24:I[14240,["/_next/static/immutable/chunks/2corl6wyj4669.js","/_next/static/immutable/chunks/3j_d0j778ssnl.js","/_next/static/immutable/chunks/0ot1ea55gb7vd.js"],"JobSearch"] 25:T4f5,

What You'll Be Doing

As a Quantitative Researcher on the Systematic Macro team, you will leverage your expertise to drive the development of innovative quantitative models aimed at generating alpha across various macro asset classes.

Conduct signal research and ideation to uncover new investment opportunities.
Construct factors and backtest models to validate strategies.
Optimize portfolios within a systematic multi-manager framework.
Utilize large-scale financial datasets for in-depth analysis.

Who We're Looking For

Strong programming skills in Python, C++, or R.
Deep knowledge of statistics, econometrics, and machine learning.
Experience with time-series analysis, regime detection, and macro factor modeling.
PhD or advanced degree in Mathematics, Statistics, Physics, Computer Science, Economics, or a related quantitative field is strongly preferred.

Why This Role

This is a unique opportunity to join a leading multi-strategy hedge fund with a robust infrastructure and a collaborative environment. You will work alongside top-tier professionals, contributing to high-impact projects that shape the future of systematic macro investing.

26:T7ae,

What You'll Be Doing

As the Director of Business Operations, you will play a critical role in scaling our firm's operating platform while collaborating closely with senior leadership. Your responsibilities will include:

Leading business operations for a growing global investment platform.
Driving internal process design and continuous improvement to support efficient scaling.
Expanding the use of AI across the organization to improve workflows and execution.
Coordinating across teams to identify blockers, improve operating cadence, and advance strategic priorities.
Managing key external relationships, including brokers, vendors, institutional investors, and other industry partners.
Overseeing outsourced providers supporting financial reporting, regulatory filings, compliance, and human resources.
Building market awareness, maintaining strong networks, and contributing to talent and competitive intelligence.
Working closely with the CEO with the opportunity to grow into broader operating leadership over time.

Who We're Looking For

Experience in a proprietary trading firm, hedge fund, investment bank, or similar environment.
Strong knowledge of institutional investment businesses and associated technologies.
Practical familiarity with AI tools and how they can improve workflows in technology-intensive organizations.
Excellent judgment, independence, and strong attention to detail.
Strong written and verbal communication skills across business, financial, and technical topics.
Bachelor's degree required.

Why This Role

This is a unique opportunity to shape the operational framework of a dynamic investment manager at the forefront of technology and data science. Join a high-ownership environment where your contributions will directly impact the firm's growth and efficiency.

27:T6a4,

What You'll Be Doing

As an AI Engineer, you will build the next generation of agentic AI research infrastructure. Working closely with our quantitative research team, you will push the frontiers of modern AI — with the rare advantage of real financial market feedback as your ground truth.

Design and build a multi-agent framework for quantitative finance research
Develop tools and deep integrations with AXQ's proprietary research infrastructure
Research frontier model capabilities and develop rigorous agentic evaluations
Partner with quantitative researchers to create best-in-class system observability, well-grounded research pipelines, and novel research ideation methods
High-performing candidates may also contribute directly to model work, including post-training

Who We're Looking For

2+ years of experience in software engineering, machine learning, AI research, or a related role
Bachelor's, Master's, or PhD from a top-tier university in a quantitative or technical discipline (mathematics, physics, statistics, computer science, or similar)
Strong foundation in statistics and machine learning fundamentals
Deep, practical knowledge of agentic systems, pre/post-training evaluations, or related AI engineering domains
Prior experience in quantitative finance is not required

Why This Role

This is a unique opportunity to be at the forefront of AI in finance, where you can make a significant impact by collaborating with top-tier professionals and leveraging real market data to enhance your research initiatives.

28:T4c5,

What You'll Be Doing

As a Portfolio Manager, you will develop and manage systematic strategies in equities and/or futures across US and global markets. Your responsibilities include:

Designing alpha-generating strategies
Optimizing portfolio construction
Implementing a robust risk management framework
Overseeing the entire investment process, from research and signal generation to execution and performance attribution
Building and leading your own team as you scale

Who We're Looking For

2+ years of track record running quant strategies in equities or futures as a sub-PM or senior QR
Bachelor's, Master’s or PhD from a top-tier university in a quantitative or technical field
Strong hands-on programming skills with large financial datasets
Creative, analytical, and collaborative mindset with strong attention to detail

Why This Role

This is an exceptional opportunity to take ownership of the investment process and directly impact the firm's success. Join a team of high-caliber professionals and leverage your expertise to drive innovation in the financial markets.

29:T79c,

What You'll Be Doing

As a Machine Learning Researcher, you will develop ML/DL models to generate alpha from large-scale financial and alternative datasets. You will work closely with portfolio managers and senior quantitative researchers to conduct research across a range of trading strategies within a fast, iterative research-feedback loop.

Who We're Looking For

Master’s or PhD from a top-tier university in a quantitative discipline (e.g., mathematics, physics, statistics, computer science, or related fields)
Strong foundation in machine learning, statistics, and optimization, with deep expertise in at least one area such as time series modeling, NLP, or LLMs
Strong communication skills and ability to collaborate effectively in a research-driven environment
Experience with the Python scientific and ML ecosystem (e.g., NumPy, Pandas/Polars, PyTorch, TensorFlow)
Proven ability to build and improve models that perform under noisy, non-stationary, and high-dimensional data conditions
Intellectually curious, highly analytical, and driven to discover alpha in complex systems
Self-motivated and highly productive, with strong ownership and a bias toward action
Publications at top-tier venues such as NeurIPS, ICML, KDD, or IJCAI
Strong track record in competitive ML platforms (e.g., Kaggle) or academic competitions
Prior experience in quantitative research, systematic trading, or alpha signal generation

Why This Role

This is an exceptional opportunity to join a dynamic team at the forefront of quantitative finance. You will have the chance to leverage your expertise in machine learning to uncover profitable trading strategies, while collaborating with some of the brightest minds in the industry. Your contributions will directly impact the firm's success and your career trajectory.

2a:T4ad,

What You'll Be Doing

As a Senior Quantitative Researcher, you will be a key player in a collaborative team environment, contributing to the global equity statistical arbitrage space.

Develop and implement systematic equity trading strategies.
Conduct independent research using scripting languages like Python, R, or Julia.
Write production-level code in languages such as C++, Rust, or Go.
Mentor junior researchers and share expertise within the team.

Who We're Looking For

Minimum three years of experience in developing systematic equity trading strategies.
Collaborative and low-ego team member with a curious mindset.
Strong understanding of market data alphas, fundamental alphas, or portfolio construction.
Hands-on experience in coding and research methodologies.

Why This Role

This is an exceptional opportunity to join a leading multi-strategy hedge fund with a robust collaborative culture. You will work alongside top-tier professionals and have a significant impact on investment strategies, all while advancing your career in a dynamic and innovative environment.

2b:T4cf,

What You'll Be Doing

As a Quantitative Fundamental Analyst, you will play a key role in enhancing quantitative strategies based on company fundamentals.

Collaborate with the investment team to develop and refine quantitative strategies.
Improve fundamentally driven strategies in long/short equity portfolios.
Utilize NLP and LLM models to analyze company filings and financials.
Work with portfolio managers and researchers to address high-impact research questions.
Explore fundamental quantitative research topics to drive firm revenue.

Who We're Looking For

Strong knowledge of company filings and financials.
Experience with company fundamentals in a quantitative investing context.
Ability to learn new techniques and question assumptions.
Proven track record in quantitative analysis and research.

Why This Role

This is an exceptional opportunity to join a dynamic team at a firm dedicated to achieving superior global risk-adjusted returns. Your contributions will directly impact our investment strategies while offering clear pathways for career advancement in research or portfolio management.

2c:T541,

What You'll Be Doing

As a Quantitative Research Developer, you will play a key role in enhancing our investment strategies and research capabilities.

Implement new investment strategies in coordination with the research team.
Develop new proprietary research tools and enhance existing ones.
Evaluate and create solutions to increase the speed and capabilities of the research process.
Collaborate on other software engineering tasks as needed.

Who We're Looking For

Exceptional skills in one or more programming languages: C++, Java, Python, or R.
Commitment to writing testable, shareable, fault-tolerant, and scalable code.
Strong interest in quantitative finance, with a background or interest in math or machine learning being a plus.
Bachelor of Science degree in a technical discipline from a well-regarded program.
2+ years of experience in a professional software engineering role.

Why This Role

This is an exceptional opportunity to join a team that is dedicated to producing superior global risk-adjusted returns. You will have the chance to leverage proprietary technology in a collaborative environment, with pathways for career advancement into senior software engineering or quantitative research roles.

2d:T832,

What You'll Be Doing

As a Senior Quantitative Researcher, you will be integral to our New York-based equities platform, focusing on generating alpha and developing systematic investment strategies.

Develop, research, and implement alpha signals across global equity markets.
Conduct original research utilizing market, fundamental, alternative, and proprietary datasets.
Apply advanced statistical, econometric, and machine learning techniques to identify investment opportunities.
Design and oversee rigorous research frameworks, validation methodologies, and backtesting processes.
Collaborate with portfolio managers on portfolio construction, signal integration, and risk management.
Evaluate and onboard new datasets and alternative data vendors.
Improve research infrastructure and enhance the efficiency of the research process.
Mentor and provide guidance to junior researchers and data scientists.
Present research findings, investment insights, and portfolio recommendations to senior investment leadership.

Who We're Looking For

PhD or Master's degree in Mathematics, Statistics, Physics, Computer Science, Engineering, Operations Research, Economics, Finance, or a related quantitative discipline.
Demonstrated track record of developing profitable signals and conducting sophisticated empirical research.
Strong proficiency in statistical analysis, machine learning, and data manipulation.
Experience in transforming research ideas into production-ready investment models.
Excellent communication skills, with the ability to present complex concepts clearly.

Why This Role

This is a unique opportunity to join a prestigious hedge fund with a strong commitment to innovation and research excellence. You will work in a highly collaborative environment, directly impacting portfolio performance and capital allocation decisions while advancing your career among top-tier professionals in the financial services industry.

2e:T66d,

What You'll Be Doing

As a key member of our elite investment team, you will drive our mission to be the most successful quantitative investment team in the world. Your role will focus on leveraging data to create a competitive edge:

Design and implement scalable software systems for data processing and analysis.
Create innovative software libraries & enriched datasets that unlock research & LLM capabilities.
Build production systems that deploy research projects into our live trading environment.
Rigorously ensure data quality through automated testing and monitoring.
Develop data APIs and services that seamlessly integrate research and trading systems.
Pioneer reusable software components and frameworks that accelerate quantitative research.

Who We're Looking For

2+ years of software engineering experience, preferably in fast-paced, data-intensive environments.
Highly proficient with Python and SQL.
Excellent communication skills, both written and verbal.
Strong software design principles and experience with clean, maintainable code practices.
Intellectual curiosity with the humility to question assumptions and learn from failure.
Proactive ownership mindset — you identify opportunities and drive them to completion.

Why This Role

This is an exceptional opportunity to join a firm that values intellectual curiosity and innovation. You will directly impact P&L, work alongside top-tier professionals, and contribute to pioneering research efforts in the financial markets.

2f:T632,

What You'll Be Doing

In this pivotal role within our middle office operations, you will collaborate directly with the principal investing deal team and key external service providers. Your responsibilities will encompass:

End-to-end transaction management for a diverse portfolio of investments.
Operational analysis of proposed transactions and advising on necessary approvals.
Coordinating transaction closings and ongoing administration, ensuring effective day-to-day management.
Ownership of data in loan management systems, including LoanIQ.
Staff engagement, development, and daily management responsibilities.

Who We're Looking For

8 to 10+ years of experience in financial services, particularly in middle office or operations.
Proficiency with Loan IQ, ACBS, or similar corporate loan management systems.
Strong skills in reviewing and interpreting credit agreements and legal documentation.
Excellent communication abilities for effective stakeholder coordination.
Experience with large data sets, along with strong Excel and presentation skills.
A minimum of a bachelor’s degree in finance, business, economics, or a related field.

Why This Role

This is an exceptional opportunity to play a critical role in a well-connected investing business, impacting private credit, private equity, and real estate product lines. Join a team that values your expertise and offers a dynamic environment for professional growth and development.

30:T4ca,

What You'll Be Doing

As a Senior FX Sales professional, you will focus on relationship-first client coverage, owning your book and driving flow across institutional and high-net-worth channels.

Deepen client relationships to enhance revenue generation.
Leverage your network to expand the client base.
Collaborate with a lean team to provide tailored trade ideas and execution services.
Utilize your expertise to operate independently within a growing platform.

Who We're Looking For

Proven track record in FX sales with portable or semi-portable relationships.
Strong client coverage mindset, prioritizing relationship-building over mere transactions.
Ability to work autonomously and contribute to an entrepreneurial environment.

Why This Role

This is an exceptional opportunity to join a rapidly growing firm in aggressive expansion mode. With flexible working arrangements and a competitive commission structure, you can significantly enhance your earnings while contributing to a dynamic team. If you're ready to break free from traditional constraints and truly own your success, this role is worth exploring.

31:T4e4,

What You'll Be Doing

You will lead the development and management of systematic trading strategies in U.S. equities and cryptocurrency markets.

Design, develop, and manage mid- to high-frequency trading strategies.
Generate and test alpha signals using extensive market datasets.
Analyze market microstructure to identify trading inefficiencies.
Collaborate with quant researchers and engineers to deploy strategies.
Continuously monitor and refine trading performance based on real-time data.

Who We're Looking For

5+ years of experience in systematic or quantitative trading.
Proven track record in managing mid-frequency or high-frequency strategies.
Strong understanding of market microstructure and electronic execution.
Advanced programming skills in Python, C++, or similar languages.
Experience with large tick-level datasets and order book data.

Why This Role

This is a unique opportunity to impact trading strategies in fast-paced markets. Join a team where your quantitative skills will directly influence trading outcomes in both equities and crypto, while working in a dynamic and innovative environment.

32:T5f7,

What You'll Be Doing

You will be at the forefront of data science and financial analytics, collaborating with a dedicated team to build scalable solutions that empower predictive modeling in finance.

Onboard novel financial, reference, and alternative datasets into the Cubist data platform.
Evaluate datasets for authority, coverage, quality, and suitability for investment or operational use cases.
Determine the integration of datasets into the security master or related data products.
Develop and maintain scalable data pipelines and applications.
Enhance security master data across various financial instruments and entities.
Normalize and reconcile instrument identifiers and symbology.
Integrate and validate financial data such as pricing and corporate actions.
Manage changes throughout the security lifecycle.

Who We're Looking For

Strong background in data science and engineering.
Experience with financial data and security master concepts.
Intellectual curiosity and precise data judgment.
Ability to work with diverse stakeholders.
Proficiency in developing scalable data solutions.

Why This Role

This is a unique opportunity to make a significant impact within a leading asset management firm. You will play a vital role in supporting billions in live trading across global markets, collaborating with top-tier professionals in a dynamic environment.

33:T68f,

What You'll Be Doing

As the Head of Clearing Sales you will lead the firm's clearing and correspondent sales efforts. Your core responsibilities will include:

Developing and executing the overall clearing sales strategy to drive revenue growth.
Sourcing, originating, and closing new fully disclosed and omnibus clearing relationships.
Building relationships with broker-dealers, RIAs, fintech firms, and institutional clients.
Leading complex RFPs, pricing negotiations, and contract discussions.
Collaborating with Operations, Compliance, Technology, and Client Service teams for seamless onboarding.
Developing strategic partnerships with trading technology vendors and fintech platforms.
Representing the firm at industry conferences and client meetings.
Maintaining a robust pipeline and providing accurate sales forecasting.
Monitoring competitive trends and regulatory changes affecting clearing businesses.
Mentoring and building a high-performing institutional sales team.

Who We're Looking For

10+ years of institutional financial services sales experience.
Significant experience selling clearing and custody solutions.
Established network across the broker-dealer ecosystem.
Proven history of generating new business and managing complex sales cycles.
Strong understanding of U.S. clearing, custody, and capital markets infrastructure.
Excellent communication and negotiation skills.

34:T7ac,

What You'll Be Doing

This is a high-impact business analysis role at a well-established investment management platform, partnering across technology and the business to deliver reliable, scalable solutions.

Work closely with product, engineering, operations, compliance, trading, and external vendors to define and validate business requirements.
Document workflows, functional specifications, test cases, implementation deliverables, and deployment runbooks.
Support testing and production readiness to ensure solutions are aligned with business objectives and operational standards.
Serve as a senior subject matter expert across core applications, business processes, and operational domains.
Lead cross-functional initiatives and help drive execution across teams and stakeholders.

Who We're Looking For

Strong experience as a Technical Business Analyst in complex, enterprise environments.
Ability to translate business needs into clear technical requirements and actionable documentation.
Experience partnering with technology, operations, control functions, and third-party vendors.
Comfort operating independently while managing multiple workstreams and priorities.
Track record of supporting testing, implementation, and production-ready delivery.
Strong communication skills, sound judgment, and the ability to influence across functions.

Why This Role

This is an opportunity to join a respected investment manager with a long-term, client-focused culture and meaningful scale in global equity and fixed income. You’ll work on business-critical initiatives, collaborate with experienced stakeholders across the platform, and play a visible role in improving the technology and processes that support investment and operational excellence.

35:T5f6,

What You'll Be Doing

In this senior leadership role, you will manage and optimize finance operations for Real Assets funds, working closely with industry leaders to drive strategic initiatives.

Oversee financial management of Private Equity style Real Assets Funds, including transaction support, financial close processes, and ongoing finance operations for SPVs.
Act as a key business partner to Americas Real Assets leadership, driving strategic initiatives and engaging with senior stakeholders on complex projects.
Lead internal teams and collaborate with external service providers to enhance operational efficiency and mitigate risk across the business.

Who We're Looking For

15+ years’ experience in financial services and team leadership.
Proven track record in managing finance operations for funds and SPVs.
Strong communication skills and ability to resolve complex technical issues.
Experience in developing high-performing teams and fostering a positive culture.
Expertise in strategic project management, process optimization, and risk reduction.

Why This Role

This is an exceptional opportunity to shape the future of Real Assets fund management within a globally recognized firm. You will be empowered to make a significant impact while working in a collaborative and high-performance culture that supports your professional growth.

36:T65d,

What You'll Be Doing

Join the dedicated Data Services group responsible for delivering comprehensive, reliable data to systematic portfolio managers. You will help operate the research infrastructure and live production trading environment supporting billions of dollars in capital across global markets.

Onboard novel datasets from diverse sources into the firm’s data platform.
Develop, test and deploy scalable data pipelines, applications and services.
Transform, aggregate, enhance and create features from complex datasets.
Automate qualitative data alerts, reports and preliminary analyses.
Partner with vendors, internal stakeholders and investment teams to deliver high-quality data.

Who We're Looking For

A master’s degree in financial engineering, statistics, computer science or another quantitatively rigorous discipline.
Strong Python and SQL programming skills.
Experience with AWS, Linux and Airflow is preferred.
Financial industry experience is preferred but not required.
Excellent communication, organization, judgment and attention to detail.
Ability to multitask, prioritize assignments and uphold the highest ethical standards.

Why This Role

This is an opportunity to build data solutions at the center of a sophisticated systematic investment platform. You will work alongside elite investment professionals, apply rigorous quantitative thinking to real-world market data and create scalable services with a direct impact on research and trading performance.

37:T79d,

What You'll Be Doing

As a Vice President of Trading Systems, you will play a crucial role in designing, building, and supporting the critical systems that drive our quantitative investment platform.

Design, develop, and maintain automated trading systems and supporting infrastructure.
Build scalable services for order generation, execution, monitoring, and risk management.
Improve system performance, resiliency, and operational reliability across the trading stack.
Collaborate with quantitative researchers to deploy new strategies into production.
Develop tools for real-time monitoring, alerting, and diagnostics.
Optimize data pipelines and market data processing frameworks.
Troubleshoot production issues and implement long-term engineering solutions.
Participate in architecture decisions and technology strategy initiatives.
Contribute to software engineering best practices, testing frameworks, and code quality standards.

Who We're Looking For

Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, Physics, or a related technical discipline.
Strong software engineering experience in Python, C++, Java, or a comparable language.
Experience building distributed systems and production-grade applications.
Strong understanding of databases, networking, and systems architecture.
Experience working in Linux environments.

Why This Role

This is an exceptional opportunity to join a leading firm at the forefront of quantitative investing. You will be part of a dynamic team where your technical expertise will directly influence our trading performance and strategies, allowing you to make a significant impact in a fast-paced, innovative environment.

38:T7cb,

What You'll Be Doing

As a Quantitative Researcher, you will play a pivotal role in developing systematic equity investment strategies. Your core responsibilities will include:

Researching and developing predictive signals across global equity markets.
Analyzing large-scale financial, fundamental, and alternative datasets.
Applying statistical and machine learning techniques to identify investment opportunities.
Designing, testing, and implementing systematic investment models.
Conducting rigorous backtesting and performance analysis.
Partnering with portfolio managers on signal development, portfolio construction, and risk management.
Evaluating new datasets and identifying differentiated sources of alpha.
Developing research tools and infrastructure to improve research efficiency.
Monitoring live model performance and recommending enhancements.
Presenting research findings to portfolio managers and investment teams.

Who We're Looking For

The ideal candidate will possess the following qualifications:

Bachelor's, Master's, or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, Economics, Finance, or a related quantitative discipline.
Strong programming skills in Python.
Excellent understanding of probability, statistics, linear algebra, and optimization.
Experience working with large datasets and quantitative research methodologies.
Strong analytical and problem-solving abilities.
Ability to communicate complex research findings clearly and effectively.

Why This Role

This is an exceptional opportunity to impact portfolio performance directly while collaborating with experienced investors and researchers at a leading multi-manager investment platform. Join a team where your quantitative expertise can thrive and contribute to innovative investment strategies.

39:T69e,

What You'll Be Doing

As an Alpha Capture Investment Professional, you will play a critical role in sourcing, analyzing, and distributing unique investment insights. Your responsibilities will include:

Sourcing differentiated investment insights across sectors and industries.
Building and maintaining relationships with portfolio managers, analysts, and industry experts.
Evaluating information flow and determining relevance for investment teams.
Conducting channel checks, industry research, and thematic analysis.
Coordinating expert network engagements and corporate access opportunities.
Monitoring earnings, conferences, regulatory developments, and industry events.
Communicating actionable insights to portfolio managers and analysts.
Contributing to the continuous enhancement of the Alpha Capture process.

Who We're Looking For

Experience: Relevant experience in investment analysis or research.
Skills: Strong analytical and communication skills.
Knowledge: Familiarity with equity markets and investment strategies.
Relationships: Proven ability to build and maintain professional relationships.

Why This Role

This is a unique opportunity to join a leading multi-manager investment platform at the forefront of innovative investment strategies. You will collaborate with top-tier portfolio management teams and play a pivotal role in driving investment alpha, making a tangible impact on the firm's success.

3a:T8cc,

What You'll Be Doing

Associate Portfolio Manager to join its Futures investment platform in New York. This role is designed for an investor with a demonstrated ability to generate alpha within listed futures markets.

Generate and execute investment ideas across global futures markets.
Develop directional and relative value strategies across rates, equity index, commodity, FX, and volatility products.
Construct and manage portfolios within established risk parameters.
Monitor portfolio exposures and optimize risk-adjusted returns.
Identify macroeconomic, fundamental, quantitative, and technical drivers of market opportunities.
Collaborate with senior portfolio managers on strategy development and capital deployment.
Conduct market research and develop differentiated investment views.
Work closely with risk management and trading teams to maximize execution efficiency.
Evaluate portfolio performance and continuously refine investment processes.
Contribute to portfolio growth and business development initiatives.

Who We're Looking For

Bachelor's degree in Finance, Economics, Mathematics, Engineering, Physics, or a related discipline.
5+ years of experience trading or researching futures, macro, or multi-asset strategies.
Demonstrated understanding of global futures markets and macroeconomic drivers.
Strong portfolio construction and risk management skills.
Experience managing risk across multiple asset classes and geographies.
Strong analytical and quantitative capabilities.
Ability to thrive in a fast-paced, performance-oriented environment.

Why This Role

This position offers a unique opportunity to further develop your investment process while partnering with seasoned professionals at a leading multi-manager platform. You'll have a clear path toward increased capital allocation and portfolio management responsibility, enabling you to make a significant impact in the dynamic world of futures trading.

3b:T770,

What You'll Be Doing

As a Senior Quantitative Researcher, you will play a pivotal role in the Equities Machine Learning and Statistical Arbitrage platform.

Research and develop alpha signals for systematic equity strategies.
Design and enhance statistical arbitrage and market-neutral investment models.
Apply machine learning techniques to large-scale financial and alternative datasets.
Conduct rigorous hypothesis testing, backtesting, and model validation.
Develop predictive models for return forecasting, risk estimation, and portfolio optimization.
Identify and evaluate new datasets and alternative data sources.
Partner with portfolio managers to integrate research into live trading strategies.
Improve research infrastructure and contribute to scalable research processes.
Collaborate with engineering and technology teams to deploy production-ready models.
Mentor junior researchers and contribute to the broader research agenda.

Who We're Looking For

PhD in Statistics, Mathematics, Computer Science, Physics, Engineering, Machine Learning, Operations Research, Economics, or a related quantitative field.
5+ years of experience in quantitative research or a related field.
Strong programming skills in Python, R, or similar languages.
Expertise in machine learning techniques and statistical modeling.
Proven track record of generating investment insights that lead to measurable portfolio performance.

Why This Role

This is an exceptional opportunity to join a leading multi-strategy hedge fund known for its innovative approach to quantitative investing. Collaborate with top-tier professionals and leverage cutting-edge technology to drive impactful investment strategies in a dynamic and supportive environment.

3c:T629,

What You'll Be Doing

As a Junior Quantitative Researcher, you will join a dynamic team focused on equity research. Your role will include:

Researching and developing predictive signals for equity markets.
Applying statistical and machine learning techniques to large financial and alternative datasets.
Designing, testing, and implementing systematic investment strategies.
Conducting rigorous backtesting and performance analysis.
Exploring new datasets and identifying differentiated sources of alpha.
Collaborating with portfolio managers and researchers to improve portfolio construction and signal generation.
Building scalable research tools and analytical frameworks.
Presenting research findings and investment insights to the broader investment team.

Who We're Looking For

PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, Finance, Operations Research, or a related quantitative discipline.
0-3 years of experience in quantitative research, systematic investing, machine learning, data science, or a related field.
Strong programming skills in Python.

Why This Role

This is an exceptional opportunity to work at the intersection of quantitative research and portfolio management within a leading hedge fund. You will have the chance to collaborate with seasoned experts, apply cutting-edge techniques, and contribute to impactful investment strategies in a fast-paced, innovative environment.

3d:T7be,

What You'll Be Doing

Join a high-impact Credit Review team responsible for providing an independent assessment of credit decisions, underwriting quality, and the effectiveness of credit processes across complex portfolios. This role focuses on Counterparty Credit Risk exposures and structured financing transactions on a global basis.

Partner with Portfolio Managers to develop and execute a risk-based coverage plan for assigned portfolios.
Lead examinations as Examiner-in-Charge or Assistant Examiner-in-Charge, including transaction reviews and testing.
Perform secondary reviews of work completed by other examiners and support issue identification and remediation tracking.
Manage exam fieldwork capacity to help ensure timely, high-quality execution.
Build relationships with risk and regulatory partners and contribute to quarterly business assessment reports and coverage plans.

Who We're Looking For

Experience in credit review, credit risk, portfolio management, audit, or a related control function within a large financial institution.
Strong understanding of counterparty credit risk, including exposure to hedge funds, asset managers, central counterparties, and structured financing.
Ability to lead reviews, assess credit decisioning, and evaluate policy and process effectiveness.
Sound judgment, strong written communication, and the ability to engage credibly with senior stakeholders.
Proven ability to coach junior team members and review work for quality and consistency.

Why This Role

This is an opportunity to step into a visible, intellectually rigorous role within a major global banking platform. You'll work across sophisticated credit portfolios, gain exposure to senior stakeholders and regulatory-facing review work, and play a meaningful part in identifying emerging risks in fast-moving markets.

3e:T9f8,

What You'll Be Doing

Our client is seeking a Quantitative Researcher to join a global macro investment team focused on building systematic signals across rates, FX, commodities, credit, and equity index markets. This person will work directly with portfolio managers and senior researchers to identify, test, and implement alpha ideas across liquid global markets.

Research and develop systematic macro trading signals across global rates, FX, commodities, credit, and equity index markets.
Analyze large financial, economic, alternative, and cross-asset datasets to identify predictive relationships and market inefficiencies.
Build and maintain research frameworks for signal generation, portfolio construction, risk management, and trade sizing.
Partner closely with portfolio managers to translate research findings into actionable investment strategies.
Conduct backtesting, performance attribution, factor analysis, and robustness testing across different market regimes.
Monitor live strategy performance and refine models based on changing macro conditions, liquidity, and market structure.
Evaluate new datasets, research tools, and modeling techniques to improve the investment process.
Present research clearly to investment leadership, including signal rationale, statistical evidence, implementation considerations, and risk trade-offs.

Who We're Looking For

2+ years of quantitative research experience within a hedge fund, asset manager, investment bank, or systematic trading environment.
Strong academic background in mathematics, statistics, computer science, engineering, economics, physics, finance, or another quantitative discipline.
Deep programming ability in Python; experience with SQL, C++, R, or kdb/q is a plus.
Strong understanding of statistics, machine learning, time-series analysis, optimization, and portfolio construction.
Experience researching global macro markets such as rates, FX, commodities, credit, or equity index products.

Why This Role

This is a high-impact position for someone who can combine strong statistical research, market intuition, and clean implementation. You will be at the forefront of developing cutting-edge strategies in a dynamic environment, working alongside some of the best minds in the industry. Join a firm that values innovation and analytical excellence, and make a significant impact on global markets.

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What You'll Be Doing

You will leverage your expertise in AI to develop innovative tools for fixed income strategies.

Design and implement AI-driven solutions tailored for the buyside.
Collaborate with cross-functional teams to enhance existing tools.
Utilize your knowledge of hardware to optimize AI applications.

Who We're Looking For

3-4 years of experience in buyside or sell-side environments.
Strong academic background in large language models (LLMs).
Intermediate to advanced understanding of AI hardware, including ASIC and GPU.
Proven ability to build tools from the ground up.

Why This Role

This is a unique opportunity to shape the future of fixed income trading through cutting-edge AI technology. Join a high-caliber team at a leading hedge fund where your contributions will have a significant impact on the firm's success.

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Calculate and forecast DTCC VaR margin requirements to maintain compliance and manage risk.
Perform OCC margin calculations and conduct thorough exposure analyses.
Anticipate clearinghouse margin requirements ahead of system outputs to optimize liquidity management.
Monitor daily margin exposures across trading portfolios and collaborate with trading, risk, and treasury teams.
Develop innovative tools and models to replicate and forecast clearinghouse margin calculations.
Support stress testing and scenario analysis for clearing exposures while ensuring effective collateral and liquidity management.

This is a unique opportunity to contribute to a dynamic firm that combines institutional-scale capabilities with personalized service, serving a diverse global client base. If you are a seasoned professional with a strong background in margin risk, we invite you to apply and be part of our growth journey.

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