Quantitative Developer

My client is a market-leading global hedge fund with a strong reputation in the global equity space. The team blends fundamental and quantitative investment approaches, and employ a collaborative environment where researchers and developers work together on the full trading pipeline. They are seeking a Quantitative Developer to contribute across the full...

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...

A global multi-strategy hedge fund in NYC is looking to hire an experienced Quantitative Developer to support their Structured Credit Trading business. The fund manages nearly $30B in total assets under management and is known for their flagship global macro strategies both systematic and fundamental. The fund is well established with nearly a 30 year track...

My client is a market-leading hedge fund renowned for their innovative approach to quantitative investment. Their Quantitative Research team is uniquely positioned between their fundamental equities and systematic business, providing a rare opportunity to work at the intersection of two critical investment strategies. The collaborative, small team...

About the role Alpha generation, backtesting and implementation Designing and developing systematic stat arb trading strategies across global equity markets Working on portfolio optimisation and the enhancement of existing trading models Developing big data/ machine learning algorithms About you 5+ years experience developing systematic stat arb trading...

My client is a systematic hedge fund with offices across Europe, North America and Asia. The firm has a mandate for Quantitative Researchers who are specialised in Data Science, particularly the applications of Machine Learning. Successful applicants will apply statistical modelling, machine learning, and other techniques to analyse alternative datasets and...

We are working with a Tier 1 hedge fund in New York City assisting with the build-out of a systematic global macro desk. The main emphasis on the desk is mid frequency trading across futures and FX. Responsibilities: Working on ongoing alpha research projects in the futures and FX space Researching, developing, and participating in the full process of...

Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of the various exchanges and asset classes. Pre market - checking that all required data and processes are...

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...

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...

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: ...

Quantitative Researcher [2025] | New York A globally leading prop trading firm is looking to hire a PhD graduate or experienced researcher (postdoctoral researcher, academic faculty, scientific lab) to research and develop systematic trading models and strategies in collaboration with senior researchers. The team develops and implements systematic...

VP Equity Derivative Quantitative Strat - NYC A Tier 1 Global Investment Bank is looking to bring on a strong quantitative strategist to join their growing Equity Derivatives team. This team interacts closely with the trading desk allowing for challenging and engaging problems with excellent business exposure. Job responsibilities include: Research,...

Lead Equity Stat-Arb Quantitative Researcher | NYC Job Description: A leading quantitative research platform is seeking a skilled Senior Equity Statistical Arbitrage Quantitative Researcher to join their dynamic trading team. The successful candidate will be responsible for research and development of orthogonal alpha signals and trading strategies, and work...

Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of the various exchanges and asset classes. Pre market - checking that all required data and processes are...

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 lifecycle. Teams are small and highly collaborative - each member makes meaningful contributions to the research...

VP - E-Trading Java Senior Developer About the Job Selby Jennings is working with a leading investment bank on a front office engineering hire. This team operates more like a hedge fund than a bank Team Profile We are seeking an experienced electronic trading Java senior developer to advance our market-leading options, futures, and structured market-making...

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...

An elite Multi Strat Hedge Fund is hiring a L/S Equity Risk Anlyst to join the broader risk 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...

A leading Investment Bank in NYC is looking to hire a VP level candidate specialized in Market Risk model development to join their Quantitative Market Risk Analytics team. This hire will report directly to the Head of Risk Analytics and be responsible for the development and methodology of Market Risk Models in relation to FRTB and other Capital...