Quantitative Research & Trading Recruitment

US$400000 - US$600000 per year

Macro/Futures Quantitatve Researcher

Job Title: Macro/Futures Quantitative Researcher Location: New York Overview: A top-tier multi-manager hedge fund is seeking an experienced Macro Quantitative Researcher with a focus on futures trading strategies. The successful candidate will join a high-caliber team to develop and implement quantitative strategies, aiming to generate alpha through proprietary signal research. Key Responsibilities: Conduct research and develop alpha-generating strategies for macro futures markets. Backtest and implement models to ensure robustness and efficiency. Monitor and optimize strategies for risk-adjusted performance. Collaborate with portfolio managers and traders to enhance strategy performance. Continuously research market dynamics to refine and develop new signals. Qualifications: 5-10+ years of experience generating alpha signals specifically within macro futures markets. Proven track record of creating and deploying successful macro futures signals. Strong programming skills in Python, R, or similar languages. Expertise in quantitative research methodologies, data analysis, and signal generation. Familiarity with backtesting frameworks and systematic trading environments. Advanced degree (Master's or PhD) in a quantitative discipline such as Physics, Mathematics, or Computer Science. Skills & Competencies: Strong quantitative and analytical skills with a deep understanding of macroeconomic drivers. Ability to work in a fast-paced, collaborative environment with a focus on results. Strong communication skills, both written and verbal, with the ability to explain complex models to non-technical stakeholders. Compensation: $200K-$250K base salary plus performance-based incentives.

Junior HFT

We have a current opportunity for a proprietary trading frim on a permanent basis. The position will be based in Shanghai, but have the opportunity to relocate to the U.S. office as well. For further information about this position please apply. Responsibilities develop and optimise machine learning model perform statistical analysis of full cycle trading work closely with PM on strategy conduction Qualifications gained masters or above degree from top universities in mathematical major previous intern or full time working experiences in quantitative finance

Shanghai

Crypto HFT

We have a current opportunity for a Crypto Quant role on a permanent basis. The position will be based in Beijing. For further information about this position please apply. Responsibilities work closely with PM and Quant Dev to provide trading ideas and trading tools optimisation conduct ongoing research and data analysis to generate high frequency trading signals develop trading models Qualifications Master's degree or above in STEMs major Minimum of one year experience in quantitative trading proficient in python If you or anyone in your network are interested in the position, please don't hesitate to apply!

Beijing

HFT Researcher

We have a current opportunity for a Crypto Fund that specializes in high frequency market making is currently seeking an experienced HFT Researcher on a permanent basis. The position will be based in Hong Kong. For further information about this role please apply today! Job Responsibilities collaborate with the team for portfolio construction and management develop high frequency trading strategy optimise deep learning models Requirements experiences in high-frequency trading bachelor's or above degree from top school in mathematical major

Beijing

HFT Researcher

We have a current opportunity for a HF Crypto Researcher on a permanent basis. The position will be based in Beijing, China. For further information about this position please apply today. Responsibilities - generate features and develop high frequency crypto strategy - collaborate with the team to maintain portfolio - optimise deep learning models Qualifications - at least 2 years of experiences working on high frequency strategy development - bachelor's degree or above in Mathematical degree

Beijing

Senior Quantitative Trader Brazil

Senior Quantitative Trader - Brazil Market (Remote, Permanent Position) Hello Network, I am currently working with an international prop trading firm looking for a Senior Quantitative Trader with experience trading derivatives in the Brazilian Market. This is a global platform that can offer a competitive package, flexible remote role, and the chance for you to expand into other markets as well. Apply now! Key Requirements - HFT to Intraday strategies - Trading Brazilian derivatives, fully systematic, Algorithmic. - Market Making and Arbitrage experience preferred - 4 to 5 years of experience - End to End strategy .

Brazil

US$300000 - US$500000 per year

Quantitative Researcher [2025] | New York

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 trading strategies by leveraging cutting edge research techniques and an industry leading development platform. As a quantitative researcher you will have the opportunity to work within a small, collaborative team where collaboration and research discussion are highly encouraged. You will be responsible for the research, design and implementation of various aspects of a research system and be responsible for improving effectiveness through the use of robust statistical or ML research methods. Required Qualifications: Active Ph.D. students or postdoctoral researchers with degrees in a quantitative discipline from a top tier university (i.e. Physics, Mathematics, Engineering, Computer Science, etc.). Track record of postdoctoral research highly preferred. Publication/citation track record from top industry journals highly preferred. Demonstrated success in mathematical or research competitions are a plus (ex: IMO, Putnam) Exceptional mathematical, analytical and problem solving skills; Experience in programming with Python and/or C++. Excellent communication skills and the ability to work collaboratively with others. Finance knowledge/experience is not required or expected. If you meet the requirements above please apply in ASAP to discuss next steps.

US$450000 - US$900000 per year

Quantitative Researcher (Mid-Frequency)

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 profitable systematic strategies focused on global futures markets, the fund is continuing their expansion into the cash equities space and in turn opening up two new QR headcount within the firm. The firm has maintained a very controlled and sustained growth plan over the years and values both raw quantitative capabilities coupled with the desire to work in a flat, team-centered environment. As a result, they are open to candidates coming from exceptional PhD/Postdoc backgrounds, experienced QRs and ML Researchers from Big Tech who share a similar ambition in tackling ambitious problems in a collaborative manner. Suitable candidate for the fund include: MS or PhD from Tier-10 schools in a STEM field (Physics, Mathematics, Computer Science, Electrical Engineering, Operations Research) If coming from industry, 2+ years experience working on alpha generation and/or optimization work (equities is preferred but open to seeing candidates from other assets) If from tech, 2+ years experience working on ideation and novel ML model development specific to more advanced deep learning methods Very strong Python (C++ is nice to have but not necessary) Thrives in a flat structure Strong communication skills Strong quantitative and reasoning skillset

US$350000 - US$700000 per year

Lead Equity Stat-Arb Quantitative Researcher | NYC

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 closely with tech and engineering to ensure optimal implementation. As a senior member of the team, you will be expected to conduct independent research and drive research topics. Key Responsibilities: Lead research and development of statistical arbitrage trading signals and strategies. Utilize market and alternative data source to create or improve trading signals. Utilize advanced statistical methods, machine learning, and data science techniques to enhance the research and trading system. Lead collaborative research initiatives and long-term projects. Monitor and evaluate strategy performance, making adjustments based on market conditions. Qualifications: Master's or Ph.D. in a quantitative field (e.g., Mathematics, Statistics, Computer Science, Financial Engineering, etc.). 4+ years of experience in quantitative research, preferably in equity stat arb or other systematic strategies. Proficient in Python or C++. Excellent mathematical and analytical background, within a trading environment. Demonstrated ability to lead high level statistical or mathematical research.

US$400000 - US$800000 per year

Equity Alpha Machine Learning Quant Researcher | NYC

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 team is seeking an accomplished researcher with allied experience leverage ML techniques to generate alpha signals in the intraday/daily trading horizons. A successful candidate will have applied ML research experience (academia, finance or tech), end-to-end strategy research experience and the desire to join a highly collaborative atmosphere. Skills Required: 3+ year track record of equity alpha research with emphasis on intraday/daily trading horizons Applied ML research experience in academia, quant finance or tech, with a preference for tree-based approaches and neural network modeling Proficiency in common coding skills such Python and/or C++ Experience working as a member of a collaborative research/trading platform Ability to independently reason through quantitative problems and communicate effectively with peers

US$200000 - US$800000 per year

Quant Researcher; Intraday Equities/Futures

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 futures) PhD in a quantitative or technical discipline (e.g. statistics, computer science, physics, mathematics, economics) Exceptional academic credentials Demonstrated ability to conduct research using large noisy real-world datasets Exceptional attention to detail and desire to understand issues deeply Outstanding work ethic and ability to thrive in a fast-paced environment Strong numerical programming skills, including proficiency in Python for data analysis and machine learning. Experience with C++ a plus