Quantitative Research & Trading Recruitment

US$300000 - US$550000 per year

Director ML Quantitative Strategist

I am working with an established fintech firm that is looking to hire a Director to their team in NY. They are looking for an individual with at least a decade worth of experience in finance or technology that is interested in applying their industry knowledge in various ways. Specifically, this person would need a deep understanding of fixed income markets, experience working with or alongside a trading desk, and a background in machine learning. You would have the opportunity to wear multiple hats in this role while helping to develop proprietary algorithms and ML models for the business. If you are interested in joining an academic group of individuals with diverse backgrounds and skillets within an organization that fosters entrepreneurial and collaborative environment, please apply to the below role or reach out to discuss more information. Responsibilities: Develop proprietary FI models and analytics from scratch utilizing machine learning. Develop tools to advance trading functionality in researching and wrangling large data sets. Collaborate with other groups in the organization and provide data-driven insights. Requirements: Undergraduate or Graduate degree in a Quantitative discipline 10+ years of experience in quantitative finance or technology developing models and analytics Applied experience working in fixed income market Python proficiency

US$225000 - US$350000 per year

Associate Director ABS Quant

Title: Associate Director ABS Quant Salary: $225,000 + Total Compensation A top tier global investment bank is currently building out their ABS trading desk and looking to make the very first quant hire to support the desk. The ideal candidate will join as an Associate Director and have a deep product knowledge of ABS & MBS modeling skills. This is an amazing opportunity that embodies entrepreneurship and ownership as you will be joining a team that is in the midst of a greenfield build out. Proficiency in C++ is a must. Qualifications: Advanced degree in a quantitative field 2+ years of experience in ABS and/or MBS modeling Knowledge of Auto Loans and Credit Cards, also open to other esoterics as well Expert in C++ Work well in fast-paced environment and communicate with the trading desk Responsibilities: Develop models for ABS, MBS products Develop reliable & robust front office analytics for hedging, pricing, risk management and P&L attribution Work closely and communicate daily with traders and the trading desk Provide daily quantitative support to the desk and broader business

LNG Trading Analyst (Python)

Job Title: LNG Trading Analyst Location: Aarhus, Denmark (Possibility of Remote) Company Overview: Our client is a leading energy trading firm specializing in LNG (Liquefied Natural Gas) trading. We are committed to delivering innovative energy solutions while maintaining a strong focus on sustainability and market excellence. Position Overview: We are seeking a highly motivated and detail-oriented individual with a minimum of 3 years of experience to join our team as an LNG Trading Analyst. The ideal candidate will possess a strong analytical mindset, excellent communication skills, and a deep understanding of the LNG market dynamics, including US and continental gas markets. Knowledge of Python programming language is considered an advantage. Responsibilities: Analyze market trends, supply-demand dynamics, and pricing structures in the global LNG market, with a specific focus on US and continental gas markets. Develop and maintain models to forecast LNG supply, demand, and pricing movements. Conduct quantitative analysis to identify trading opportunities and optimize trading strategies. Collaborate with traders and other team members to execute trading decisions effectively. Monitor and evaluate the performance of LNG trades and positions. Stay abreast of regulatory changes, geopolitical developments, and industry news affecting the LNG market. Prepare reports, presentations, and market updates for internal stakeholders and clients. Provide insights and recommendations to senior management based on market analysis and research. Qualifications: Bachelor's or Master's degree in Finance, Economics, Engineering, or a related field. Minimum of 3 years of experience in energy trading, preferably in the LNG market, with specific knowledge of US and continental gas markets. Strong analytical skills with proficiency in data analysis and modeling. Familiarity with programming languages such as Python is an advantage. Excellent communication and interpersonal skills. Ability to work independently and collaboratively in a fast-paced environment. Attention to detail and ability to handle multiple tasks simultaneously. Strong commitment to integrity, professionalism, and continuous learning. Benefits: Competitive salary and performance-based bonuses. Comprehensive benefits package, including health insurance and retirement plans. Opportunities for career growth and advancement within the company. Flexible work arrangements, including the possibility of remote work. Dynamic and collaborative work environment with a diverse team of professionals. Application Process: Interested candidates are encouraged to submit their resume along with a cover letter outlining their qualifications and interest in the position. Please include any relevant experience in energy trading, specifically in the LNG market and US and continental gas markets, as well as proficiency in programming languages. We thank all applicants for their interest; however, only those selected for an interview will be contacted. Our client is an equal opportunity employer committed to diversity and inclusion in the workplace. We encourage applications from individuals of all backgrounds and experiences.

Aarhus

US$200000 - US$250000 per year

VP Interest Rate Quant

A leading global investment bank is actively seeking an Interest Rate Curve Quant to join their team in New York. This is off the bank end of a strong performance in 2023 and they just got approvals to grow the team. This hire would sit in a team that supports front office pricing, modeling and analytics for the trading desks across multiple asset classes including interest rates , FX, Credit, and commodities. In addition, this group is led by two directors who are eager to leverage years worth of tenured industry experience. Key responsibilities: Develop interest rate curves and linear rates pricing models and analytics Develop tools and analytics for hedging, PnL explains, and risk management Directly support interest rate traders and collaborate with the broader fixed income quant team, technology and risk. Ideal Candidate: Masters or PhD in a quantitative discipline (i.e. math, stats, physics) 3+ years of experience supporting FICC quant team/trading desk 3+ years of professional experience with C++ is required

US$300000 - US$450000 per year

Fixed Income Algo Quant Strat

Fixed Income Algo Quant Strat A tier 1 fixed income trading team in NYC is seeking a Fixed Income Algo Quant Strat to join the business. This is an excellent opportunity to work directly with the highly successful fixed income eTrading and Algo trading desks. The ideal profile will Java programming proficiency, but also strong business and market acumen to interface with the traders on a daily basis. Required Skills: - Experience supporting IR, credit or corporate bonds algo/eTrading desks - Market making skills required, including understanding RFQ protocols and other system configurations. - 3+ years of industry experience - Java programming proficiency - Strong traditional quant modeling/development skills

Quant Researcher MFT

Job Title: Quantitative Researcher (Equities - Mid Frequency) Location: Paris, France About Our Client: Our Client is a prestigious quantitative hedge fund, recognized for its advanced trading strategies and exceptional performance in global financial markets. With a focus on rigorous research and cutting-edge technology, Our Client remains at the forefront of quantitative investing, delivering superior returns for its investors. Position Overview: Our Client - Quantitative Hedge Fund is seeking a talented Quantitative Researcher with expertise in equities, particularly in mid-frequency trading strategies, to join our dynamic team in Paris. As a Quantitative Researcher, you will play a pivotal role in developing and enhancing quantitative models and strategies to optimize trading performance in equities markets. Key Responsibilities: Research and Model Development Conduct empirical research to identify and exploit inefficiencies in equities markets using statistical analysis and machine learning techniques. Develop, implement, and refine mid-frequency trading strategies across various equities markets to generate alpha. Utilize advanced quantitative methods to enhance trading algorithms and optimize execution strategies. Data Analysis and Modeling: Collect, clean, and analyze large-scale financial datasets to extract meaningful insights and identify actionable trading opportunities. Build and maintain sophisticated quantitative models to forecast market trends, volatility, and other relevant factors impacting equities prices. Perform rigorous backtesting and simulation analyses to assess the performance and robustness of trading strategies. Collaboration and Communication: Collaborate closely with portfolio managers, traders, and other members of the research team to integrate quantitative insights into the investment process. Communicate research findings, model methodologies, and trading recommendations effectively to stakeholders across the organization. Stay abreast of the latest developments in quantitative finance, market microstructure, and technology to contribute to the ongoing innovation and success of the hedge fund. Qualifications: Advanced degree (Ph.D. or Master's) in quantitative finance, mathematics, statistics, physics, computer science, or a related field. Proven experience (3+ years) in quantitative research and modeling within equities markets, preferably in a mid-frequency trading environment. Strong proficiency in Python for quantitative analysis and model development. Deep understanding of statistical analysis, time series analysis, machine learning techniques, and their application to financial markets. Experience working with large-scale financial datasets and familiarity with data analysis tools such as Pandas, NumPy, or MATLAB. Excellent problem-solving skills, critical thinking abilities, and a passion for leveraging quantitative methods to drive investment success. Strong communication skills with the ability to effectively collaborate with cross-functional teams and articulate complex concepts to non-technical stakeholders. Fluency in English; proficiency in French is a plus. Join Our Client: If you are a driven and talented quantitative researcher looking to make an impact in the dynamic world of hedge fund investing, Our Client offers an exciting opportunity to work alongside industry leaders and contribute to innovative investment strategies. Join them in our mission to deliver superior returns for our investors while pushing the boundaries of quantitative finance. Apply now to be part of their team in Paris!

Paris

Quant Developer

Quantitative Developer Our client, a leading financial firm based in Paris, specializing in mid-frequency quantitative strategies across fixed income, futures, and equities, is seeking a skilled Quantitative Developer to join their dynamic team. This role offers the opportunity to work on-site, contributing to the development and enhancement of cutting-edge trading algorithms and infrastructure. Responsibilities: Collaborate with quantitative researchers and traders to design, implement, and maintain proprietary trading models and strategies. Develop robust and scalable software solutions for data processing, statistical analysis, and algorithmic trading. Optimize performance of existing trading systems through code refactoring and algorithmic improvements. Conduct thorough testing and validation of trading algorithms to ensure accuracy and reliability in real-time trading environments. Monitor and analyze market data and trading performance to identify areas for improvement and optimization. Work closely with other members of the technology team to integrate new technologies and tools into existing trading infrastructure. Provide technical support and troubleshooting for trading systems and algorithms. Requirements: Bachelor's degree or higher in Computer Science, Mathematics, Physics, Engineering, or a related field. Strong programming skills in languages such as Python, C++, or Java, with a solid understanding of object-oriented programming principles. Proficiency in numerical computing libraries such as NumPy, SciPy, or pandas. Experience with version control systems such as Git. Familiarity with database technologies such as SQL and NoSQL. Knowledge of financial markets, trading concepts, and electronic trading protocols. Excellent communication skills and ability to work effectively in a collaborative team environment. Attention to detail and ability to thrive in a fast-paced, high-pressure trading environment. Preferred Qualifications: Master's degree or PhD in a quantitative discipline. Experience with low-latency trading systems and high-frequency trading strategies. Knowledge of fixed income, futures, and equities markets. Experience with distributed computing frameworks such as Apache Spark or Dask. Familiarity with cloud computing platforms such as AWS or Azure. Understanding of machine learning techniques and their application to financial markets. Our client offers a competitive salary and benefits package, as well as the opportunity to work alongside some of the brightest minds in the industry. If you are passionate about quantitative finance and technology, and thrive in a collaborative and challenging environment, we encourage you to apply for this exciting opportunity.

Paris

LNG Trading Analyst (Python)

Aarhus

SPG Trading Desk Strategist

Our client, a prominent investment bank located in New York City, is currently expanding its Fixed-Income offering. They're looking to add significant headcount to their Trading Desk Strategist Group. These hires (four in total) will specialize in ABS and/or CLO and help the bank capture market share in this growing space. They are looking for subject matter experts who can join at either the VP or Director level. This team is embedded with the trading team, reporting into their Capital Markets line of business. Key Responsibilities: Designing and constructing quantitative models for ABS and CLO products. Developing optimizing & implementing these models, using Python and C++. Analyzing market trends to forecast potential investment opportunities and risks. Collaborating with technology teams to enhance the trading infrastructure. Providing crucial analytics and insights to support sales and trading functions. Generating comprehensive reports for senior management to facilitate strategic planning. Ideal Candidate: Extensive ABS/CLO modelling experience (will consider candidates with a background in securitized products more broadly). Advanced programming skills in Python and ideally C++ (will consider experience Experience working in a front office environment Exceptional analytical, communication, and project management capabilities. Ability to manage complex projects under tight deadlines. Advanced STEM degree If you excel in analytical thinking and are looking to impact the growth plans of a global brand, this is the perfect opportunity for you. To apply, please respond with a copy of your resume.

bonus & benefits

US$150000 - US$300000 per year + bonus & benefits

Research Engineer - Monetization

Are you ready to join a cutting-edge quantitative trading firm? We are currently working with a leading systematic hedge fund looking to grow its Research Engineering team in NYC. Founded by a household name in the industry, the fund has a reputation for innovation and a collaborative methodology. This Research Engineer roles offer the opportunity to work closely with the fund's Quant Researchers, playing a meaningful role in the fund's revenue generation. Role Overview: Collaboration and Innovation: Engage with senior researchers to explore novel ideas, conduct extensive experiments, and develop scientific libraries that disseminate transformative findings. Development and Implementation: Build essential tools and engines that operationalize sophisticated platforms and models into active trading scenarios. Ownership and Growth: Gradually assume responsibility for research projects, from ideation through to execution, demonstrating your ability to lead and innovate. Technical Skills Required: Expertise in Python and C++ Familiarity with tackling large-scale parallel computational issues Numeracy skills relevant to software development for research applications Experience in quantitative trading environments is advantageous A commitment to iterative development and clean coding practices Candidate Profile: Action-oriented with a strong initiative Driven by responsibility and urgency Independent in seeking optimal solutions Prefers a collaborative team setting focused on achieving research goals Thrives in ambitious and dynamic environments This opportunity is an ideal next step for a talented Research Engineer or Quantitative Developer who is looking to develop a more complete understanding of the investment decision-making process in a truly collaborative environment.

US$200000 - US$250000 per year

Head of eFX Trading

Selby Jennings is thrilled to present a career-defining opportunity at a growing international investment bank in New York City. The IB is seeking a visionary leader to build out its eFX desk. Reporting to their Global Head of Capital Market, this role offers the chance to shape the bank's eFX offering and drive innovation in a dynamic market environment. It will be a hands-on player/coach role. Responsibilities: Strategize, develop and lead the eFX trading division, focusing on strategy, development, and day-to-day operations, as well as enhancing their operational framework and market presence. Innovate and implement advanced trading algorithms to maximize profitability and market share. Cultivate and manage strategic relationships with essential stakeholders, aligning department goals with the bank's broader objectives. Administer rigorous risk management protocols to minimize exposure and optimize trading outcomes. Remain at the forefront of industry trends, technological advancements, and regulatory shifts affecting global FX markets. Qualifications: Extensive quant research experience in eFX Proficiency in Python, Java/kdb experience would also be desirable but not a must. Superior communication abilities and adeptness in managing complex stakeholder relationships. Advanced degree in a STEM field. This is an opportunity to help meaningfully shape the future of the IB in the US. If you'd be interested in joining a tech-centric, forward-thinking organization please apply today.