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.
NewJunior Quantitative Developer EngelhartJunior Quantitative DeveloperNew YorkReporting to the Lead Quantitative Developer in Stamford, CT, you will work closely with traders, analysts, and fellow quants to develop and maintain the quantitative tools, analytics, and models that support commercial decision-making across North American power and environmental markets. This will be a full-time role, owning the following responsibilities : Support the West Power and Carbon trading desks by working closely with quant researchers to productionize, optimize and support ML-based models relied upon by traders and analysts.
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.
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 - 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.
Quantitative Developer AXQ CapitalQuantitative DeveloperNew YorkWorking under the guidance of senior team members, your work will include: Contributing to global multi-market connectivity and cross-region, multi-asset-class data, research, backtesting, and trading systems — taking ownership of well-scoped components and growing into broader areas of the stack. Helping build and maintain event-driven backtesting and simulation frameworks, with attention to consistency in data semantics and time models across research, backtesting, and production environments.
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 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.
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 (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 IMCQuantitative DeveloperNew YorkAcross our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.
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.
Quantitative Developer - Equity Technologies Talent AlgoQuantitative Developer - Equity TechnologiesNew YorkBy constructing and maintaining this high-performance infrastructure used by these teams, this developer will enable new trading opportunities across businesses and regions, allowing the best possible execution performance. We are in search of a Quantitative Developer to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast.
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.
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, 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.
Staff Quantitative Developer Clearwater AnalyticsStaff Quantitative DeveloperNew YorkAs 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 - 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.
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.
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.
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 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 - ALM 1823 PartnersQuantitative Developer - ALMNew YorkThis individual will be instrumental in developing and advancing ALM modeling infrastructure, enhancing automation, and collaborating with cross-functional partners across Investments, Asset Allocation, Actuarial, Finance, and Technology leadership to drive innovation in strategy and scenario-based analysis. Establish and evolve the asset assumption framework, including interest rate and spread curves, reinvestment assumptions, prepayment models and behavioral overlays, ensuring assumptions reflect current market conditions and portfolio strategy.
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 (Kalshi Trading LLC) KalshiQuantitative Developer (Kalshi Trading LLC)New YorkKalshi is currently the fastest growing financial market in America, and has thousands of markets across politics, economics, financials, weather, tech, AI, culture and more. We are looking for traders who are either exceptional in their particular niche, or good generalists able to quickly learn how to trade completely new topics as needed.
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.
Incoming PM - Credit Quantitative Analyst Balyasny Asset Management LPIncoming PM - Credit Quantitative AnalystNYRole Overview: Join our dynamic team as a Quantitative Analyst focused on developing, implementing, and optimizing data-driven trading strategies across credit and municipal bond markets. Key Responsibilities: Analyze large datasets related to credit and municipal bonds to identify inefficiencies, opportunities, and risks.
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.
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 Strategist – Credit Intraday Risk - Vice President Deutsche BankQuantitative Strategist – Credit Intraday Risk - Vice PresidentNew YorkYou will be engaging with Trading and Risk teams to manage the US Rates book of work, analyze requirements, implement scripted configuration changes to customize the system, develop core changes in C++, work with the global development team to extend the core eRisk platform as well as providing support to the desks through investigation of risk and P&L numerical issues, and identifying upstream issues. Debt Strategic Analytics is part of Deutsche Bank Group Strategic Analytics and is responsible for delivering quantitative analytics, modelling, pricing and risk management to the Fixed Income Business.
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.
Senior Quantitative Research Manager MIO PartnersSenior Quantitative Research ManagerNew YorkGuide and mentor research analysts to build internal expertise and continuously elevate team quant & coding capabilities; foster a collaborative environment and the emergence of a ‘quant culture’ within the team Develop and share best practice guides and applied research papers, and engage the Investment Associates team through regular discussions. We operate two core lines of business: (i) our advisory team provides advice, wealth planning, and retirement services to approximately 2500 individual clients, and (ii) our investments business consists of alpha-seeking alternative investment strategies across public and private markets.
Quantitative Portfolio Manager - Custom Indexing (L/S strategies) O'Shaughnessy Asset ManagementQuantitative Portfolio Manager - Custom Indexing (L/S strategies)Stamford, New YorkWe 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. Advisors can set up custom investment templates, access factor investing strategies, utilize passive strategies, actively manage taxes, and apply ESG investing and SRI screens according to the specific needs, preferences, and objectives of individual clients.
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.
Quantitative Researcher – Equities IMCQuantitative Researcher – EquitiesNew YorkCandidates will be responsible for performing large scale data analysis to derive unique predictions of equity market behavior that will then be leveraged by IMC’s best-in-class technology to act on those predictions across both options and equities markets. They will contribute not only to signal generation but also work w/ developers in design and implementation of a robust framework that allows for new ideas to be researched, tested, and put into production in a timely manner.
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.
Quantitative Researcher AXQ CapitalQuantitative ResearcherNew YorkWe have a collaborative environment in which you will leverage our top-notch research and trading infrastructure and work closely with the portfolio manager, other quant researchers and developers. As a Quantitative Researcher, you will gain exposure to all aspects of the investment process, including alpha generation, portfolio construction and trade execution.
Senior Quantitative Researcher AXQ CapitalSenior Quantitative ResearcherNew YorkAs a Senior Quantitative Researcher, you will gain exposure to all aspects of the investment process, including alpha generation, portfolio construction and trade execution. We have a collaborative environment in which you will leverage our top-notch research and trading infrastructure and work closely with the portfolio manager, other quant researchers and developers.
Experienced/Lateral - Quantitative Researcher Five RingsExperienced/Lateral - Quantitative ResearcherNew YorkWith offices in New York, Boca Raton, London and Amsterdam, Five Rings trades in various domestic and international markets, both established and esoteric. Five Rings is a proprietary trading firm founded with a vision of combining strategy, innovation and technology to succeed in today’s global markets.
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.