Quantitative Researcher - Systematic Trading

Delmar Nord; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Delmar Nord seeks a Quantitative Researcher to join its systematic trading research team. You will develop and test signals, work with traders and engineers, and push ideas from research into live production.

The role emphasizes rigorous analysis, advanced modeling, and ownership of research outcomes in a highly collaborative environment with strong data infrastructure and performance-based compensation.

Qualifications

• Advanced degree in Mathematics, Statistics, Physics, CS, Engineering or related field.
• 4+ years in quantitative research at a trading firm, hedge fund or market maker.
• Strong foundation in statistics, ML, time-series analysis, and optimization.
• Experience with large, granular financial datasets.
• Understanding of market microstructure and systematic trading strategies.
• Proficiency in Python; C++ is a plus; ability to communicate research clearly.

Responsibilities

• Research, develop, and test systematic trading signals across global markets.
• Analyze large datasets to identify new sources of alpha.
• Build and refine models for prediction, execution, and portfolio construction.
• Partner with traders and engineers to deploy and monitor strategies in production.
• Continuously evaluate and improve performance and risk of existing strategies.

Skills

Python

C++

Statistics

Time-series

Machine learning

Optimization

Education

PhD or Master's in quantitative field

Tools

NumPy/Pandas

Job description

Quantitative Researcher - Systematic Trading

Our client, a leading global quantitative trading firm, is seeking a Quantitative Researcher to join its growing research effort. The firm combines a strong technology platform and high-quality data with a collaborative, research-driven culture where talented people are given real ownership of their work.

This is an opportunity for a rigorous, creative researcher to work closely with experienced traders and see their ideas move from research into live production.

Responsibilities

• Research, develop, and test systematic trading signals across global markets
• Analyze large datasets to identify new sources of alpha
• Build and refine models for prediction, execution, and portfolio construction
• Partner with traders and engineers to deploy and monitor strategies in production
• Continuously evaluate and improve the performance and risk profile of existing strategies

Ideal Background

• Advanced degree (PhD or Master's) in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative field
• 4+ years of experience in quantitative research at a trading firm, hedge fund, or market maker
• Strong foundation in statistics, machine learning, time-series analysis, and optimization
• Experience working with large, granular financial datasets
• Understanding of market microstructure and systematic trading strategies
• Proficiency in Python; experience with C++ is a plus
• Intellectual curiosity, attention to detail, and the ability to communicate research clearly

The opportunity offers excellent infrastructure and data, a highly collaborative environment, meaningful ownership of research, and highly competitive compensation tied to performance.

All conversations will be handled with complete confidentiality - [e-mail]