Quantitative Trader (Equities)

Fintal Partners; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

Fintal Partners is seeking a quantitative researcher to join a global trading firm focused on equities and derivatives. You will analyze large datasets to identify predictive signals and develop systematic trading strategies within a low-latency environment.

You will collaborate with engineering to move ideas from research to production, prototyping in Python and owning the lifecycle from concept to deployment.

Qualifications

• 3+ years of experience in a quantitative research role within systematic trading.
• Strong background in equity signal generation and predictive modeling.
• Experience with high-frequency or intraday strategies is highly relevant.

Responsibilities

• Analyze large, complex datasets to identify predictive signals in equity markets.
• Develop and refine systematic trading strategies across equities.
• Work closely with engineering to design and improve research and production frameworks.
• Rapidly prototype and test new ideas (primarily in Python).
• Take ownership of the full lifecycle from research to live deployment.
• Continuously enhance and expand existing models to unlock new sources of alpha.

Skills

Python programming

Equity signal generation

Quantitative modeling

High-frequency trading experience

Education

Quantitative field degree

Tools

Python

Job description

We’re partnering with a leading global trading firm that is actively building out its equities capabilities. This is a unique opportunity to join a growing, high-impact team focused on developing next-generation systematic trading strategies at the intersection of equities and derivatives.

The team is focused on combining expertise with predictive signals leveraging large-scale data and advanced modeling to drive trading decisions in highly automated, low-latency environments.

This is a role for someone who wants to do more than just research as you’ll have direct visibility into how ideas move from concept to production to PnL.

What You’ll Be Doing

• Analyze large, complex datasets to identify predictive signals in equity markets


• Develop and refine systematic trading strategies across equities


• Work closely with engineering to design and improve research and production frameworks


• Rapidly prototype and test new ideas (primarily in Python)


• Take ownership of the full lifecycle from research to live deployment


• Continuously enhance and expand existing models to unlock new sources of alpha

What They’re Looking For

• 3+ years of experience in a quantitative research role within systematic trading


• Strong background in equity signal generation and predictive modeling


• Experience working with high-frequency or intraday strategies is highly relevant


• Proficiency in Python for research and prototyping


• Strong academic background in a quantitative field (e.g., mathematics, physics, computer science, financial engineering)


• Exposure to automated trading environments or market making systems is a plus

Why This Role

• High ownership: Direct impact on trading outcomes, not siloed research


• Collaborative environment: Tight feedback loop between research, engineering, and trading


• Strong infrastructure: Ability to scale ideas quickly into production


• Growth: Join a team in build mode, not maintenance mode