered with a quantitative hedge fund seeking a Quantitative Researcher to join their lean team in Chicago or New York. · ...

The firm is looking for Quantitative Researchers covering Equities, Futures/D1 or Options trading who can join a flat, collaborative set up where they can research strategies end-to-end. · ...

Aquatic is looking for exceptional Quantitative Researchers to create and improve proprietary trading models and strategies while working closely with engineers and senior leaders across the firm. · ...

We are seeking an exceptional Quantitative Researcher to join our Systematic Equity team.I am currently partnering with a premier $10B+ AUM quantitative hedge fund to find an exceptional Quantitative Researcher... ...

Trexquant is a systematic hedge fund seeking data scientists physicists engineers economists programmers to develop machine learning strategies for predicting financial asset movements. · ...

We are seeking a Quantitative Researcher with 3–5 years of experience to develop and improve systematic trading signals using machine learning and statistical methods. · Design non-linear signal combination frameworks · Build regime-aware models · ...

We are looking for data scientists, physicists, engineers, economists and programmers to develop the next generation of machine learning strategies that can accurately predict the future movements of liquid financial assets. · Trexquant is a systematic hedge fund where we use tho ...

Senior Quantitative Researcher opportunity with a high-frequency trading team focusing on developing alpha-driven trading strategies on the global markets using scientifically rigorous research and cutting-edge technology. · ...

Solve unsolved problems at Seven Research. Our team of brilliant minds pushes technological and scientific boundaries in the global markets. · ...

Job summary · A Quantitative Researcher will be responsible for developing and enhancing quantitative models and analytics for corporate bonds, bond portfolios, and fixed income ETFs. · ...

I am hiring on behalf of a growing high-frequency trading firm that employs applied research methods to test investment hypotheses and design quantitative computer-driven trading models across various investment horizons and global liquid asset classes. · ...

Analyze diverse datasets across equity/futures markets to identify quantifiable trading edges and discover actionable alpha signals within high/mid-frequency domains · ...

The firm can offer exceptional resources, including access to their own in-house cutting-edge infrastructure, · allowing for cost-effective ultra low-latency execution. · Joining or building a desk where you will research and trade alphas based on the analysis of market or altern ...

We are working with a multi-strategy hedge fund based in New York who are hiring for a mid-frequency cross-asset team which is using novel Data Science methods. · Anson McCade are looking for a Quant with advanced experience in using LLMs or AI agents for alpha research. · ...

We are seeking a highly skilled and motivated Quantitative Researcher to join our Volatility team. · The role will focus on building volatility specific tooling, as well as on researching signals & strategies for trading within the volatility markets. · ...