Quantitative Trader Developer Jobs

Citi's Markets Quantitative Analysis (MQA) group is seeking a highly skilled VP Quantitative Analyst to join its Equities team. This role is central to the research, design, implementation, and maintenance of cutting-edge Equities Execution Algorithms for Citi's clients and internal trading desks, with a specific focus on North America and LATAM markets. This position offers a unique opportunity to apply strong quantitative, technical, and soft skills to foster innovation within a collaborative team culture, directly impacting trading businesses, control functions, and the global client base. Key Responsibilities Algorithmic Development & Enhancement: Design and develop new algorithms and strategies for the next generation equity trading platform initiative at Citi. Research, design, and implement improvements for existing algorithmic trading strategies (e.g., VWAP, liquidity seeking). Develop and enhance quantitative models, including optimal schedule, market impact models, and short-term predictive signals (e.g., fair value). Implement algorithm enhancements and customizations with production-quality code, applying best practices for modular, reusable, and robust trading components. Data Analysis & Modeling: Perform in-depth analysis of large datasets comprising market data, orders, executions, and derived analytics. Apply statistical modeling and machine learning techniques for data analysis and signal generation. Conduct flow analysis and performance tuning for various client flows. Provide data and analysis to support initial model validation and ongoing performance analysis. Collaboration & Support: Collaborate closely with traders, risk managers, product, sales, and technology teams to integrate quantita

Role: Application Reliability Engineer Location: Gurgaon Who we are Graviton Research Capital is a privately funded quantitative trading firm striving for excellence in financial markets research. We trade across a multitude of asset classes and trading venues using a diverse range of concepts, from time series analysis and stochastic models to machine learning and statistical inference. We analyse terabytes of data to identify pricing anomalies and drive innovation in financial markets. Key Responsibilities and Deliverables The ideal candidate will possess a strong background in technical support, with a passion for problem-solving and a commitment to excellence. As an Application Reliability Engineer, you will be responsible for: Monitor production services and respond quickly to alerts, incidents, and outages to ensure smooth operation and minimal downtime. Monitor trading systems and infrastructure., Triage issues across trading support services, databases, and infra; escalate and coordinate with the right owners, and drive root-cause analysis and ensure fixes are implemented for long-term stability. Serve as the first line of defense for trading operations. Proactively identify, address recurring issues, and build automation to reduce manual intervention. Improve observability by enhancing monitoring, logging, and alerting systems. Develop and maintain operational runbooks and SLO/SLA metrics. Eligibility and Required Skills Possess a degree in a highly analytical field, such as Engineering, or Computer Science 2-5 years of experience in Python, Shell/Bash scripting. Experience with Linux and shell/bash online tools. Hands-on experience with databases (SQL, NoSQL) Strong problem-solving and analytical skills Excellent communication skills Ability to remain calm and analytical under production pressure Good to have: Familiarity with monitoring/alerting stacks (Prometheus, Grafana, ELK, etc.) Familiarity with distributed messaging (Kafka) and caching systems (Red

Who we are Graviton Research Capital is a privately funded quantitative trading firm. We trade across a multitude of asset classes and trading venues using a diverse range of concepts, from time series analysis and stochastic models to machine learning and statistical inference. We analyse terabytes of data to identify pricing anomalies and drive innovation in financial markets. Role Overview We are looking for a Program Manager who thrives at the intersection of rigorous engineering and predictable delivery. You will not just "manage tasks" — you will orchestrate the development lifecycle for mission-critical systems. Your goal is to ensure that our elite engineering teams can focus on high-performance code while you own the execution strategy, dependency mapping, and release discipline. Key Responsibilities Lead Agile ceremonies (Sprint Planning, Stand-ups, Retrospectives) tailored for deep-tech engineering teams. Transform high-level trading requirements into granular, executable backlogs. Own capacity planning and burn-down metrics to provide high-visibility delivery timelines. Navigate the complex interplay between engineering teams (e.g., Connectivity, Core Infrastructure, Simulation) to prevent bottlenecks. Build and maintain advanced Jira dashboards, automated roadmaps, and Confluence documentation that serve as the "single source of truth" for stakeholders. Proactively identify technical debt, architectural blockers, or resource gaps that threaten release stability. Continuously refine Agile methodologies to suit low-latency, performance-sensitive development cycles (where "Definition of Done" includes rigorous performance benchmarking). Eligibility & Required Skills 5+ years of experience as a TPM, Program Manager, or Scrum Lead in a product-engineering environment (HFT, FinTech, Networking, or Kernels/Systems). A strong grasp of the software development lifecycle for high-performance systems. While you won't write code, you must understand concepts li

ROLE Point72 is looking for a Quantitative Analyst to join its Fund Flow Research team. The Fund Flow Group provides best in class flow and positioning indicators to help PMs, analysts, and traders across all investment functions understand their investment backdrop, better assess reward and risk, and identify alpha opportunities. RESPONSIBILITIES Refine and advance current product offerings. Contribute to research efforts formalizing and building new models. Assist in daily workflow contributing to internal communications and data production. Work with PMs and analysts to answer questions and identify needs and additional features REQUIREMENTS Undergraduate degree or higher in a technical field. Quant research or development experience at a financial institution. Experience working with time series and point in time data. Strong programming skills in Python and SQL. Strong written and verbal communication skills. Passion for research, markets, and problem solving. Intellectual curiosity, exceptional attention to detail, and the ability to manage multiple projects and deadlines in a fast-paced environment. Commitment to the highest ethical standards.

Build something people love Wealthsimple is Canada’s leading financial innovator. The company offers a full suite of simple, sophisticated financial products across managed investing, do-it-yourself trading, cryptocurrency, tax filing, spending and saving. Wealthsimple currently serves more than 4 million Canadians and holds over $155 billion in assets under administration. The company was founded in 2014 by a team of financial experts and technology entrepreneurs, and is headquartered in Toronto, Canada. We're proud of what we've built — and we're just getting started. Read our Culture Manual and learn more about how we work . About the team The Investment Research Team is at the core of every investment product designed at Wealthsimple. Our team combines deep market expertise with strategic vision, developing best-in-class investment strategies that serve our growing client base. We analyze financial products and securities with a data-driven approach, ensuring our offerings meet client needs while aligning with our mission to empower people with financial freedom. What you'll do Conduct thorough daily order reviews for algorithm-generated trades across managed portfolios to verify accuracy and ensure abnormal order resolution prior to submission to the trade desk. Perform systematic, regular reviews of managed accounts to proactively identify and resolve operational bottlenecks, workflow friction, and systemic trading issues. Apply a disciplined, process-oriented, and operational mindset to execute daily portfolio management and trading support tasks reliably and efficiently. Collaborate closely with internal trading desks, investment operations, and product teams to streamline trade execution workflows and enhance portfolio tracking capabilities. Skills you bring 1-2 years of professional experience in portfolio operations, trade execution, or financial analysis within a modern financial institution or fintech setting. Strong analytical thinking and quantitative

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 the Role OpenAI’s Industrial Compute organization is responsible for ensuring our compute infrastructure scales efficiently to support millions of users and increasingly sophisticated AI models. We’re looking for a Data Scientist to partner closely with Capacity Systems Engineering, Infrastructure, Product, and Research to optimize inference capacity across our global GPU fleet. This role combines statistical modeling, large-scale data analysis, forecasting, and systems thinking to drive critical decisions around infrastructure investments, performance-efficiency trade-offs, and customer experience. You’ll transform complex operational data into actionable insights that directly influence how OpenAI allocates and scales one of the world’s largest AI compute environments. Key Responsibilities Build statistical and machine learning models to profile and improve GPU utilization, latency, throughput, and overall fleet efficiency. Develop forecasting models for inference demand across products, regions, and model families. Analyze production workloads to identify latency bottlenecks and capacity constraints, highlighting optimization opportunities. Partner with Capacity Systems Engineering to inform infrastructure planning and long-term GPU investment strategies. Design experiments and simulations to evaluate scheduling policies, serving strategies, and infrastructure tradeoffs. Build dashboards and operational metrics that enable leadership to make data-driven capacity decisions. Collaborate with Product, Research, Finance, and Infrastructure teams to align compute planning with business growth and model roadmaps. Communicate technical findings clearly to both engineering teams and executive leadership. Qualifications MS or PhD in Statistics, Computer Science, Operations Research, Applied Mathematics, Economics, or related quantitative discipline (or equivalent industry experience). 5+ years of experience working in the infrastructure data science space. Strong ex

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 to play an important role in building next generation trading infrastructure and applications? Do you thrive in an innovative environment? If so, we encourage you to consider CTC! The Role We are looking for talented and motivated software engineers to join our engineering teams in designing, coding, and testing sophisticated trading tools and risk applications. These distributed real-time systems will require you to have a deep understanding of computer science concepts, strong software development skills and methodology, and effective communication and collaboration abilities. Software development cycles at CTC are short and releases of proprietary software are frequent. In this fast-paced and dynamic team environment, our engineers quickly see the results of their effort, and the impact it has on our businesses. Engineers will also have exposure to trading through our combined trading and technology curriculum which includes a shadow on one of our trading desks. What it takes for you to be successful You can apply understanding of data structures, algorithms, and multi-threading concepts to real-world problems You are curious ab

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. The Role As a Software Engineering (SE) Intern, you will be challenged to learn and adapt in a dynamic, forward-thinking, and fast-paced environment and will experience life as an engineer on one of our technology teams. Your impact is immediate and meaningful. You will work alongside software engineers designing, solving and testing complex coding problems that will deliver solutions to our trading tools and risk applications. You will build the tools traders and quants rely on to price, trade, and manage risk in real time - and because our release cycles are measured in days, you will watch your code reach production and affect the desk almost immediately. This work draws on a solid foundation in computer science, software development practice, and strong communication and teamwork. You will get exposure to the design and implementation of these systems, which will allow you to build upon your technical skills. As part of the Summer Associate cohort, you will learn and socialize alongside other SE Interns and Quant Trading (QT) Interns. There are a variety of languages you could get practical experience working with including (but

We’re building a world of health around every individual — shaping a more connected, convenient and compassionate health experience. At CVS Health®, you’ll be surrounded by passionate colleagues who care deeply, innovate with purpose, hold ourselves accountable and prioritize safety and quality in everything we do. Join us and be part of something bigger – helping to simplify health care one person, one family and one community at a time. CVS Health is seeking a FP&A Analyst for the MCIS (Manufacturer Contract Information System) team. As an Analyst you’ll be responsible for the day-to-day functions that consists of contract entries into a database and the qualitative and quantitative review of these contracts negotiated by the Trade Relations team. Other responsibilities will consist of: Entry of contracts and bids into MCIS Ownership of reporting for delivery to internal and external business partners Collaborating with trade when contract or bid questions arise Quality assurance of contract and bid entries Financial analysis of manufacturer contracts negotiated by the CVS Caremark Trade Relations team Assisting on MCIS related XP (extreme programming) projects User acceptance testing (UAT) for new enhancements made to MCIS Supporting management in the development and maintenance of Ad-Hoc reporting Ability to uptrain others on MCIS Demo MCIS to non-users when needed Maintaining relationships with Trade Relations and other partnering organizations Required Qualifications 1 or more years of work experience 1 or more years of proficiency in Excel Managing various projects at once with deadline Preferred Qualifications 3 or more years of Excel experience Healthcar

Xendit is the financial technology platform built for businesses that move fast. We give companies one unified platform for payment acceptance, payouts, treasury and financial services, replacing fragmented local integrations with a single infrastructure layer. We serve businesses of every size, from high-growth startups to global enterprises, processing high-volume transactions across Southeast Asia and beyond, with more markets on our global expansion roadmap. Why this role exists This domain runs on trade-offs, experience versus compliance, merchant versus developer, and those decisions are better made with evidence than with opinion. This role owns generative and evaluative research across the merchant lifecycle and the developer experience, and makes research a standing input to how the domain prioritizes rather than an occasional favor. What you'll own The research roadmap across the domain's three clusters , prioritized against the decisions that most need evidence. Mixed methods: interviews, usability testing, surveys, and behavioral/funnel analysis in partnership with Data. Turning findings into decisions PMs and designers act on, influence through evidence rather than authority. A lightweight insight repository, and a practical model for democratizing good-enough research while protecting rigor on high-stakes questions. How you will work You report to the Product Design & UX Director for Customer Lifecycle and work across all three clusters, partnering with the PMs and designers who rely on your evidence to prioritize. You set the research cadence and the insight repository, and you decide where rigor matters most and where lightweight research is enough. Much of your impact comes through influence rather than mandate, moving decisions with evidence. The domain works from validated findings rather than assumptions and values direct, candid critique. What we're looking for Mixed-methods UX research experience. You are fluent across qualitative and quant

JLL empowers you to shape a brighter way . Our people at JLL are shaping the future of real estate for a better world by combining world class services, advisory and technology for our clients. We are committed to hiring the best, most talented people and empowering them to thrive, grow meaningful careers and to find a place where they belong. Whether you’ve got deep experience in commercial real estate, skilled trades or technology, or you’re looking to apply your relevant experience to a new industry, join our team as we help shape a brighter way forward. Research Analyst – JLL What this job involves: The Research Analyst will join JLL's San Francisco Research team to deliver market intelligence that sets JLL apart. You will analyze San Francisco's industrial, office, and flex markets alongside the economic drivers that shape them. This role combines direct client engagement with hands-on data analysis, positioning you at the intersection of urban economics and commercial real estate. You will grow from foundational market research into automated workflows, quantitative modeling, and independent analysis—building both analytical rigor and technical capability. If you're curious about what drives markets and ready to become data fluent while mastering local real estate dynamics, this role offers a clear path forward. What your day-to-day will look like: Develop expertise on San Francisco's economy, industry composition, demographics, and commercial real estate market to identify trends and emerging opportunities Maintain comprehensive market coverage by tracking significant leasing activity, tenant movements, development projects, sales transactions, and ownership changes Meet regularly with clients and internal teams to present market insights, conditions, and forecasts Produce quarterly reports on San Francisco market

Who we are About Stripe Stripe is a financial infrastructure platform for businesses. Millions of companies - from the world’s largest enterprises to the most ambitious startups - use Stripe to accept payments, grow their revenue, and accelerate new business opportunities. Our mission is to increase the GDP of the internet, and we have a staggering amount of work ahead. That means you have an unprecedented opportunity to put the global economy within everyone's reach while doing the most important work of your career. About the team At its core, Stripe is a treasury company, and the Treasury Finance team (TFIN) is key to building the Global Payments and Treasury Network (GPTN). Within TFIN, the FX team collaborates closely with product, engineering, sales, and finance teams to manage Stripe’s Corporate and User related FX risk. This includes creating pricing models to keep pace with product expansion and developing hedging strategies to mitigate the risks to Stripe’s profitability. What you’ll do Stripe supports global commerce across 135+ currencies including digital assets.As a result, Stripe needs to build and maintain platform systems capable of pricing, estimating and hedging the resulting FX exposures. Grounded in an understanding of FX market conventions and dynamics, you will partner with Engineering, Data Science, Product, and Finance to maintain operational rigor today while shaping long-term pricing and hedging strategies. Responsibilities Monitor FX risks, execute trades , reconcile position, and attribute costs Build automated risk monitors, alerting tools, and analytical models using SQL and quantitative coding to enable observability and minimize operational toil Collaborate with Product and Engineering to guide the design and scaling of core FX infrastructure, trade execution flows, and liquidity provider integrations Develop risk-based FX pricing methodologies across products and currency pairs, factoring in volatility, transaction costs

Who we are About Stripe Stripe is a financial infrastructure platform for businesses. Millions of companies - from the world’s largest enterprises to the most ambitious startups - use Stripe to accept payments, grow their revenue, and accelerate new business opportunities. Our mission is to increase the GDP of the internet, and we have a staggering amount of work ahead. That means you have an unprecedented opportunity to put the global economy within everyone's reach while doing the most important work of your career. About the team At its core, Stripe is a treasury company, and the Treasury Finance team (TFIN) is key to building the Global Payments and Treasury Network (GPTN). Within TFIN, the FX team collaborates closely with product, engineering, sales, and finance teams to manage Stripe’s Corporate and User related FX risk. This includes creating pricing models to keep pace with product expansion and developing hedging strategies to mitigate the risks to Stripe’s profitability. What you’ll do Stripe supports global commerce across 135+ currencies including digital assets.As a result, Stripe needs to build and maintain platform systems capable of pricing, estimating and hedging the resulting FX exposures. Grounded in an understanding of FX market conventions and dynamics, you will partner with Engineering, Data Science, Product, and Finance to maintain operational rigor today while shaping long-term pricing and hedging strategies. Responsibilities Monitor FX risks, execute trades , reconcile position, and attribute costs Build automated risk monitors, alerting tools, and analytical models using SQL and quantitative coding to enable observability and minimize operational toil Collaborate with Product and Engineering to guide the design and scaling of core FX infrastructure, trade execution flows, and liquidity provider integrations Develop risk-based FX pricing methodologies across products and currency pairs, factoring in volatility, transaction costs

Our vision is to transform how the world uses information to enrich life for all . Micron Technology is a world leader in innovating memory and storage solutions that accelerate the transformation of information into intelligence, inspiring the world to learn, communicate and advance faster than ever. The DRAM Systems & Architecture Lab researches next-generation memory architectures that enable future AI, machine learning, and high-performance computing systems. The team explores innovative memory technologies, system architectures, and hardware-software co-design approaches to improve performance, scalability, and efficiency for emerging AI workloads. As a Research Intern in the DRAM Systems & Architecture Lab, you will conduct research focused on next-generation memory systems for AI accelerators. You will investigate tiered memory architectures, analyze AI workload behavior, develop experimental prototypes, and evaluate architectural innovations across hardware, software, and system-level environments. This role offers the opportunity to contribute to research that may influence future product roadmaps, publications, and advanced memory system designs. Responsibilities Research and evaluate tiered memory architectures designed to improve performance and scalability for AI inference and large language model workloads. Develop experimental methodologies, models, simulations, and prototypes to analyze memory system performance, data movement, and workload behavior. Investigate memory hierarchy optimizations, data placement strategies, cache management, and memory migration mechanisms across AI computing systems. Perform quantitative analysis using hardware platforms, simulation environments, and FPGA-based prototypes to evaluate architectural trade-offs. Document research finding