Prime Risk Senior Developer - VP BarclaysPrime Risk Senior Developer - VPNew York, NYIn this role, you will be responsible for driving the core risk & PnL analytics integration within the platform, driving the roadmap for analytics, valuation inputs, scenarios, sensitivities, stress frameworks, and model integrations while collaborating closely with front office desk, quant, and core risking platform teams in alignment with market’s risk architecture framework and guidelines. To lead and manage engineering teams, providing technical guidance, mentorship, and support to ensure the delivery of high-quality software solutions, driving technical excellence, fostering a culture of innovation, and collaborating with cross-functional teams to align technical decisions with business objectives.
Senior Market Risk Analyst AxelonSenior Market Risk AnalystJersey City, NJ$84–$89 / hourCollaborate with Front Office, Risk Managers, and Technology partners to define and enforce risk limits, providing actionable insights on volatility and hedging strategies. Collaborate closely with Risk Managers, Quants, Front Office traders, and technology teams to ensure risk systems meet business needs.
Quantitative Developer, Quantitative Strategies Millennium Management LLCQuantitative Developer, Quantitative StrategiesNY$150,000–$200,000 / yearMillennium is a leading global hedge fund with a strong commitment to leveraging technology, data, and market innovation to drive high-quality investment outcomes. The role spans the full systematic trading stack, with a particular focus on research infrastructure, data systems, signal deployment, and production monitoring.
Quantitative Trading & Research - Rates - Quantitative Developer - Vice President JPMorgan Chase Bank, N.A.Quantitative Trading & Research - Rates - Quantitative Developer - Vice PresidentNew York, NYFull timeOur history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management. JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P.
Quantitative Developer MassMutualQuantitative DeveloperNew York, New YorkThe role offers meaningful exposure to front-office investment activity across a diverse set of asset classes including fixed-income ETFs, structured credit, derivatives, and commercial real estate. In this role, you will assist in the development and management of hedging, pricing, and asset allocation strategies for MassMutual Investment Management, which drive our investment returns and income that financially secure our clients and their families.
Quantitative Developer DRW Holdings LLCQuantitative DeveloperNew York, NY$175,000–$250,000 / yearThis is an early-stage effort within an established trading firm: the team has the opportunity to design its technology and research platform from the ground up while benefiting from DRW''s capital, data, compute infrastructure, market access, and institutional experience. Why This Role: Build from an early stage - Help shape a new systematic trading business, with broad scope, short feedback loops, direct influence over how the team operates, and the opportunity to share in its success.
Crypto Quantitative Developer Citadel Securities, LLCCrypto Quantitative DeveloperNew York, NY$175,000–$350,000 / yearResponsibilities: • Design, develop, and maintain low-latency, high-performance C++ trading systems for crypto markets • Partner closely with quantitative researchers and traders to translate trading ideas into production code • Optimize system performance across latency, throughput, and reliability, including exchange connectivity and market data handling • Build and enhance pricing, risk, and execution logic for crypto products • Analyze and improve system behavior using large-scale market and trade data • Ensure systems are resilient, well-tested, and scalable across global crypto venues. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market's and our clients' most critical challenges.
Quantitative Developer (USA) Trexquant Investment LPQuantitative Developer (USA)CTWorking closely with quantitative researchers, traders, and technology teams, you will own core analytics and market data infrastructure, productionize research models, and develop the backtesting, risk, and tooling capabilities that support the full investment lifecycle. This role will be instrumental in building and scaling the analytics platform that underpins research, portfolio construction, risk management, and trading across multiple asset classes, including equities, futures, options, ETFs, and other listed and derivative instruments.
Quantitative Developer Octus Intelligence IncQuantitative DeveloperNY$135,000–$150,000 / yearSince 2013, tens of thousands of professionals across hedge fund, investment banking, management consulting, and law firm verticals have come to rely on Octus to make better, faster, and more confident decisions in pace with the fast-moving credit markets. The Quantitative Developer will work together with the analytics team, data team, and business analysts to facilitate client onboarding, improve existing onboarding processes, and debug, test, and build features for portfolio analytics and compliance.
Quantitative Developer NorthMark StrategiesQuantitative DeveloperStamford, ConnecticutDevelop, enhance, and maintain quantitative models and risk management tools to measure and manage market, portfolio, and liquidity risks across both liquid and illiquid asset classes. Company-Paid Benefits: 100% Employer-Paid Medical in our High Deductible Health Plan, Dental and Vision benefits for employees and their families, 16 weeks of Paid Parental Leave, Employee Assistance Program, Life insurance, Short-Term Disability and Long-Term Disability.
Quantitative Developer Jay AnalytixQuantitative DeveloperJersey City, NJThe ideal candidate brings deep capital markets domain knowledge, strong engineering discipline, and the ability to collaborate closely with quants and traders in a fast-paced, hybrid environment. You will work at the intersection of finance and technology, translating sophisticated quantitative models into robust, production-quality code that directly supports trading and risk management decisions.
Quantitative Developer Massachusetts Mutual Life Insurance CompanyQuantitative DeveloperNew York, NY$86,200–$113,100 / yearThe role offers meaningful exposure to front-office investment activity across a diverse set of asset classes including fixed-income ETFs, structured credit, derivatives, and commercial real estate. In this role, you will assist in the development and management of hedging, pricing, and asset allocation strategies for MassMutual Investment Management, which drive our investment returns and income that financially secure our clients and their families.
Quantitative Developer - Securitized Products Clearwater Analytics Holdings IncQuantitative Developer - Securitized ProductsNew York, NY$156,400–$210,841 / yearBuild, extend, and maintain frameworks within the platform supporting securitized product lifecycle management, including cash flow generation, prepayment modeling, credit enhancement structures, and tranche-level analytics. As a Securitized Products Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our structured products coverage across ABS, CLO, MBS, CMBS, and related asset classes.
Staff Quantitative Developer Clearwater Analytics Holdings IncStaff Quantitative DeveloperNY$179,400–$243,136.45 / yearAs a Risk Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our Multi-Asset-Class risk analytics capabilities, including instrument valuation and risk estimation methods. You will work closely with cross-functional teams of developers and interact directly with clients to deliver solutions that focus on both developers and end-users, with a primary emphasis on risk management.
Quantitative Developer - Central Liquidity Strategies Millennium Management LLCQuantitative Developer - Central Liquidity StrategiesNY$160,000–$250,000 / year5+ years of professional experience in a front-office, financial services environment as a senior contributor 10+ years cumulative, professional experience A degree in computer science or a related field Strong background in data structures, algorithms, and object-oriented programming in C++, including: • Proficiency with new features of C++17/C++20/C++23 • Proficiency with multithreading and asynchronous environments • Strong understanding of low-latency and real-time system design and implementation • Strong understanding of Linux system internals and networking • Strong financial experience across multiple asset classes, with a focus on real-time low-latency trading systems for equities and futures • Familiarity with python forquantitative research and data-oriented processing • Familiarity with analysis of execution algorithm performance. By constructing and maintaining this high-performance framework, this developer will be directly involved in a critical path for high volume trading with a core focus on the best possible technical and economic performance.
Quantitative Developer (USA) Trexquant InvestmentQuantitative Developer (USA)New York, NYWorking closely with quantitative researchers, traders, and technology teams, you will own core analytics and market data infrastructure, productionize research models, and develop the backtesting, risk, and tooling capabilities that support the full investment lifecycle. This role will be instrumental in building and scaling the analytics platform that underpins research, portfolio construction, risk management, and trading across multiple asset classes, including equities, futures, options, ETFs, and other listed and derivative instruments.
Quantitative Developer, C++ I Low-Latency Systems Millennium Management LLCQuantitative Developer, C++ I Low-Latency SystemsNY$150,000–$200,000 / yearWe are seeking a highly skilled C++ developer to architect, build, and maintain the core signal computation and alpha Infrastructure for a newly formed systematic equities pod. You will work directly with the Portfolio Manager and quantitative researchers to translate alpha signals into production-ready, high-performance trading systems.
Quantitative Developer, Global Banking & Markets, Systematic Market Marking The Goldman Sachs Group IncQuantitative Developer, Global Banking & Markets, Systematic Market MarkingNew York, NY$150,000–$250,000 / yearJoin our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. We''re committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.
Research Associate, Quantitative Developer Bridgewater Associates LPResearch Associate, Quantitative DeveloperNew York City, NY$200,000–$250,000 / yearThis entails developing great investment strategies reflecting our expertise, generating alpha in the markets, researching and publishing our understanding of the macroeconomic environment, and designing solutions to help our clients invest across the region. Our investment process is driven by a tireless pursuit to understand how the world's markets and economies work - using cutting-edge technology to validate and execute on timeless and universal investment principles.
Quantitative Developer - Equity Factor Model Risk Technology Millennium Management LLCQuantitative Developer - Equity Factor Model Risk TechnologyNY$175,000–$250,000 / yearMillennium is looking for an exceptional individual to join the Equity Factor Risk Model Technology team, which is responsible for building and enhancing the firm's equity portfolio analytics platform, including building internal factor model, supporting MSCI Barra equity factor risk models and the delivery of real-time analytics. The role offers strong learning potential, exposure to challenging technical problems, and the chance to contribute to impactful work at the intersection of engineering, data, and quantitative analytics.
Quantitative Developer - 2452889 2Bridge PartnersQuantitative Developer - 2452889Stamford, Connecticut$250,000–$350,000 / year3-5 years experience in Quantitative Development within financial services, specifically with Trade Cost Analysis in Fixed Income, Corporate Bonds, non-vanilla swaps, and other OTC Derivatives. You'll play a crucial role in developing quantitative models and algorithms vital for the company’s financial products and services.
Mid-level Quantitative Developer Scientech ResearchMid-level Quantitative DeveloperJersey City, New JerseyWork with external partners to onboard new datasets, conduct domain-specific data analysis and data mining for new datasets, and collaborate with quant researchers to evaluate new data sources. Establish protocols for data injection, processing, quality assurance, anomaly detection and archiving, and streamline and improve processes.
Junior Quantitative Developer Scientech ResearchJunior Quantitative DeveloperJersey City, New JerseyWork with external partners to onboard new datasets, conduct domain-specific data analysis and data mining for new datasets, and collaborate with quant researchers to evaluate new data sources. Establish protocols for data injection, processing, quality assurance, anomaly detection and archiving, and streamline and improve processes.
Asset Management - Fixed Income Quantitative Research Developer - Vice President JPMorgan Chase Bank, N.A.Asset Management - Fixed Income Quantitative Research Developer - Vice PresidentNew York, NYFull timeAs a Quantitative Developer in the GFICC Quantitative Research team, you will be responsible for working closely with quant researchers in New York and Mumbai to accelerate research projects, data transformations, and code development pipelines. JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P.
Associate, Quantitative Developer - Prime Services The Toronto-Dominion BankAssociate, Quantitative Developer - Prime ServicesNY$150,000–$200,000 / yearTotal Rewards at TD includes base salary and variable compensation/incentive awards (e.g., eligibility for cash and/or equity incentive awards, generally through participation in an incentive plan) and several other key plans such as health and well-being benefits, savings and retirement programs, paid time off (including Vacation PTO, Flex PTO, and Holiday PTO), banking benefits and discounts, career development, and reward and recognition. Job Description: The TD Prime Services Strategy and Analytics team is seeking a Quantitative Developer with strong full-stack engineering capabilities to design and build high-performance analytics, trading, and optimization platforms used directly by front-office stakeholders.
NewQuantitative Developer Macpower Digital Assets Edge Private LimitedQuantitative DeveloperJersey City, NJ$90–$95 / hourSkills: Financial Market Risk Management and Quantitative Modeling, SQL, Python, MATLAB, Complex Financial Models, VaR methodology. Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology team.
Public Finance Quantitative Developer & Strategist - Fixed Income - Associate Morgan StanleyPublic Finance Quantitative Developer & Strategist - Fixed Income - AssociateNew York, New YorkOur values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.
Associate, Quantitative Developer – Prime Services TD BankAssociate, Quantitative Developer – Prime ServicesNew York, New YorkTotal Rewards at TD includes base salary and variable compensation/incentive awards (e.g., eligibility for cash and/or equity incentive awards, generally through participation in an incentive plan) and several other key plans such as health and well-being benefits, savings and retirement programs, paid time off (including Vacation PTO, Flex PTO, and Holiday PTO), banking benefits and discounts, career development, and reward and recognition. The TD Prime Services Strategy and Analytics team is seeking a Quantitative Developer with strong full-stack engineering capabilities to design and build high-performance analytics, trading, and optimization platforms used directly by front-office stakeholders.
Quantitative Developer Intern - Summer 2027 Tower Research Capital LLCQuantitative Developer Intern - Summer 2027New York, NY$3,500–$5,700 / weekOur Business Support teams are essential to building and maintaining the platform that powers everything we do - combining market access, data, compute, and research infrastructure with risk management, compliance, and a full suite of business services. Our open concept workplace, casual dress code, and well-stocked kitchens reflect the value we place on a friendly, collaborative environment where everyone is respected, and great ideas win.
Quantitative Developer - C++ Infrastructure for Quant Analytics BloombergQuantitative Developer - C++ Infrastructure for Quant AnalyticsNew York, NY$160,000–$250,000 / yearThe Quant Library Architecture (QLA) team offers the opportunity to build experience at the cutting edge of C++ and financial mathematics, engaging with and influencing a wide variety of stakeholders of differing skill sets, to deliver scalable and strategic enterprise pricing and risk solutions. Our C++ libraries are used by all Bloomberg products and services, including the Terminal with over 300,000 clients, trading system solutions, enterprise risk management, and derivatives valuation services.
Quantitative Developer Intern Scientech ResearchQuantitative Developer InternJersey City, New JerseyDesign and implement high-performance backtesting research framework in a cloud computing ecosystem. Good communicator, being rigorous, patient, and having a strong sense of teamwork.
Quantitative Developer - C Infrastructure for Quant Analytics Bloomberg LPQuantitative Developer - C Infrastructure for Quant AnalyticsNY$160,000–$250,000 / yearThe Quant Library Architecture (QLA) team offers the opportunity to build experience at the cutting edge of C++ and financial mathematics, engaging with and influencing a wide variety of stakeholders of differing skill sets, to deliver scalable and strategic enterprise pricing and risk solutions. Our C++ libraries are used by all Bloomberg products and services, including the Terminal with over 300,000 clients, trading system solutions, enterprise risk management, and derivatives valuation services.
Quantitative Risk Officer and Risk Model Developer State StreetQuantitative Risk Officer and Risk Model DeveloperClifton, New JerseyAs Credit Risk Modeler you will: Develop credit risk models (PD/LGD/EL) to provide quantitative support to credit risk analytical processes for State Street’s wholesale portfolios, including Commercial Real Estate (CRE), Corporate, Private Equity (PE) Fund and Private Credit (PC) exposures, etc. MS or PhD in statistics or econometrics or equivalent, prefer research area in survival analysis/event history analyses or related areas; Prefer research area that involves heavy programming work with strong programming skills in Python/R/C/C++/SQL etc.
Quantitative Research Analyst PIMCOQuantitative Research AnalystNew York, New YorkOur flexible capital base and deep relationships with issuers have helped us become one of the world’s largest providers of traditional and nontraditional solutions for companies that need financing and investors who seek strong risk-adjusted returns. You will be responsible for large scale software architecture, development and production releases mainly in C++ whilst having extensive exposure to high performance computing, cloud computing, messaging and caching.
Sr. Quantitative Finance Analyst Bank of AmericaSr. Quantitative Finance AnalystNewark, New JerseyThe CLF team provides insights via credit loss forecasts and related portfolio, model and forecast analytics for Bank’s $500 billion consumer loan portfolio – which includes Mortgage, Credit Card, Auto loan, and Consumer Banking Overdraft products. 8+ years of Consumer Unsecured analytics experience preferably data analytics, or quantitative research, forecast methods, credit acquisition or existing account management strategy experience, Finance or Collections data analytics, risk management, or quantitative research.
Quantitative Risk Engineer Electronic Trading & Factor Models Madison-DavisQuantitative Risk Engineer Electronic Trading & Factor ModelsNew York, NYThis is a high-impact Risk Engineer opportunity at one of the world's most sophisticated algorithmic trading firms, offering a rare combination of quantitative model development, risk infrastructure build-out, and cross-asset exposure across equities, fixed income, commodities, and credit. Customize and evaluate vendor market risk models;research and develop new models to address evolving trading and risk management challenges.
Risk Management - Quantitative Associate - Market Risk Model Development JPMorgan Chase Bank, N.A.Risk Management - Quantitative Associate - Market Risk Model DevelopmentNew York, NYFull timeApply advanced statistical analysis to historical market data to specify and implement mathematical models for Value-at-Risk, regulatory capital, and stress testing of Fixed Income portfolios, with a focus on Corporate Credit and Securitized Products . JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P.
NewSenior Quantitative Financial Analyst Macpower Digital Assets Edge Private LimitedSenior Quantitative Financial AnalystNew York, NY$140,000–$180,000 / yearWorking with all levels of the Audit team from Senior Audit Director to Senior Auditor, you will be one of three business analysts covering the automation developments for all the audit activities in the Global Markets, Global Banking and Market Risk audit team globally as well as audit activities in the International Audit team. Job Summary: We are looking for someone with a business analyst skillset to help us identify, design, and drive the implementation of new automated auditing opportunities across the US Corporate Audit teams with a specific focus on the Global Markets, Global Banking, and Market Risk areas.
Data Analyst, Quantitative Research Lazard IncData Analyst, Quantitative ResearchNY$90,000–$150,000 / yearWe believe that a workforce comprised of people who represent a wide array of backgrounds, experiences and perspectives creates a rich variety of thought that empowers us to challenge conventional wisdom, solve problems creatively and make better decisions. The Advantage Quantitative Equity team is hiring a Data Analyst to take ownership of the quality, reliability, and usability of the quantitative datasets that power our research and production investment workflows.
Quantitative Analyst, Quantitative Strategies Millennium Management LLCQuantitative Analyst, Quantitative StrategiesNY$150,000–$200,000 / yearThis role is well suited for someone who enjoys working at the intersection of equity research, alternative data, and quantitative modeling, with a particular focus on sector-specific signals, company-level KPIs, and custom dataset development. Partner closely with the SPM and team on alpha research for systematic equity strategies, with a focus on sector-specific signals and company-level forecasting.
Senior Quantitative Analyst, Quantitative & Risk Analytics Franklin Resources IncSenior Quantitative Analyst, Quantitative & Risk AnalyticsNY$160,000–$185,000 / yearThis role is intended for a hands-on, mid-level quantitative contributor with the analytical depth to derive insight from complex financial data, the independence to own core analytical processes end-to-end, the collaborative mindset to partner closely with portfolio managers and researchers, and the technical capability to modernize the platform as quantitative investment analytics increasingly incorporate automation and AI. We also offer a comprehensive benefits package, which includes a range of competitive healthcare options, insurance, and disability benefits, employee stock investment program, learning resources, career development programs, reimbursement for certain education expenses, paid time off (vacation / holidays / sick / leave / parental & caregiving leave / bereavement / volunteering / floating holidays) and a motivational wellbeing program.
Equity Finance Quantitative Strategist - VP/SVP Jefferies Financial Group IncEquity Finance Quantitative Strategist - VP/SVPNY$175,000–$300,000 / yearYou will own the full quantitative model suite across equity swaps, securities lending, custom baskets, and prime brokerage - spanning liquidity management (ALM/MLO), valuation, counterparty risk, client analytics, factor-driven portfolio solutions, and hard-to-borrow pricing/locates. Access custom-built global AI agents developed by the team that provide a best-in-class developer experience: automated testing, code review, deployment pipelines, and intelligent tooling that accelerates every stage of development.
New2027 Internship - Quantitative Researcher PhD Virtu Financial Inc2027 Internship - Quantitative Researcher PhDNew York, NY$5,000–$5,800 / weekThrough these projects, interns will learn about Virtu''s market making business, learn to apply basic data analysis tools to large trading data sets and be pushed to think out of the box for trading ideas. Successful quantitative researchers work well independently and collaboratively, enjoy learning and applying new algorithmic techniques, and are excited to see their ideas turn into tangible results.
Senior Specialist, Quantitative Pharmacology and Pharmacometrics - Immuno-Oncology (QP2‑IO) Merck & Co IncSenior Specialist, Quantitative Pharmacology and Pharmacometrics - Immuno-Oncology (QP2‑IO)Rahway, NJRemote$129,000–$203,100 / yearPrimary Responsibilities: Contribute to the development of model-based strategies (translational PK/PD strategies, mechanistic model, POPPK/PD, clinical trial simulations,etc) for quantitative analyses, within and across development programs and/or departments, to inform and optimize drug discovery and all phases of drug development including, but not limited to dose selection, clinical trial design, and go/no-go decisions. PharmD or MS or equivalent degree with preferably 2-4 years of relevant experience, where "experience" means having a record of increasing responsibility and independence in a similar role in pharmaceutical drug development, regulatory agency, or academia.
Quantitative Researcher DRW Holdings LLCQuantitative ResearcherNew York City, NY$250,000–$300,000 / yearAs a Quantitative Researcher, you will develop mathematical models using advanced statistical learning methods to build automated trading strategies across multiple asset classes. Formulate and apply mathematical modeling techniques to enhance existing trading strategies and perform innovative new research with the goal of identifying and capturing trading opportunities.
Manager, Quantitative Risk Analysis FidelityManager, Quantitative Risk AnalysisJersey City, New JerseyEducation and Experience : Bachelor’s degree in Computer Science, Engineering, Information Technology, Information Systems, Mathematical Finance, or a closely related field (or foreign education equivalent) and three (3) years of experience as a Manager, Quantitative Risk Analysis (or closely related occupation) performing risk management related to quantitative and qualitative modeling, valuation, pricing, investment products, financial planning, and ML, using statistical software packages (SQL and R, Python, or MATLAB). Or, alternatively, Master’s degree in Computer Science, Engineering, Information Technology, Information Systems, Mathematical Finance, or a closely related field (or foreign education equivalent) and one (1) year of experience as a Manager, Quantitative Risk Analysis (or closely related occupation) performing risk management related to quantitative and qualitative modeling, valuation, pricing, investment products, financial planning, and ML, using statistical software packages (SQL and R, Python, or MATLAB).
Quantitative UX Researcher (LLM), Vice President JPMorgan Chase Bank, N.A.Quantitative UX Researcher (LLM), Vice PresidentJersey City, NJFull timeApply your advanced knowledge of quantitative methods to critically analyze the effectiveness of our existing and future designs as you collaborate with cross-disciplinary teams - your work will drive effective product decisions across the firm. JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P.
Vice President, Business Manager - Markets Quantitative Trading & Research (QTR) JPMorgan Chase Bank, N.A.Vice President, Business Manager - Markets Quantitative Trading & Research (QTR)New York, NYFull timewill not provide any assistance or sign any documentation in support of any other form of immigration sponsorship or benefit, including optional practical training (OPT) or curricular practical training (CPT).JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. As a Vice President in QTR Business Management, you will be a trusted advisor to the Head of Quantitative Trading and the Chief Data Officer-creating capacity by managing day-to-day operations and helping develop and execute longer-term strategy.
Quantitative Researcher -Data Infrastructure & Signal Development Millennium Management LLCQuantitative Researcher -Data Infrastructure & Signal DevelopmentNY$150,000–$200,000 / yearYou will be responsible for building and maintaining the research data infrastructure, and for developing and testing trading signals using statistical and machine learning methods. Perform feature engineering on market microstructure data: order flow, spread dynamics, volume profiles, and cross-sectional patterns.
NewInternship - Quantitative Trading Virtu Financial IncInternship - Quantitative TradingNew York, NY$5,000–$5,800 / weekWe have built a thoughtful and challenging curriculum that introduces students to all aspects of Virtu''s business through a company-curated global training week, real world trading problems to solve and engaging social events to get to know our team and culture. We''ve designed the internship to be very hands-on; interns will spend most of their time solving trading problems as they occur in the markets and working from a menu of projects with the team.