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Top Quantitative Researcher Jobs in NYC, NY
As a Quantitative Researcher at Citadel Securities, you'll develop and improve quantitative trading strategies by applying complex statistical techniques. Responsibilities include back testing trading models in live environments and conducting research to enhance monetization systems.
As a Quantitative Researcher at Citadel Securities, you will conduct statistical analyses, work with large data sets, develop and backtest trading models, and implement strategies while collaborating with a dynamic team focused on innovative market solutions.
Quantitative researchers at HRT will develop mid-frequency systematic trading strategies, applying statistical methods to datasets and implementing trading models. They are responsible for strategy development, including alpha generation and trade execution algorithms, requiring strong programming skills and teamwork with other researchers.
Quantitative Researchers develop advanced models and trading strategies for investment, conducting statistical analysis and back testing in real trading environments. They incorporate complex statistical techniques and unconventional data sources to innovate in financial markets.
As a Quantitative Researcher in Global Quantitative Strategies, you will conduct impactful research, build predictive models, develop optimization algorithms, and utilize portfolio optimization techniques to analyze financial markets. The role involves collaboration with teams to leverage advanced quantitative techniques for investment opportunities.
The Quantitative Researcher will research portfolio construction and optimization for equity portfolios, apply statistical methods, build proprietary risk models, and develop econometric models for stress scenarios. The role involves collaboration with various teams, implementing analytics, and utilizing new data sources to drive financial insights.
The Quantitative Researcher will develop systematic trading models for various markets, focusing on alpha idea generation and backtesting. Responsibilities include improving existing strategies, evaluating new datasets, and contributing to the investment process within a team-oriented environment.
As a Quantitative Researcher, you will conduct in-depth quantitative research into systematic corporate bond and credit derivatives strategies. Your role includes implementing statistical and structural models, generating alphas and risk models, and collaborating with portfolio managers and traders to improve investment processes.
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The Quantitative Researcher will leverage existing research and infrastructure to develop systematic trading strategies through data analysis and backtesting. The role involves collaborating with the Portfolio Manager to generate alpha signals and improve trading tools, requiring strong programming skills and a proactive problem-solving approach.
As a Quantitative Researcher, you will develop innovative quantitative strategies by analyzing market data using machine learning algorithms and statistical methods. The role involves generating impactful research in a collaborative environment, focusing on time-series analysis and numerical analysis in Python.
The Quantitative Researcher will research and develop trading strategies, conduct quantitative research on market microstructure, develop predictive models for trade execution, and collaborate with cross-functional teams to implement trading solutions while staying updated on market changes.
The Macro Quantitative Researcher will develop systematic trading models for macro markets, conduct innovative research, manage the research pipeline, and collaborate with the team to improve trading strategies. Responsibilities include feature engineering, strategy backtesting, and evaluating new datasets for alpha potential.
The Cubist Quantitative Researcher will independently conduct quantitative finance research focusing on statistical and predictive models. Responsibilities include methodology selection, data collection, analysis, testing, backtesting, and performance monitoring while utilizing large datasets.
The Equity Quantitative Researcher will conduct innovative research to identify systematic anomalies in equity markets, develop alpha ideas, backtest strategies, and optimize for production, while maintaining trading portfolios. The role requires a strong foundation in applied statistics and proficiency in data manipulation using programming languages.
The Quantitative Researcher will work closely with senior researchers to create and improve trading models and strategies, conduct independent research, and contribute to algorithmic trading projects.
Quantitative Researchers at Jane Street build models, strategies, and systems for pricing and trading financial instruments. The role combines trading and software engineering, involving large dataset analysis, model building and testing, and algorithm implementation. Candidates should excel in logical and mathematical thinking, coding, and collaborative communication.
As a Quant Researcher, you will develop data solutions for trading and data businesses, enhance products using proprietary platform data, analyze bond market activity, manage research models, and collaborate with product teams to create trading solutions.
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