Top Quantitative Researcher Jobs in NYC, NY

As a PhD intern, you will develop and test trading strategies, perform statistical analysis, and collaborate with senior researchers.

Conduct research and develop automated trading strategies using advanced statistical techniques and programming skills. Collaborate in a fast-paced team to innovate and implement quantitative models.

Conduct research, statistical analyses, and develop automated trading strategies using large data sets and sophisticated statistical techniques.

Perform quantitative research and data analysis using private markets data to build models, indices, and analytics products. Maintain and enhance databases and internal models, support index rebalancing, respond to ad-hoc data requests, and collaborate with product, sales, and marketing to create data-driven content and insights for clients and stakeholders.

As a Quantitative Researcher Intern, you'll develop models and strategies, conduct statistical analysis, and implement algorithms in a trading context.

Quantitative Researchers at GQS leverage advanced statistical techniques and machine learning for investment strategies, portfolio optimization, and innovative research.

Develop and improve mathematical models and trading approaches. Conduct statistical analysis and back test trading strategies in a fast-paced environment.

The Vice President will manage and execute Quantitative Investment Strategies related to equity derivatives, including risk management and trading responsibilities while developing tools for pricing and analysis.

As a Senior Quantitative Researcher, you will enhance pricing models and algorithms using advanced statistical and machine learning techniques in the fixed income market sector.

Develop and deploy advanced statistical and ML models on large-scale alternative datasets to generate investable signals, partner with investment teams, evaluate data quality, and drive novel data-driven research with commercial impact.

The Senior Quantitative Researcher will conduct market microstructure research, develop execution models, perform data analysis, and mentor junior researchers, contributing to trading strategy optimization.

Global Quantitative Researchers at Citadel leverage advanced statistical and quantitative techniques to drive investment strategies and optimize portfolios.

As a Senior Quantitative Researcher, you will analyze large data sets, build statistical models, implement trading strategies, and develop quantitative research tools.

Perform quantitative and fundamental analysis of commodity portfolios across energy, agriculture, metals, and livestock. Build models and signals, create screens and tools, automate processes with Python, conduct portfolio attribution and risk/return analysis, value OTC commodity swaps, and monitor trading limits to support trade generation and client reporting.

Lead quantitative research, driving revenue and trading capabilities through collaboration with trading and technology, and applying rigorous scientific methods to solve business problems.

The Quantitative Researcher will analyze market data to build models and drive innovation in trading strategies, collaborating with traders and engineers.

The internship focuses on developing high-frequency trading strategies and predictive models in quantitative finance, ideal for students or recent graduates in quantitative disciplines.

Develop sophisticated trading models using machine learning and data analysis. Manage the research process from data ingestion to model evaluation. Collaborate and contribute to all stages of financial model development leveraging deep learning.

The role involves conducting research to develop systematic macro strategies and signals focusing on market microstructure for trading. Responsibilities include feature engineering, modeling, backtesting, and improving trading environments.

The Quantitative Researcher will develop and optimize trading strategies, analyze data for alpha signals, and collaborate on financial models.

As a Quantitative Researcher, you'll develop trading algorithms, analyze financial data, create predictive models, and collaborate within a research team.

Conduct quantitative research for systematic fixed-income and credit strategies: develop and backtest models, perform factor discovery, portfolio optimization, risk attribution, and contribute to a Python-based research platform and strategy management.

The role involves designing systematic investment strategies using applied mathematics and statistics to create and improve trading algorithms.

Conduct research to develop and optimize trading strategies, collaborating with peers and improving research workflows in a high-frequency trading environment.

The role involves identifying market opportunities, constructing models, developing analyses, implementing, and testing models in trading systems, while collaborating with traders and developers.