Quant Strategist - Entry-Level PhD/Postdoc

Radley James; New York (NY); On-site; USD 150,000 - 300,000; Full time

Job summary

Join a dynamic global financial technology firm as a Quant Strategist, where your analytical prowess will drive innovative trading strategies. Collaborate with top-tier traders and engineers in a fast-paced environment, leveraging your expertise in quantitative analysis and programming. This role offers the chance to influence trading decisions and optimize strategies, all while working within a supportive, collaborative structure. If you thrive on tackling complex challenges and are passionate about finance and technology, this opportunity is your gateway to making a significant impact in the industry.

Benefits

Medical insurance

Vision insurance

401(k)

Pension plan

Paid maternity leave

Qualifications

• PhD or Postdoc in a quantitative field from a top university.
• Exceptional quantitative and analytical skills required.

Responsibilities

• Research and develop systematic trading strategies.
• Build and test predictive signals using high-frequency data.

Skills

Quantitative Analysis

Python

C++

Statistics

Data Analysis

Education

PhD in Mathematics

Postdoc in Physics

Master's in Computer Science

Job description

Direct message the job poster from Radley James

FinTech Headhunter | Connecting Top Software Developers & Quant Traders with Leading Financial Institutions | Specialist @ Radley James

A global financial technology firm providing liquidity and transparent trading solutions across markets. Operating in 30+ countries and over 200+ venues, the firm combines advanced research, trading expertise, and cutting-edge infrastructure to improve market efficiency. Its flat, collaborative structure and emphasis on applied research make it a strong fit for academically minded problem solvers.

What You’ll Do

As a Quant Strategist, you’ll work alongside traders, quants, and engineers to research and develop systematic trading strategies. You’ll:

• Build and test predictive signals using large, high-frequency data sets
• Improve and optimise existing strategies through rigorous analysis
• Develop risk models and tools for data exploration and automation
• Collaborate across global teams in a fast-paced, production-driven environment

Your work will directly influence trading decisions and strategy performance.

Qualifications

• PhD or Postdoc in Mathematics, Physics, Engineering, Computer Science, or related field from a top university
• Exceptional quantitative and analytical skills
• Proficient in Python and/or C++
• Strong foundation in statistics, modelling, and data analysis
• Demonstrated ability to work on complex, open-ended problems - academic projects, research or publications are highly valued

This is a full-time, on-site position. Relocation and visa sponsorship available.

Seniority level

• Seniority level

  Entry level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance and Engineering

• Industries

  Financial Services and Engineering Services

Referrals increase your chances of interviewing at Radley James by 2x

Inferred from the description for this job

Medical insurance

Vision insurance

401(k)

Pension plan

Paid maternity leave

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