Quantitative Systematic Trader – PhD: 2027
Core
Build and refine fully automated trading strategies using quantitative research and live market insights to optimize profitability and execution efficiency.
Role type
Senior IC quantitative systematic trader (PhD level)
Builds
Data-driven, automated trading strategies for live global financial markets
Domain
Quantitative finance / algorithmic trading
Deliverable
production ML models
Required skills
Probability theory, statistical analysis, optimization, numerical methods, quantitative modeling, Python, C++, scientific computing, high-performance computing
Preferred skills
Machine learning, market microstructure intuition, large-scale data analysis
Technologies
Python, C++, high-end GPUs, large-scale computing clusters
Responsibilities
Generate signals and build strategies, monitor real-time strategy performance, manage risk and respond to anomalies, collaborate on execution engine components
Seniority
PhD candidate (Summer 2027) or Postdoc, hands-on IC
