Quantitative Researcher - PhD Graduates

Venture Search; New York (NY); On-site; USD 200,000 - 250,000; Full time

Benefits offered by this job

Highly competitive compensation and benefits package

Access to world-class data and research tools

Job summary

A leading financial recruitment agency in New York is looking for exceptional PhD graduates for a Senior Consultant position in their Quantitative Research team. The role emphasizes advanced research, machine learning model development, and collaboration with trading teams. Candidates should possess strong programming skills in Python and a PhD in a quantitative discipline. Competitive salary and benefits are provided.

Qualifications

• PhD in Quantitative Finance, Mathematics, Computer Science, Statistics, Physics, or a related quantitative discipline from a top university.
• Strong foundation in probability, statistics, stochastic processes, and machine learning.
• Excellent programming skills in Python (C++ or other high-performance languages is a plus).

Responsibilities

• Conduct advanced research to generate new sources of alpha across multiple asset classes.
• Design, develop, and implement machine learning models for financial time-series prediction.
• Collaborate with traders, portfolio managers, and technologists to translate research into production strategies.

Skills

Probability and statistics

Machine learning

Python programming

Problem-solving

Communication skills

Education

PhD in Quantitative Finance or related fields

Tools

Python

C++

Job description

Senior Consultant at Venture Search - Hedge Funds and Prop Trading

Quantitative Researcher – PhD Graduates (New York)

New York - United States

Base Salary $200k-$250k + Discretionary bonus

Venture Search is working with a tier-1 hedge fund and is seeking exceptional PhD graduates to join its Quantitative Research team in New York. This role offers the opportunity to apply cutting-edge research to real-world markets, with a focus on alpha generation and machine learning model development.

The Role

• Conduct advanced research to generate new sources of alpha across multiple asset classes.
• Design, develop, and implement machine learning models for financial time-series prediction.
• Explore large and complex datasets to uncover hidden patterns and market inefficiencies.
• Collaborate with traders, portfolio managers, and technologists to translate research into production strategies.
• Continuously monitor and refine models in live trading environments.

What we’re looking for

• PhD in Quantitative Finance, Mathematics, Computer Science, Statistics, Physics, or a related quantitative discipline from a top university.
• Strong foundation in probability, statistics, stochastic processes, and machine learning.
• Excellent programming skills in Python (C++ or other high-performance languages is a plus).
• Demonstrated ability to conduct original research and solve complex problems.
• Strong communication skills and ability to work in a fast-paced, collaborative environment.
• Direct impact on trading performance and strategy innovation.
• Access to world-class data, infrastructure, and research tools.
• Exposure to some of the brightest minds in finance, technology, and research.
• Highly competitive compensation and benefits package.

Seniority level

• Senior

Employment type

• Full-time

Job function

• Finance

Industries

• Financial Services

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