Index Quant Trader/Researcher

Lead Macro Rates Quant Researcher | NYC One of the most innovative and successful multi-strat hedge funds in the industry is looking to hire a lead quant researcher for their macro rates team. This group provides critical support to some of the most successful, and well renown, PMs in the fund and on Wall Street. This team sits directly alongside the...

Overnight Quant Trader | Tier 1 Hedge Fund One of the industry's highest performing systematic prop trading teams is seeking a Quantitative Trader to join their overnight team. This firm is a highly collaborative platform that utilizes cutting edge statistical and machine learning research to develop and trade industry leading algorithmic trading...

Title: VP Equity Derivatives Quant Salary: $350,000 A top leading investment bank is looking to bring on a VP Equity Derivatives Quant to join a growing team. The group is looking for a strong VP with Monte Carlo, Numeric Implementation, GPU, and calibration experience. The ideal candidate will have a strong development background working with exotic equity...

My client is a proprietary trading firm operating across low-latency and intraday/mid frequency strategies. They are looking to expand their options trading business by adding a Quantitative Researcher/Trader covering Single Stock or Index Options to their New York or Chicago offices. The firm is currently looking for Options Traders with experience...

Title: VP Credit Cash Algo Quant Salary: $400,000 A top leading investment bank is looking to bring on a VP Credit Cash Algo Quant to join the team. This is a growing business for the firm and the group is looking for someone with strong Investment Grade bond algo trading experience. The ideal candidate will have a strong background in ML modeling and...

Equity Alpha ML Quant Researcher | NYC A brilliant start-up hedge fund ($2BN AUM+) is seeking a highly talented machine learning researcher to join their team researching mid-frequency equity alphas. This firm is founded by a prestigious group of industry researchers who have established a highly collaborative, collegiate atmosphere within the group. The...

A high performing team within a globally leading hedge fund is actively looking to on board a mid-level quant research with intraday equities or futures alpha research experience. Candidates will join the team's effort in developing mid-frequency systematic trading strategies. Skills 3+ years of prior work experience in stat-arb required (equities or...

Quantitative Trader | Principal Trading Team A Tier 1 Global Investment Bank is looking to bring on an experienced quantitative trader to join their industry leading principal trading team. You will work within their quantitative principal trading and CRB teams covering a range of HFT equity products and strategies. Job responsibilities include: ...

An elite Multi Strat Hedge Fund is hiring an Equity Risk Quant Researcher to join their team in New York. This team covers portfolio construction, hedging and optimization, risk factor model development, and factor research for fundamental equity investment teams. It is a broad mandate, but the overall mission of the group is to develop a quantitative...

Equities D1 Quant - Top Buy Side Fund NYC based Our client is a global alternative investment fund manager combining relative value and directional trading across global macro asset classes to generate uncorrelated returns. The core portfolio structure of intersecting product verticals is designed to deliver for investors in all market conditions. This team...

Quant Strat NYC based Our client is looking for a desk strat to be working with the trading team and structuring team in their New York office. They are looking for a candidate with understanding of financial markets and products, technology and infrastructure for trading operations, data processing, modelling and automation. They seek an independent...

Equities Vol/D1 Quant - Top Buy Side Fund NYC based Our client is a global alternative investment fund manager combining relative value and directional trading across global macro asset classes to generate uncorrelated returns. The core portfolio structure of intersecting product verticals is designed to deliver for investors in all market conditions. This...

A Multi-Strategy Hedge Fund with over $10 billion AUM is looking to hire a Front Office Risk Quant to join the team in NYC. The fund has over 20 years of track record, and this hire will cover their PMs across Credit, Equities, Macro, and Volatility strategies. Primary focus is on US Corporate Credit, Credit Indices and Derivatives, and Structured Credit. ...

Selby Jennings is leading the search for CTO to join a quant hedge fund based in NYC. The firm was founded more than twenty years ago and are well known for dirving industry innovation within technology. They are looking for a CTO to spearhead the development of brand new trading systems while also being involved in the technical road mapping of the...

A Tier 1 Investment Bank is looking to expand their Credit Quant team that specifically supports their dynamic market making desk. They are looking for an experienced candidate that has experience developing and implementing models using both mathematical and machine learning methods, including reinforcement learning. This person would be responsible for...

The Head of Rates E Trading at a top investment bank is in the process of building out a robust team and is looking to bring on a Quant Strat. In this role, you will develop algorithmic pricing and hedging strategies for the Rates Electronic Trading desk. The ideal candidate is highly analytical, possesses a deep understanding of the rates markets, and...

We are working with a ~$3bn Multi-Strat Hedge Fund to fill a Quantitative Research in their NYC office. This role will be working under a Senior Macro PM to implement existing systematic (intraday to weekly) strategies as part of a joint ventured desk covering Equity Futures and other event driven trades. Responsibilities: Researching, developing, and...

A low-profile, high-performing Quant Fund in the Greater New York City area is looking for a Quantitative Researcher to join their fund. The firm prides itself on its flat, academic and collaborative environment and has steadily built out a group of Quant Researchers and Research Engineers to bring their systematic strategies to life. After 10+ years of very...

Selby Jennings is working with a elite Quant Hedge Fund founded by ex Two Sigma individuals who have graduated from IVY league Universities. The company was founded in 2022 and already has over $1 billion in AUM. REQUIRMENTS: They are looking to bring exceptional Machine Learning Researchers who would have following experience/expertise: Experience with...

This team sits at the intersection of fundamental investment approach and quantitative precision and discipline. Teams of quantitative researchers and technologists work together to build and scale one of the largest equities portfolios in the market by optimizing various aspects of the investment, risk management, portfolio construction, and trade execution...