Quantitative Equity Trader: Americas Markets in SF

Dodgeandcox; San Francisco (CA); On-site; USD 175,000 - 200,000; Full time

Benefits offered by this job

Health Insurance

Retirement Plan

Commuter Benefits

Wellness Programs

Matching Gifts

Employee Assistance

Disability Insurance

Job summary

Dodge & Cox is seeking a quantitative equity trader for Americas Markets, based in San Francisco. The role focuses on implementing policy decisions and cash flow trades using quantitative methods, while collaborating to enhance execution strategies and liquidity sourcing.

The ideal candidate has 3–5 years trading US, Canada, and LatAm markets, with a strong academic record and preference for MFE/MBA and CFA. Proficiency in Python or R is valued, together with Excel/PowerPoint skills.

Qualifications

• 3–5 years’ experience trading US, Canada and Latin America markets.
• Strong academic record; MFE/MBA preferred.
• CFA designation or interest in obtaining the CFA designation.
• Quantitative trading experience; understanding of trading algorithms.
• Deep knowledge of US market microstructure and exchange rules.

Responsibilities

• Implement investment policy decisions and cash flow trades using data and quantitative methods.
• Develop and enhance execution strategies with broker algorithms and pre-/post-trade analytics.
• Collaborate with the trade strategy team to build a quantitative trading framework to identify trade signals.
• Lead and help equity traders to incorporate trading signals into their workflow.
• Develop and manage broker relationships to source liquidity.
• Communicate market and execution updates to traders, research analysts, PMs and policy committee members.

Skills

Team collaboration

Analytical thinking

Communication

Problem solving

Trading experience

Education

MFE/MBA preferred

CFA designation or interest

Tools

Python

R

Excel

PowerPoint

Job description

Dodge & Cox is seeking a quantitative equity trader for Americas Markets, based in San Francisco. The role focuses on implementing policy decisions and cash flow trades using quantitative methods, while collaborating to enhance execution strategies and liquidity sourcing.

The ideal candidate has 3–5 years trading US, Canada, and LatAm markets, with a strong academic record and preference for MFE/MBA and CFA. Proficiency in Python or R is valued, together with Excel/PowerPoint skills.