Part of Phaidon International
Part of Phaidon International
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Research Scientist (QR) - Intraday Systematic EquitiesA leading quantitative investment firm is seeking an exceptional Research Scientist to join a systematic equities team focused on developing predictive models and extracting insights from large, complex datasets. The role sits at the intersection of machine learning, statistics, and quantitative...
We are partnering with an early-stage financial technology company building the infrastructure behind next-generation financial markets.This is a unique quantitative research opportunity at the intersection of index construction, optimization, market design, and risk modeling. You'll help develop benchmarks, analytics, and risk frameworks for emerg...
A leading multi-manager investment platform is seeking a Data Scientist to join a central equities research team focused on developing insights from large-scale alternative datasets. This role sits at the intersection of data science, financial markets, and investment research, partnering closely with senior leaders to evaluate business performance...
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We are partnered with a leading multi-manager investment platform, is seeking a Quantitative Researcher to join a front-office team focused on rates derivatives and macro markets. Working directly alongside portfolio managers, this individual will be responsible for developing pricing models, volatility analytics, and research tools that support in...
Sr. Quantitative Researcher - Delta One Credit StrategiesA leading multi-strategy investment firm is expanding a high-impact Credit Volatility PM team and looking to add a Quantitative Researcher.This successful Credit Options-focused team is scaling into systematic delta-one and quantitative macro credit strategies, building on an existing options...
We are seeking a Quantitative Researcher to join a systematic equities team focused on transaction cost analysis (TCA), market microstructure research, and execution strategy development. The role will involve researching and improving order execution algorithms across cash equities and equity futures, with an emphasis on order placement, parent/ch...