
Quantitative Systematic Trader – PhD: 2026
- New York City, NY
- Permanent
- Full-time
- Modelling. Apply probability theory, statistical analysis, and machine learning techniques to analyze and interpret market behavior
- Alpha Monetization. Blend quantitative signals with trading intuition and live market insights to optimize existing strategies or build new ones from the ground up
- Risk Management. Oversee the deployment and real-time operation of trading strategies, fine-tune parameters, and respond to anomalies as needed
- Education. Participate in a comprehensive education program and receive personalized mentorship from senior professionals to accelerate your growth
- Collaboration. Work in an open environment that allows you to collaborate with researchers and technologists to build parts of the execution engine
- PhDs graduating by Summer 2026 or postdocs in quantitative fields such as Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, or Economics
- Analytical problem-solvers with excellent logical reasoning and a passion for turning data into decisions
- Clear communicators in a fast-paced and highly collaborative environment
- Programmers comfortable processing and analyzing large data sets in Python; experience with C++ (or another low-level language) is a plus
- Strategic thinkers with demonstrated interests in strategic games and/or competitive activities
- Self-motivated and quick to learn, thriving in dynamic, fast-moving environment
- Strong Trading Interest and drive to develop a deep mental model of microstructure and market intuition