Posted 17 days ago
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A well-established market maker is expanding its quantitative research team and seeks a PhD graduate based in New York. The role focuses on alpha generation, developing predictive models, and researching new strategies across liquid markets. Candidates will apply statistical methods, build risk models, and develop tools to automate research and visualise data. Strong programming skills (C/C++ and Python), exceptional quantitative ability, and excellent communication are required.
- Compensation
- Not specified
- City
- New York City
- Country
- United States
Currency: Not specified
Full Job Description
A well-established market maker, expanding its quantitative research team following a successful 2024 and a strong start to 2025, is seeking a PhD graduate in New York. This role will focus on alpha generation, developing predictive models, and researching new strategies across liquid markets.
Key Responsibilities
- Apply statistical methods and analytical techniques to develop predictive models.
- Research and implement new trading strategies to enhance performance.
- Analyse existing strategies to identify optimisation opportunities.
- Develop risk models and frameworks to manage portfolio risk effectively.
- Build tools to automate research processes and improve data visualisation.
Candidate Profile
- Advanced degree (preferably PhD) in a quantitative discipline such as Science, Mathematics, or Engineering.
- Strong academic background with a history of challenging coursework and a high GPA.
- Exceptional problem-solving, mathematical, and quantitative skills.
- Proficiency in programming languages such as C/C++ and Python.
- Ability to work under pressure and solve complex technical and quantitative problems.
- Strong communication skills, capable of engaging with both technical and non-technical teams.
- Internship experience in a quantitative role
- Intellectual curiosity, self-motivation, and a collaborative mindset.
The firm values intellectual curiosity, problem-solving ability, and a passion for quantitative research in high-performance trading environments.
