In this role you will contribute to building and validating systematic trading strategies across global markets. You’ll work with cross-functional teams to research alphas, develop models, and implement trading ideas within a collaborative, results-driven culture. The position offers exposure to multi-asset strategies and a platform that blends academic rigor with practical execution. You will help shape scalable tools and processes for alpha generation and portfolio management, driving tangible impact.
Pay / Benefits
Fully paid medical and dental insurance for employees and dependents
Flexible spending account
401k
Fully paid parental leave
Generous PTO with unlimited sick days
Gym membership discounts
Responsibilities
Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies
Build and maintain tools and systems used throughout the quantitative research and portfolio management processes
Key requirements
PhD or Masters degree from a top university in computer science, mathematics, statistics, physics, engineering, or quantitative finance
2-8 years’ experience in quantitative research and/or quantitative development for systematic strategies
Proficient in Python and/or C++, with solid data structures and algorithms background
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