Quantitative Finance Researcher Jobs

We are a special software team embedded in a top performing quantitative equity fund that manages over $78+ billion USD in financial assets. This is a fantastic opportunity in the exciting intersection of finance and technology where investment decisions are made using technology. Quantitative equity funds use programmed investment strategies and as a result, our developers are crucial to its success. The team is headquartered and deeply rooted in West Coast Vancouver. We place high value on maintaining an entrepreneurial spirit and creating a culture where each of us has opportunities to succeed. What You Will Do Developers play an essential role through innovative technologies: machine learning, cloud computing, optimization engines, non-traditional high-performance databases, custom applications and data visualization. You own the entire software life cycle: Collaborate with portfolio managers, analysts and researchers to analyze interesting financial problems. Design, plan and implement solutions in an entrepreneurial spirit. Keep investment systems running smoothly through enhancements and support. What You Bring Programming Knowledge – you are working towards an undergraduate, graduate, or post-graduate degree in a computer-related field OR exceptional programming skills gained through your work experience. Deeply Analytical – you possess an analytical mind and enjoy mental challenges. An ability to perform deep thoughtful analysis is required for this role. Passion for Technology – we work with a range of technologies and programming languages, including Python, Kdb+/Q, R, Spark, AWS, and Databricks. Prior experience with these technologies is not required; what matters is a genuine enthusiasm for technology and an eagerness to learn new languages, tools, and concepts. Collaborative Communication – you have a collaborative spirit that helps you to work well with others and you communicate effectively. Interest in Investment Management&

Role We are looking for an experienced Macro Quant Researcher to join our team in Taipei. Responsibilities Develop macro-focused systematic trading strategies in liquid secondary markets. Conduct research to identify data-driven signals and market inefficiencies. Collaborate with team members on research and development initiatives. Requirements B.S., M.S., or Ph.D. degree in economics, finance, computer science, physics, or other quantitative discipline. 2+ years of experience in quantitative research or systematic trading at a bank, hedge fund, or asset manager. Experience with systematic trading strategies for any secondary market product (e.g., Taiwan index futures, BTC, etc.) using tools beyond Excel or MultiCharts. Proficiency in Python or C++ and familiarity with database query languages (SQL or NoSQL). Demonstrable ability to conduct independent research utilizing large datasets. Detail-oriented, willingness to take ownership of his/her work, and ability to work both independently and within a small team. Commitment to the highest ethical standards.

JOB DESCRIPTION Researchers are responsible for applying, adapting, and extending existing results in the broad field of machine learning, while also conducting novel research as required. We are interested in all aspects of ML including: predictive modelling, clustering, time series analysis, natural language processing, and computer vision. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, implementation and testing, prototyping, and performance evaluation. Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior. DESIRABLE CANDIDATES Students enrolled in a PhD program in machine learning, computer science, statistics, or a related field. Superb analytical and quantitative skills, along with a healthy streak of creativity. Demonstrated ability to conduct independent research utilizing large data sets. Passion for seeing research through from initial conception to eventual application. Curiosity about financial markets Strong scientific programming in Python, R or Matlab. Empirical, detail-oriented mindset. Sense of ownership of his/her work, working well both independently and within a small collaborative team. We’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear abou

Point72 is seeking a Quantitative Developer to join its Portfolio Construction and Analysis (PCA) team within the CIO office. ROLE Point72 is seeking a Quantitative Developer to join its Portfolio Construction and Analysis (PCA) team within the CIO office. The PCA team plays a vital role in the Equity L/S business at the firm, collaborating with investment teams to improve net revenue and risk adjusted returns. The Quantitative Developer will build, refine, and maintain an efficient technology infrastructure to enable and support the team’s quantitative research and analytical efforts. The ideal candidate is a smart, self-driven, and creative problem solver with strong technical and quantitative skills. RESPONSIBILITIES Architect, build, refine, and increase automation and robustness of the research infrastructure, including data access, risk modeling, and backtesting components Collaborate with quant researchers to implement framework for automating and presenting analytics, reports, and monitors Collaborate with firm-wide technology teams to deliver analytics and tools to users across the firm DESIREABLE CANDIDATES Undergraduate, Masters, or PhD in Computer Science or other quantitative discipline 3+ years of professional experience developing infrastructure to support an investment team Strong programming skills in Python and SQL Solid background in math/statistics/finance and familiarity with quantitative research methodologies and machine learning algorithms Understanding of and experience with the data ingestion process Ability to contribute to the analytics, quant research, and development process Understanding of portfolio construction is a plus Knowledge of equities is a plus High-energy personality and the ability to manage multiple tasks and deadlines in a fast-paced environment High degree of drive – must be a self-starter Ability to recognize and seize opportunities Depth of skills enabling him/her to perform ad hoc projects and task

About BlockTech BlockTech is an algorithmic trading firm operating at the frontier of global crypto derivatives and spot markets. We trade 24/7 across some of the fastest-moving, most data-rich venues in finance. Crypto is one of the few markets where the gap between a good model and live PnL comes down to how fast and how reliably you can ship it. Abundant data, novel microstructure, and a short path to production mean the quality of our infrastructure directly moves the edge. We're looking for a Quantitative Developer to build that infrastructure and get our models into production. The role This is a hands-on engineering seat on our trading floor. You'll own the infrastructure that turns research models into production trading systems, working primarily in Python and Rust, the language our models and systems are written in. You'll build the frameworks and tooling that let quants ship their code to production and keep those systems running once they're live. You'll work shoulder-to-shoulder with researchers, traders, and fellow engineers, building the tooling, pipelines, and standards that let good ideas reach production quickly and safely, and helping raise the engineering bar across the floor. You will Build and own the infrastructure that takes models from research to production - data pipelines, backtesting, deployment, and monitoring. Turn research prototypes into robust, performant, production-grade code that runs reliably in live trading Work closely with quantitative researchers and traders to get new models live quickly and safely Own the systems you ship in production: monitor performance, diagnose issues, and keep latency and reliability high Improve the tools, standards, and pipelines the team relies on, raising the engineering bar across the floor What we're looking for 2+ years of software engineering experience, with a track record of shipping production-grade systems A strong academic foundation in a STEM discipline (computer science, mathematics, p

About Graviton Research Capital: Graviton Research Capital is a cutting-edge high-frequency trading (HFT) firm that leverages technology, quantitative research and algorithms to trade in global markets. Our team consists of world-class technologists, researchers and traders who collaborate to push the boundaries of automated trading. Role Overview : We’re looking for a Central Execution Trader to join our Singapore team and become a key player on the Central Trading Desk . This team interfaces with, and acts as the communication hub for all brokers and exchanges on behalf of the firm externally, as well as technology, quantitative researchers, risk management, compliance, and business development teams internally. In this role, you’ll be building and refining systems that keep our live trading running flawlessly. From designing real-time monitoring tools to automating critical workflows, you’ll be at the heart of ensuring smooth and efficient trade execution. Key Responsibilities: Own one or more markets and the day-to-day execution and operational health of the live strategies in them. Start strategies at the open, track their state, positions and PnL through the session, and close the day with correct positions and files for the next session. Act as the first line of defense for alerts, order rejects and outages in those markets, and as the primary contact for brokers and exchanges on live issues. Diagnose the issue, contain the impact and hand the root cause to the owning quant or technology team. Build and enhance real-time monitoring and safety tooling for live and post-trade environments. Design checks that detect abnormal order flow, position and PnL moves, and surface them to the desk in time to act. Work on live data from the firm's trading systems and from brokers, and take the tooling from idea to production on the desk. Communicate clearly on incidents, resolutions, and process improvements with cro

Graviton Research Capital is one of the largest quantitative trading firms in APAC, with a strong footprint across 40+ global exchanges and a rapidly growing presence across multiple geographies. We are a bootstrapped firm with a long-term vision, focused on building high-performance teams that operate at scale in some of the world’s most competitive markets. Since our inception, we have built a team of exceptional researchers, portfolio managers, and technologists. We are seeking an Operations Analyst ( middle office ) for our team in Singapore. What You Will Do: Oversee daily trade bookings, position and P&L reconciliations, settlement challenges, and corporate action events Ensure accurate and timely delivery of reports on trades, positions, cash holdings, costs, and P&L attribution Manage all operational aspects throughout the trade lifecycle, from initiation to settlement Liase with counterparties, custodians, and prime brokers to on-board new businesses and address daily issues Identify and drive process improvement initiatives, focusing on increasing operational efficiency and scalability. Design and implement automated solutions that streamline workflows using best practices in data management and automation. What You Need to Succeed: 2 to 5 years of Middle Office/Operations experience, preferably from a buy-side environment (Hedge funds, Prop Trading) or Prime brokerage Solid product knowledge in listed equities (a must), ETFs, derivatives, and FX Familiarity with Asian securities markets and their respective regulations is preferred Proficient in Excel, with practical experience in VBA, SQL, and Python Demonstrated experience in process improvements and designing automated solutions, ideally within a trading environment Excellent problem-solving skills with a proactive approach to identifying and addressing areas for improvement Why Join Graviton? Work in a high-performance, data-driven trading environmen

Graviton Research Capital is one of the largest quantitative trading firms in APAC, with a strong footprint across 40+ global exchanges and a rapidly growing presence across multiple geographies. We are a bootstrapped firm with a long-term vision, focused on building high-performance teams that operate at scale in some of the world’s most competitive markets. Since our inception, we have built a team of exceptional researchers, portfolio managers, and technologists. We are seeking a Market Risk Manager to join our Singapore team. Responsibilites Modeling and Quantitative Risk Analytics Develop, validate, and maintain quantitative risk models for risk exposure and stress testing and scenario analysis. Backtest and calibrate models using high-frequency trading data. Partner with quantitative researchers to understand model behavior under various market regimes. Limit Frameworks and Governance Design and manage position, P&L, and exposure limit structures by strategy, symbol, and trading entity. Maintain audit trails and approval workflows for limit changes and exceptions. Support the development of automated alerts and escalation processes. Reporting and Post-Trade Analysis Produce daily and intraday risk reports for senior management. Conduct post-trade analysis to understand sources of risk and drawdowns. Contribute to capital allocation discussions and portfolio-level risk optimization. Cross-Functional Collaboration Partner with technology teams to enhance data pipelines, monitoring dashboards and risk infrastructure. Collaborate with compliance and regulatory teams to ensure adherence to exchange and jurisdictional rules (e.g., self-trade prevention, kill switches, rate limits). What You Need to Succeed: Bachelor's/Master's in computer science, electrical engineering, mathematics, or physics. 2-5 years of experience as an engineer or quant researcher. Strong programming skills in Python and C++; familiarity with real-time systems and large da

About Us: AI needs a new infrastructure layer. We're building it at Modal. Every era of computing brought new workloads that previous infrastructure couldn't support: mainframes, databases, and the cloud. Each time, the company that rebuilt the layer underneath defined the decade. AI is no different, except it touches everything instead of one slice, and the window to build the layer underneath it is open right now. Our customers include category-defining companies like Ramp , Cognition, DoorDash, and Suno. They rely on Modal for instant GPU access, sub-second container starts, and native storage, so it's simple to serve low-latency inference, fine-tune models, and access production-ready sandboxes at scale. We've passed $1B in annualized run rate, up 15x from a year ago. In October 2026 we raised a $750M Series D led by Accel at a $15.75B valuation. Our team includes creators of popular open-source projects (e.g., Seaborn , Luigi ), academic researchers, international olympiad medalists, and experienced engineering and product leaders with decades of experience. The Role: We’re looking for business operations managers to join the team. This person will work closely with folks across marketing, sales, operations, and finance across a variety of initiatives to help scale the business in our next phase of growth. You'll be a generalist who gets in the weeds on all the business and operational aspects of a high-growth startup. In this role, you will: Drive in-depth quantitative analyses to inform our pricing and packaging strategy. Help spin up our deal desk and streamline enterprise deals. Support the exec team on various finance functions, from investor relations to large cloud vendor negotiations to identifying cost optimization opportunities. Implement new tools and processes to enable the GTM org to grow rapidly. Get creative on a spectrum of ad-hoc projects like securing new office space in Manhattan. Requirements: We are looking for someone who: Has 5+ years exp

A Career with Point72’s Market Intelligence Team On our proprietary research team—Market Intelligence—you’ll support Data Research team members as they work with our investment professionals and Compliance team to uncover insights about companies, industries, and the broader economy through deep fundamental research and applying data science and engineering techniques to alternative data sets. You’ll work alongside a talented team with diverse skills, backgrounds, and perspectives. Our industry researchers, product managers, and data scientists and engineers work together to build compliant research products that answer the questions our investment professionals care about most. We look for other bright, motivated, and collaborative people to join our team and grow with us. About the Sector Analyst Internship As a sector analyst, you will provide industry context and business fundamentals to our team of data scientists and engineers and support the team that delivers tailored and synthesized insights to our investment professionals. You should be curious about global industry trends, business models, and supply chains, and enjoy developing deep sector expertise. You should excel at distilling clear takeaways from complex qualitative and quantitative information—including alternative data—and be energized by an experiment-driven research approach, shifting priorities, and close collaboration across investment, research, and compliance teams. During the 10-week program based in our New York office, you will gain exposure to: Developing subject-matter expertise on an assigned sector related to key themes and KPIs that drive the industries and companies within your sector How data researchers support investment professionals and help inform their investment decisions Composing research reports and synthesizing findings Collaborating with our other proprietary research teams to source and extract

Chicago Trading Company (CTC) is a premier proprietary trading firm specializing in options market making. Our collaborative culture fuels innovation in quantitative research, systematic trading strategies, and cutting-edge trading technology. For over three decades CTC has provided critical liquidity across derivatives exchanges worldwide - making them fairer, more transparent, and more efficient. We strive to be the most innovative firm in the industry today, tomorrow, and long into the future while upholding ethical excellence. We believe that CTC makes a positive impact on the markets, the lives of our employees, and all the communities to which we belong. Started in 1995 by a team of forward-thinking Traders, we are proud to call ourselves an industry leader that keeps making markets and each other better. Are you excited by the opportunity to be part of a dynamic trading environment that values teamwork and collaboration? Do you thrive in an innovative atmosphere? If so, we encourage you to consider Chicago Trading Company! The Role The Quant Trading Associate (QTA) role is our entry-level position within our Trading and Quant organization and gives you broad exposure to the whole business as you work towards graduating from the Associate Program and assuming a role as a Quant Trader or Quant Researcher. As a QTA, you will work in a high-impact role as a member of a trading or quantitative team. You will play a vital part in identifying trading opportunities and impacting your team through dynamic problem solving — including trade execution, strategy formulation, back-testing, data analysis, and the modeling and pricing of traded financial derivatives — while communicating with traders, risk managers, software engineers, and quants throughout the trading day. You will learn all aspects of the trading and quant operation and work towards a role that generates trading revenue or drives strategy development for the team. In addition to the

Chicago Trading Company (CTC) is a premier proprietary trading firm specializing in options market making. Our collaborative culture fuels innovation in quantitative research, systematic trading strategies, and cutting-edge trading technology. For over three decades CTC has provided critical liquidity across derivatives exchanges worldwide - making them fairer, more transparent, and more efficient. We strive to be the most innovative firm in the industry today, tomorrow, and long into the future while upholding ethical excellence. We believe that CTC makes a positive impact on the markets, the lives of our employees, and all the communities to which we belong. Started in 1995 by a team of forward-thinking Traders, we are proud to call ourselves an industry leader that keeps making markets and each other better. Are you excited by the opportunity to be part of a dynamic trading environment that values teamwork and collaboration? Do you thrive in an innovative atmosphere? If so, we encourage you to consider Chicago Trading Company! The Role The Quant Trading Associate (QTA) role is our entry-level position within our Trading and Quant organization and gives you broad exposure to the whole business as you work towards graduating from the Associate Program and assuming a role as a Quant Trader or Quant Researcher. As a QTA, you will work in a high-impact role as a member of a trading or quantitative team. You will play a vital part in identifying trading opportunities and impacting your team through dynamic problem solving — including trade execution, strategy formulation, back-testing, data analysis, and the modeling and pricing of traded financial derivatives — while communicating with traders, risk managers, software engineers, and quants throughout the trading day. You will learn all aspects of the trading and quant operation and work towards a role that generates trading revenue or drives strategy development for the team. In addition to the

About BlockTech BlockTech is a fast-paced algorithmic trading firm facilitating global cryptocurrency derivatives and spot trading while expanding into new markets. Positions, PnL, and hedging all run through our Mid-Office team. When the numbers our traders and risk team rely on are wrong, this is where it gets found and fixed. The role We're looking for a Software Engineer to join our Mid-Office team in this role, you'll own the systems that keep positions, PnL, and hedging correct across every venue we trade. You build and run the platform, and you're the one who notices when a number looks wrong and follows it until you know why. You will: Own the books. Maintain and evolve our position, trade, and PnL systems so they stay accurate across every venue. Do the quant work. Build and refine our hedging, Greeks, margin models, and early exercise premium calculations. Surface the risk. Build the risk views and calculations that show traders and the risk team what exposure we're carrying. Support the desk. Work side by side with traders and researchers, making sure the data they rely on is correct and available. Deliver reporting. Provide the data that internal stakeholders and regulators require, PnL breakdowns, trade surveillance, treasury accounting, and compliance. Own it in production. Spot discrepancies in live data, trace the root cause, and maintain what you ship. What we're looking for An engineer at heart with a strong quantitative background. Real enthusiasm for the engineering work. A relevant educational background, ideally in a quantitative field such as Mathematics, Econometrics or Computer Science. Professional work experience with Python, Grafana and PostgreSQL. Strong Debugging skills. You can trace problems to their source even in unfamiliar systems A critical mind that follows things until completion, high ownership, and clear communication in English Nice to have Experience in finance (ideally trading), on the systems behind positions, PnL, risk, a

JOB DESCRIPTION Point72 Asset Management is seeking a Quantitative Analyst to join its Portfolio Construction & Analytics Team (PCAT) in the Office of the CIO. PCAT’s mandate is to study all drivers of success for Long/Short Equities investment professionals using data, analytics, and models of investor behavior and the market. These analyses are shared with portfolio managers to improve their strategies and with senior management to better allocate capital across investment teams. The ideal candidate is a highly analytical and creative problem-solver who can conduct independent research, work effectively as part of a team, and effectively summarize and communicate findings. RESPONSIBILITES Conduct bottoms-up analysis on the firm’s portfolios to identify strengths and weaknesses in idea generation, trading, and construction Form top-down views on which strategies offer the best risk/reward for the firm Invent new analytics to quantify skill and frameworks to support trade-offs between different sources of skill and risk Quantify market drivers to support pre-trade risk taking and decision making Communicate key findings to the team, PMs, and Co-CIOs Learn to develop in and contribute back to shared code base, reports, and research tools DESIRABLE CANDIDATES 2 or more years of experience in a quantitative research, portfolio management, or risk management role dealing with equities or equities investments Undergraduate, MS or Ph.D. in Finance, Computer Science, Mathematics, Engineering, or Physics, or other quantitative discipline Experience with statistical models and essential methods of quantitative finance Some level of proficiency in quantitative programming (Python preferred) Highly analytical Good interpersonal skills Detail-oriented Self-starter Ability to work cooperatively in a team-oriented, fast-paced environment A commitment to the highest ethical standards and to act with professionalism and integrity Point72 is a leading global

We are seeking an experienced Quantitative Developer to join our Markets Quantitative Analytics team, partnering closely with Quantitative Analysts, Traders, and Technology professionals to build the next generation of pricing, risk, and analytics platforms. This is a hands-on technical role for a highly skilled software engineer with a passion for quantitative finance. You will be responsible for designing and delivering high-performance, scalable solutions that support front office trading businesses across asset classes. The role offers the opportunity to work on complex quantitative challenges, modern engineering practices, and large-scale distributed systems while helping shape the strategic direction of Citi's quantitative technology platform. Successful candidates will combine strong software engineering expertise with an understanding of quantitative methodologies and financial markets, translating sophisticated mathematical models into robust, production-grade solutions. Key Responsibilities Design, develop, and maintain high-performance pricing, risk, and analytics libraries used across Global Markets. Partner with Quantitative Analysts to transform research models and prototypes into scalable, production-quality software. Build and optimize quantitative applications using modern C++ and Python, applying strong software architecture and engineering principles. Own the full software development lifecycle, including requirements gathering, design, implementation, testing, deployment, and ongoing support. Drive engineering excellence through CI/CD adoption, automated testing, code reviews, and software quality best practices. Develop and maintain market data platforms and data pipelines supporting analytics, pricing, and risk workflows. Work with infrastructure teams to leverage distributed computing, cloud technologies, and scalable arc