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PhD, Quantitative Strategist

at Durlston Partners

Back to all Data Science / AI / ML jobs
Durlston Partners logo
Recruitment Agencies

PhD, Quantitative Strategist

at Durlston Partners

GraduateNo visa sponsorshipData Science/AI/ML

Posted a day ago

No clicks

Compensation
Not specified

Currency: Not specified

City
New York City
Country
United States

A well-established market maker in New York is hiring a PhD-level Quantitative Strategist to expand its quantitative research team. The role focuses on alpha generation across liquid markets through developing predictive models and researching new trading strategies. Responsibilities include statistical modelling, optimising existing strategies, building risk frameworks, and automating research tools. Candidates should have a strong quantitative background (preferably a PhD), proficiency in Python and C/C++, and excellent problem-solving and communication skills.

A well-established market maker, expanding its quantitative research team following a successful 2024 and a strong start to 2025, is seeking a PhD graduate in New York. This role will focus on alpha generation, developing predictive models, and researching new strategies across liquid markets.

Key Responsibilities
  • Apply statistical methods and analytical techniques to develop predictive models.
  • Research and implement new trading strategies to enhance performance.
  • Analyse existing strategies to identify optimisation opportunities.
  • Develop risk models and frameworks to manage portfolio risk effectively.
  • Build tools to automate research processes and improve data visualisation.
Candidate Profile
  • Advanced degree (preferably PhD) in a quantitative discipline such as Science, Mathematics, or Engineering.
  • Strong academic background with a history of challenging coursework and a high GPA.
  • Exceptional problem-solving, mathematical, and quantitative skills.
  • Proficiency in programming languages such as C/C++ and Python.
  • Ability to work under pressure and solve complex technical and quantitative problems.
  • Strong communication skills, capable of engaging with both technical and non-technical teams.
  • Internship experience in a quantitative role
  • Intellectual curiosity, self-motivation, and a collaborative mindset.

The firm values intellectual curiosity, problem-solving ability, and a passion for quantitative research in high-performance trading environments.

PhD, Quantitative Strategist

at Durlston Partners

Back to all Data Science / AI / ML jobs
Durlston Partners logo
Recruitment Agencies

PhD, Quantitative Strategist

at Durlston Partners

GraduateNo visa sponsorshipData Science/AI/ML

Posted a day ago

No clicks

Compensation
Not specified

Currency: Not specified

City
New York City
Country
United States

A well-established market maker in New York is hiring a PhD-level Quantitative Strategist to expand its quantitative research team. The role focuses on alpha generation across liquid markets through developing predictive models and researching new trading strategies. Responsibilities include statistical modelling, optimising existing strategies, building risk frameworks, and automating research tools. Candidates should have a strong quantitative background (preferably a PhD), proficiency in Python and C/C++, and excellent problem-solving and communication skills.

A well-established market maker, expanding its quantitative research team following a successful 2024 and a strong start to 2025, is seeking a PhD graduate in New York. This role will focus on alpha generation, developing predictive models, and researching new strategies across liquid markets.

Key Responsibilities
  • Apply statistical methods and analytical techniques to develop predictive models.
  • Research and implement new trading strategies to enhance performance.
  • Analyse existing strategies to identify optimisation opportunities.
  • Develop risk models and frameworks to manage portfolio risk effectively.
  • Build tools to automate research processes and improve data visualisation.
Candidate Profile
  • Advanced degree (preferably PhD) in a quantitative discipline such as Science, Mathematics, or Engineering.
  • Strong academic background with a history of challenging coursework and a high GPA.
  • Exceptional problem-solving, mathematical, and quantitative skills.
  • Proficiency in programming languages such as C/C++ and Python.
  • Ability to work under pressure and solve complex technical and quantitative problems.
  • Strong communication skills, capable of engaging with both technical and non-technical teams.
  • Internship experience in a quantitative role
  • Intellectual curiosity, self-motivation, and a collaborative mindset.

The firm values intellectual curiosity, problem-solving ability, and a passion for quantitative research in high-performance trading environments.