Top Quantitative Researcher Jobs in NYC, NY

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

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.

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.

Develop quantitative models and real-time pricing engines for Agency Mortgage-Backed Securities, execute electronic trading strategies, perform hedge and relative-value analysis, build cashflow and analytics engines, integrate market data APIs, and lead a distributed team to deliver trading tools and operational improvements for the agency trading desk.

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

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

Join Systematic Active Equity to research and develop alpha-generating strategies by applying statistics, econometrics, machine learning and AI to large, complex datasets. Conduct hypothesis testing, simulation and backtesting, build scalable research pipelines, and partner with portfolio managers and engineers to deploy ideas into live investment strategies.

As a Quantitative Researcher, you will analyze data, develop alpha signals, collaborate on performance analysis, and create pricing models while assessing risk.

Design, develop, and productionize machine learning models for fraud detection and identity verification. Perform end-to-end model lifecycle work including data acquisition, feature engineering, training, experimentation, deployment, and monitoring. Research new fraud types, build product-focused models, write production-ready code, and collaborate with engineering, operations, and data teams to support product and business needs.

Quantitative Researchers at Aquatic create and improve trading models using data and statistical methods, collaborating with engineers and leaders.

As a Quantitative Researcher, you'll create and improve trading models while collaborating with senior researchers and conducting your own research.

Design, prototype, and productionize agentic LLM systems: frame problems, build datasets, develop models/agents, evaluate and monitor performance, and deploy robust, observable production code while partnering with cross-functional teams.

Quantitative Researchers will build models and strategies for pricing and trading financial instruments, collaborating closely with teams and using various techniques from statistical methods to deep learning.

Join BCBS as a quantitative researcher to support and manage systematic credit portfolios: validate data, develop signals and models, perform portfolio and risk analysis, optimize and hedge portfolios, build reporting/dashboards, and assist client- and product-related research and reporting.

Develop and test quantitative trading models using statistical and machine-learning methods on large financial datasets. Perform research-driven analysis, build predictive models, and communicate findings to integrate into strategy frameworks.

Quantitative Researchers develop predictive models, apply statistical methodologies to financial data, and design frameworks for risk and returns analysis.

Conduct independent and collaborative research in statistics and probability; develop, validate, and maintain efficient code and automated predictive financial models; analyze large datasets; collaborate across teams to update and optimize models and workflows to meet market demands.

Design, implement, and validate mathematical and simulation models for trading strategies. Analyze market data using kdb+/q and Python, build automation with Shell and Excel/VBA, conduct option-specific research and portfolio construction, backtest systematic ideas, monitor live trading automatons, and assist senior researchers in deploying and maintaining quantitative strategies.

As a Quantitative Researcher, you'll develop trading signals and models, implement research components, and evaluate them using statistical methods in a collaborative environment.

The role focuses on building tools for volatility research, designing trading strategies, analyzing data, and collaborating with a team to enhance trading strategies in volatility markets.

Develop and implement state-of-the-art machine learning models and statistical methods using massive structured and alternative datasets to discover predictive signals, design experiments, validate ideas through simulation, and collaborate to move research into production trading strategies.

The Quantitative Researcher will design, research, and deploy systematic trading strategies in global equity markets, conducting performance evaluation and managing risk.

Conduct quantitative research for high-frequency trading and prediction markets. Analyze order book and trade data, develop statistically significant alpha signals, support latency-sensitive strategies, and apply pricing and liquidity management techniques. Interns may rotate across trading tracks. The role requires advanced statistical research, market microstructure knowledge, Python and C++ proficiency, and quantitative strategy development.

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