Experienced Quantitative Researcher at Flow Traders, New York

Neolife Updates; New York (NY); On-site; USD 200,000 - 225,000; Full time

Job summary

Flow Traders, a leading proprietary trading firm, seeks an Experienced Quantitative Researcher for its New York, NY office. The role centers on turning research into end-to-end profitable trading systems within a cutting-edge platform.

The position emphasizes leadership, deployment of live models, and advancing pricing/execution strategies with ML and high-performance computing. Base salary ranges are disclosed in NYC.

Qualifications

• 5+ years in systematic trading environments.
• Proven profitability in US cash equities and/or futures.
• Market microstructure understanding.
• Quantitative methods applied to live trading.
• Experience with ML and high-performance computing.
• Leadership and stakeholder management across trading and tech.

Responsibilities

• Identify competitive edges and build quantitative strategies.
• Lead a team of researchers to develop pricing and execution models.
• Oversee live deployment of models within high-frequency trading strategies.

Skills

Systematic trading

Profitability track record

Market microstructure

Quantitative methods

ML/HR infrastructure

HPC environments

Leadership

Communication

Strategic thinking

Tools

GPU clusters

Distributed computing

Python libraries

C++ optimization

Job description

High-frequency trading demands a rare blend of advanced mathematics, low-latency engineering, and deep financial market intuition. Flow Traders, a leading proprietary trading firm, is seeking an Experienced Quantitative Researcher to join its New York, NY office and drive strategic expansion into new market opportunities through its cutting-edge research and quantitative trading platform.

Role Overview at Flow Traders

This full-time position goes beyond simply writing models. The firm's quantitative and entrepreneurial culture places researchers at the core of its operations, where identifying competitive advantages and converting them into end-to-end profitable trading systems is the primary mandate.

Key Responsibilities

• Identify the firm's competitive edges and build quantitative strategies that turn them into actionable opportunities.
• Lead a dedicated team of researchers to develop sophisticated pricing and execution models.
• Oversee the live deployment of these models within profitable high-frequency trading strategies.

Qualifications and Technical Requirements

Success in this role requires a blend of deep market knowledge and strong technical foundations within the systematic trading space. Candidates must demonstrate the following:

• Experience: A minimum of 5 years working in systematic trading environments.
• Proven Profitability: A documented track record of profitable high-frequency strategies specifically within US cash equities and/or futures markets.
• Market Microstructure: A nuanced, granular understanding of financial markets and how their underlying microstructures operate.
• Quantitative Methods: Demonstrated success translating modern mathematical and quantitative methods into live, revenue-generating strategies.
• Technical Infrastructure: Hands-on experience with large-scale machine learning operations frameworks and high-performance computing environments.
• Leadership & Communication: Excellent interpersonal skills, with a history of managing stakeholders across both trading and technology divisions.
• Strategic Vision: A forward-looking perspective on how machine learning and artificial intelligence will shape the future of algorithmic trading.

Compensation

In compliance with the NYC Salary Transparency Law, Flow Traders discloses that the total compensation for this position includes a base salary ranging from $200,000 to $225,000, supplemented by an annual discretionary variable remuneration based on company, group, and individual performance.

Application Tips for Aspiring Candidates

To stand out when applying for a senior quantitative role, candidates should ensure their resume explicitly highlights the annualized P&L or Sharpe ratio of strategies they have personally developed and deployed. Because this position heavily involves large-scale machine learning operations, be prepared to discuss the specific high-performance computing infrastructure you have utilized — such as custom GPU clusters or distributed computing frameworks. Brushing up on C++ optimization techniques, low-latency networking concepts, and modern Python quantitative libraries will also give you an edge.

Flow Traders values open, transparent communication and operates as one unified global team, with all employees eligible to share in the company's success. If you have the technical expertise and trading intuition to lead research at the highest level, this New York-based opportunity is a premier avenue to make a significant impact.