My client, a Tier 1, fully systematic global HFT Proprietary Trading firm is currently looking to expand its Equities Investment Team in New York. My client is looking to add a Senior Quantitative Researcher to help develop next-generation models used across global markets.

This team works in a highly collaborative research environment, with direct exposure to experienced portfolio managers, senior quants, and engineers. Researchers will gain hands-on experience across multiple data types, markets, and asset classes, while developing strong quantitative and technical skills.

Key Responsibilities:

Analyse and evaluate financial and alternative data sets
Research and apply advanced statistical or machine-learning techniques
Develop and implement systematic trading signals and models
Build and maintain research and modelling infrastructure
Contribute to and support live trading processes

Ideal Background:

A PhD (or equivalent) with heavy focus on mathematics, statistics, computer science, or related fields
Strong candidates without a PhD will also be considered if they demonstrate exceptional quantitative ability, competition-level mathematics, or an outstanding academic track record
Curiosity, creativity, and a rigorous, scientific approach to problem-solving are essential

If there is any interest in this opportunity, apply, and a consultant from our dedicated research team will be in touch shortly.

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