Quantitative Researcher — Mid-Frequency Trading (NYC)

DRW; New York (NY); On-site; USD 175,000 - 200,000; Full time

Benefits offered by this job

Annual discretionary bonus

Comprehensive suite of employee benefits

Flexible spending accounts

Job summary

A diversified trading firm in New York City is seeking an experienced Quantitative Researcher to join its Mid‑Frequency Systematic Trading team. The role involves applying statistical and machine learning methods to develop trading models and contributing throughout the strategy lifecycle. Candidates must have experience in statistical arbitrage and strong programming skills, especially in Python. This position offers a competitive salary, an annual discretionary bonus, and comprehensive employee benefits.

Qualifications

• 2+ years of prior work experience in statistical arbitrage or systematic trading research.
• Proven ability to conduct research with large, noisy real‑world datasets.
• Strong programming skills, with proficiency in Python for data analysis and machine learning.

Responsibilities

• Apply statistical and machine learning methods to build trading models.
• Contribute across the full strategy lifecycle from research to execution logic.
• Prototype new ideas and write production-quality code.

Skills

Statistical arbitrage

Statistical analysis

Machine learning

Python

C++

Education

Degree in a quantitative or technical discipline

Job description

A diversified trading firm in New York City is seeking an experienced Quantitative Researcher to join its Mid‑Frequency Systematic Trading team. The role involves applying statistical and machine learning methods to develop trading models and contributing throughout the strategy lifecycle. Candidates must have experience in statistical arbitrage and strong programming skills, especially in Python. This position offers a competitive salary, an annual discretionary bonus, and comprehensive employee benefits.