Quantitative Researcher – Systematic Trading
Our client, a leading global quantitative trading firm, is seeking a Quantitative Researcher to join its growing research effort. The firm combines a strong technology platform and high-quality data with a collaborative, research-driven culture where talented people are given real ownership of their work.
This is an opportunity for a rigorous, creative researcher to work closely with experienced traders and see their ideas move from research into live production.
Responsibilities
- Research, develop, and test systematic trading signals across global markets
- Analyze large datasets to identify new sources of alpha
- Build and refine models for prediction, execution, and portfolio construction
- Partner with traders and engineers to deploy and monitor strategies in production
- Continuously evaluate and improve the performance and risk profile of existing strategies
Ideal Background
- Advanced degree (PhD or Master’s) in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative field
- 4+ years of experience in quantitative research at a trading firm, hedge fund, or market maker
- Strong foundation in statistics, machine learning, time-series analysis, and optimization
- Experience working with large, granular financial datasets
- Understanding of market microstructure and systematic trading strategies
- Proficiency in Python; experience with C++ is a plus
- Intellectual curiosity, attention to detail, and the ability to communicate research clearly
The opportunity offers excellent infrastructure and data, a highly collaborative environment, meaningful ownership of research, and highly competitive compensation tied to performance.
All conversations will be handled with complete confidentiality - gareth@delmarnord.com
Quantitative Researcher - Systematic Trading in New York at Delmar Nord
This position is listed as full time and onsite. It was posted 4 days ago.