Quantitative Researcher, PhD

Teza Technologies; Austin (TX); On-site; USD 180,000 - 280,000; Full time

Benefits offered by this job

Health insurance

Flexible sick time policy

Office Lunches

Job summary

Teza Technologies in Austin, TX is seeking exceptional quantitative researchers to develop systematic trading strategies based on market microstructure. You will extract predictive signals from high-frequency data and turn them into scalable trading models, exploring large datasets, testing hypotheses, and deploying ideas into production.

The role focuses on building robust research infrastructure and collaborating with experienced researchers and Portfolio Managers to move ideas from hypothesis

Qualifications

• PhD in Mathematics, Statistics, Physics, Computer Science, Electrical Engineering, or related quantitative field.
• Excellent mathematical and statistical skills.
• Strong programming ability in Python and C++/Java.
• Experience working with quantitative models.
• Curiosity, creativity, and proven academic track record.

Responsibilities

• Research predictive signals from market microstructure data.
• Design and evaluate new features using the most granular market data.
• Develop statistical and machine learning models for systematic trading.
• Build robust research infrastructure and analytical tools.
• Collaborate with researchers and portfolio managers to move ideas to live trading.

Skills

Python

C++/Java

Quantitative models

Research

Education

PhD in Mathematics/Statistics/Physics/CS/EE

Job description

We are looking for exceptional quantitative researchers to develop systematic trading strategies based on market microstructure.

This role is focused on extracting predictive signals from high-frequency market data and turning them into robust, scalable trading models. You will explore large datasets, develop new features, test hypotheses, and work closely with researchers and engineers to deploy ideas into production.

Location

Austin, TX (5 days in-office requirement)

Key Responsibilities

• Research predictive signals from market microstructure data.
• Design and evaluate new features using the most granular market data.
• Develop statistical and machine learning models for systematic trading.
• Build robust research infrastructure and analytical tools.
• Work directly with experienced researchers and Portfolio Managers to take ideas from hypothesis to live trading.

Basic Requirements

• PhD in Mathematics, Statistics, Physics, Computer Science, Electrical Engineering, or a related quantitative discipline.
• Outstanding mathematical and statistical skills.
• Strong programming ability in Python and C++/Java.
• Experience working with quantitative models.
• Curiosity, creativity, and proven academic track record.

What you’ll get

• On-site presence of experienced Quantitative Researchers and Portfolio Managers to learn from
• Build Strategies while becoming the best at what you do
• Professional guidance from experienced mentors

Benefits

• Health insurance
• Flexible sick time policy
• Office Lunches