Systematic Trading Quant: Own Your Research & Alpha

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

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.