A well-established market maker, expanding its quantitative research team following a successful 2024 and a strong start to 2025, is seeking a PhD graduate in New York. This role will focus on alpha generation, developing predictive models, and researching new strategies across liquid markets.

Key Responsibilities

• statistical methods and analytical techniques to develop predictive models.
• Research and implement new trading strategies to enhance performance.
• Analyse existing strategies to identify optimisation opportunities.
• Develop risk models and frameworks to manage portfolio risk effectively.
• Build tools to automate research processes and improve data visualisation.

Candidate Profile

• Advanced degree (preferably PhD) in a quantitative discipline such as Science, Mathematics, or Engineering.
• Strong academic background with a history of challenging coursework and a high GPA.
• Exceptional problem-solving, mathematical, and quantitative skills.
• Proficiency in programming languages such as C/C++ and Python.
• Ability to work under pressure and solve complex technical and quantitative problems.
• Strong communication skills, capable of engaging with both technical and non-technical teams.
• Internship experience in a quantitative role
• Intellectual curiosity, self-motivation, and a collaborative mindset.

The firm values intellectual curiosity, problem-solving ability, and a passion for quantitative research in high-performance trading environments.