quantitative research analyst

Origin Harbor Capital Solutions

<div><h1 class="jobSectionHeader"><b>Summary</b></h1><div><p>
 The Multi-Asset Solutions Team (MAST) manages a suite of active investment ETFs and delivers standard and customized multi-asset portfolio solutions across approximately $5 billion in AUM. Portfolios span U.S. and international equities, fixed income, and commodities. MAST&rsquo;s investment process combines systematic quantitative models with a qualitative investment overlay. The Quantitative Research function is central to this process, designing, maintaining, and enhancing the models that translate market and macroeconomic information into portfolio allocations. These include:</p></div><div><ul><li>
Market regime and business-cycle detection models</li></ul></div><div><ul><li>
State-space and signal-aggregation frameworks</li></ul></div><div><ul><li>
Bespoke portfolio optimization engines</li></ul></div><div><ul><li>
Scenario analysis and Monte Carlo simulations for outcome evaluation</li></ul><p><br>
</p></div><div><p>The Senior Quantitative Analyst is a hands-on role spanning research, model development, portfolio construction, and production. We are looking for a seasoned quantitative professional who has built trading signals, constructed portfolios, and deployed models that run real money. This person will work closely with portfolio managers and trade operations, and is expected to elevate the team&rsquo;s research capability through deep technical expertise and hard-won market intuition.
</p></div><p></p><h1 class="jobSectionHeader"><b>Key </b><b>Responsibilities</b></h1><div><div><ul><li>
Design, develop, and maintain systematic investment models &mdash; including regime detection, business-cycle indicators, signal aggregation frameworks, and multi-asset portfolio optimization engines &mdash; that directly drive portfolio allocation decisions across approximately $5B in AUM.</li></ul></div><div><ul><li>
Bring deep technical expertise in classical quantitative methods &mdash; mean-variance and robust optimization, state-space models, Kalman filters, factor models, time-series econometrics, and Monte Carlo simulation. You should understand these tools at a foundational level, not just as library calls.</li></ul></div></div><div><div><ul><li>
Complement that classical foundation with practical machine learning and AI experience &mdash; ensemble methods, gradient boosting, reinforcement learning, deep sequence models, LLM-based pipelines, and dimensionality reduction techniques. The team actively integrates AI into its research and production workflows. More importantly, you should know when these approaches add genuine value over simpler methods and when they don&rsquo;t.</li></ul></div><div><ul><li>
Bring a proven track record of taking models from research through to live production. We expect candidates at this level to have done this multiple times &mdash; designed a model, validated it through rigorous backtesting, deployed it into a production investment process, and maintained it through changing market regimes.</li></ul></div><div><ul><li>
Conduct independent, self-directed quantitative research to identify new signals, improve existing models, and advance the team&rsquo;s investment process &mdash; formulating hypotheses, sourcing and validating data, running rigorous backtests, and presenting actionable findings to portfolio managers.</li></ul></div><div><ul><li>
Bridge the gap between quantitative methods and investment judgment. Translate complex model outputs into clear, portfolio-relevant insights for PMs and stakeholders, bringing a cross-asset perspective informed by deep understanding of macro drivers, market regimes, and multi-asset dynamics.</li></ul></div><div><ul><li>
Raise the intellectual bar of the team. Draw on your experience across markets, methodologies, and past failures to challenge assumptions, introduce new frameworks, and sharpen the team&rsquo;s research process. We value people who make everyone around them better by sharing hard-won intuition about what works, what doesn&rsquo;t, and why.</li></ul></div><div><ul><li>
Write production-quality Python code every day. This is a hands-on role: every member of the team builds and owns their own code.</li></ul><p></p><div><p>
Research &amp; Model Development</p></div><div><ul><li>
Research and develop quantitative methods for asset allocation, regime modeling, and portfolio optimization.</li></ul></div><div><ul><li>
Enhance existing models and analytics through data, methodology, or implementation improvements.</li></ul></div><div><ul><li>
Perform back-testing, scenario analysis, Monte Carlo simulations and sensitivity studies.</li></ul></div><div><ul><li>
Conduct quantitative analyses to drive investment decisions.</li></ul></div><p></p><div><p><br>
Portfolio Construction &amp; Design</p></div><div><ul><li>
Construct and design optimized portfolios and explain key drivers of allocations and design decisions.</li></ul></div><div><ul><li>
Assess model output, diagnose when a model will/will not work, apply overrides and propose gates/enhancements.</li></ul></div><div><ul><li>
Review and assess consistency, accuracy and robustness of MAST models and processes.</li></ul><p><br>
</p></div></div></div><h1 class="jobSectionHeader"><b>Key Behavioral Expectations</b></h1><p>
Drives for Results</p><ul><li>
Demonstrates ownership, accountability, and urgency.</li><li>
Delivers high-quality output aligned with Harbor&rsquo;s investment objectives.</li></ul><p></p><p>
Unleashes Innovation</p><ul><li>
Actively explores new ideas, techniques, and data sources.</li><li>
Challenges existing approaches while maintaining discipline and rigor.</li></ul><p></p><p>
Communication &amp; Engagement</p><ul><li>
Clearly articulates complex ideas and recommendations.</li><li>
Engages effectively with PMs, peers, and cross-functional partners.</li></ul><p></p><h1 class="jobSectionHeader"><b>
Minimum Qualifications
</b></h1><div><ul><li>Bachelor&rsquo;s degree in a quantitative discipline (e.g., mathematics, statistics, physics, computer science, engineering, economics, finance); advanced degree (Master&rsquo;s or PhD) strongly preferred.</li></ul></div><div><ul><li>
Production-level Python proficiency required. Experience building and maintaining quantitative research systems, optimization engines, and data pipelines in Python is expected, not optional.</li></ul></div><div><ul><li>
The ideal candidate combines deep quantitative expertise with substantive capital markets knowledge. At this seniority, we expect both &mdash; not one with the aspiration to learn the other.</li></ul></div><div><ul><li>
7&ndash;15 years of relevant experience in quantitative investment research, systematic portfolio construction, or a closely related role. Candidates must have a track record of building models that have been deployed in live investment processes managing real capital.</li></ul></div><div>
CFA charterholder or progress toward the designation is a plus, but demonstrated investment judgment through a live track record is valued more highly than credentials.<br>
<ul><li>
</li></ul></div><p></p><h1 class="jobSectionHeader"><b>Knowledge, Skills, &amp; Abilities Required
</b></h1><p>The ideal candidate is intellectually curious, outcome-driven, and brings the judgment that only comes from years of building and running live investment models. They have strong opinions about methodology &mdash; formed through experience, not just reading &mdash; and are comfortable working across multiple initiatives in a fast-paced, small-team investment environment.</p><div><ul><li>
Deep analytical and quantitative reasoning skills with the ability to evaluate model assumptions critically.</li></ul></div><div><ul><li>
Demonstrated experience with advanced statistical methods, machine learning, and AI &mdash; including time-series modeling, state-space methods, reinforcement learning, and ensemble techniques &mdash; applied in a live investment context.</li></ul></div><div><ul><li>
Proven ability to translate quantitative output into investment-relevant insights and defend model-driven recommendations to portfolio managers.</li></ul></div><div><ul><li>
Comfortable leading research workstreams independently while collaborating closely in a small, high-autonomy investment team.</li></ul></div><p></p><h1 class="jobSectionHeader"><b>
Preferred Skills</b><b>
</b></h1><div><ul><li>Extensive experience with large, complex financial and macroeconomic datasets, including Bloomberg, alternative data, and cross-asset market data.</li></ul></div><div><ul><li>
Hands-on experience with portfolio analytics, factor models, optimization under constraints, and back-testing frameworks in a live investment context.</li></ul></div><div><ul><li>
Experience with relational databases (e.g., PostgreSQL, SQL Server) and building production data pipelines.</li></ul></div><div><ul><li>
Track record of building production-quality research tools, APIs, and systematic investment infrastructure.<b>
</b></li></ul></div><p></p><p><b>Compensation Pay Range: </b>This position offers a competitive base salary range of $210,000&ndash;$285,000, commensurate with experience and qualifications.</p></div>

Quantitative Analyst, Portfolio Manager

NORC at the University of Chicago

<div><div><div><div><div><b>JOB SUMMARY:</b></div><div><br>
<div>
</div><div><p>NORC at the University of Chicago is seeking a qualified Data Analyst I or II (we are open to hiring at either level) to join the Methodology and Quantitative Social Sciences department and support a diverse range of research projects. At NORC, Data Analysts are early career team members who train and work with our Data Scientists and Research Methodologists to perform tasks including importing, cleaning, standardizing, transforming, and validating data sets.</p>
<p>
Data Analysts also research and document data procedures and support the investigation of data problems. They may identify, analyze, and interpret trends or patterns in data sets, support modeling efforts, and help prepare data presentations and reports, including developing charts, graphs, and tables. In addition, the Data Analyst may assist in data collection and harmonization from primary or secondary data sources (e.g., administrative records, commercial data, social media data), preparing data files for delivery, and the maintenance of databases, data systems, and their relevant metadata/dictionaries. The Data Analyst is expected to work collaboratively in a team environment.</p>
<p><i>
Qualified applicants must be eligible to work in the U.S now and in the future. We regret that we are unable to offer visa sponsorship for this position.</i></p>
<p><b>
Location</b>: This is a hybrid role based in our Chicago Loop office, with a minimum of six days per month in the office.</p></div><br>
</div>
</div><br>
<div><div><b>DEPARTMENT: Methodology and Quantitative Social Sciences</b></div>
<div>
<div><p>The Methodology and Quantitative Social Sciences department implements state-of-the-art methodologies and develops innovations to deliver reliable data and rigorous analysis to guide critical programmatic, business and policy decisions for NORC clients. The department provides leadership throughout the project lifecycle on study design, data collection, assessment of data quality, quantitative analysis, and dissemination of results. The Methodological and Quantitative Social Sciences department also conducts its own research and is a leader in designing and implementing rigorous, efficient methods for gathering, evaluating, and analyzing data from primary and secondary sources. The department provides expertise and leads NORC strategy on the use of a broad range of methods and techniques, including research and experimental design, recruitment and retention, instrument design and testing, assessing data quality, evaluating measurement properties of new measures, causal inference methods, machine learning, analysis of clustered data, data visualization, use of novel data sources and technologies to improve data gathering, and building AI solutions that support NORC&rsquo;s research. The department collaborates with the Statistics and Data Science Department on areas of synergy and intersection and with all NORC subject matter departments, in addition to leading its own projects.</p></div><br>
</div>
</div><br>
<div><div><b>RESPONSIBILITIES:</b></div>
<div><ul><li>Collaborate with methodologists and subject matter experts to implement and improve data management and analysis activities.</li>
<li>Develop programs and scripts for data cleaning, integration, transformation, and harmonization, as well as data quality checks and validation</li>
<li>Support and enhance applications and databases already built for various research needs and produce data documentation and dictionaries.</li>
<li>Create data dashboards and visualizations, including preparing charts, graphs, and tables for reports and presentations.</li>
<li>Perform various types of data analysis and modeling, often involving multiple data sets.</li>
<li>Contribute to documentation, reports, and presentations through writing sections, creating basic analytic summaries, and developing tables and graphics.</li>
<li>Apply AI tools to help improve efficiency.</li>
<li>Perform other duties as assigned.</li>
</ul>
</div></div><br>
<div><div><b>REQUIRED SKILLS:</b></div>
<div><ul><li>Bachelor&rsquo;s degree in social science with a computational social science emphasis or data science.</li>
<li>0-2 years&rsquo; relevant experience (internships included.)</li>
<li>Programming in statistical packages and databases: R, Python, and SQL required.</li>
<li>Familiarity working with large data sets, conducting statistical and quantitative modeling, melding analytics with strong programming, data mining, clustering and segmentation.</li>
<li>Strong foundation in areas of social science research, analytic methods, data engineering, machine learning, and scientific methods of inquiry.</li>
<li>Proficiency with data management, quantitative analysis and modeling, data reduction techniques and data visualization.</li>
<li>Working knowledge of different types of data that can be sourced whether from administrative data, surveys, social media, or sensor data.</li>
<li>Strong skills in problem solving and quantitative analysis are required, including a willingness to understand deviations and ask questions about data issues.</li>
<li>Able to organize and prioritize work assignments to meet project needs.</li>
<li>Strong communication, writing and data storytelling skills.</li>
<li>Enthusiasm for teamwork and collaboration across disciplinary boundaries.</li>
<li><i>Qualified applicants must be eligible to work in the U.S now and in the future. We regret that we are unable to offer visa sponsorship for this position.</i></li>
</ul>
<p><b>Preferred Skills:
</b></p><ul><li>Experience working with SAS, Tableau, Hadoop, Hive, Databricks, MapReduce, and/or other large data systems</li>
<li>Additional expertise in large and small language models, and machine learning, in working in cloud environments (e.g., AWS, Azure, GCP), and with command-line workflows (e.g., in bash)</li>
<li>Experience with JavaScript programming.</li>
</ul>
</div></div><br>
<div><div><b>SALARY AND BENEFITS:</b></div>
<div>
<div><p>The pay range for this position is $62,000-$73,000.</p>
</div>
<div><p>This position is classified as regular. Regular staff are eligible for NORC&rsquo;s comprehensive benefits program. Benefits include, but are not limited to:</p>
</div>
<div><div><ul><li><p>Generously subsidized health insurance, effective on the first day of employment</p>
</li>
<li><p>Dental and vision insurance</p>
</li>
<li><p>A defined contribution retirement program, along with a separate voluntary 403(b) retirement program</p>
</li>
<li><p>Group life insurance, long-term and short-term disability insurance</p>
</li>
<li><p>Benefits that promote work/life balance, including generous paid time off, holidays; paid parental leave, bereavement leave, tuition assistance, and an Employee Assistance Program (EAP).</p>
</li>
</ul></div></div><div><p><i>NORC is committed to equity and transparency in its pay practices. We publish salary ranges and benefit information for every job. The listed hiring range reflects what we, in good faith, expect to pay at the time of posting, though actual compensation may vary and may be adjusted over time. A candidate&rsquo;s placement within the range depends on factors such as competencies, education, qualifications, experience, skills, performance, and organizational needs.<br>
</i></p></div></div></div><br>
<div><div><b>WHAT WE DO:</b></div>
<div>
<p>NORC at the University of Chicago is an objective, non-partisan research institution that delivers reliable data and rigorous analysis to guide critical programmatic, business, and policy decisions. Since 1941, our teams have conducted groundbreaking studies, created and applied innovative methods and tools, and advanced principles of scientific integrity and collaboration. Today, government, corporate, and nonprofit clients around the world partner with us to transform increasingly complex information into useful knowledge.</p></div><br>
</div><br>
<div><div><b>WHO WE ARE:</b></div>
<div>
<p>For over 80 years, NORC has evolved in many ways, moving the needle with research methods, technical applications and groundbreaking research findings. But our tradition of excellence, passion for innovation, and commitment to collegiality have remained constant components of who we are as a brand, and who each of us is as a member of the NORC team. With world-class benefits, a business casual environment, and an emphasis on continuous learning, NORC is a place where people join for the stellar research and analysis work for which we&rsquo;re known, and stay for the relationships they form with their colleagues who take pride in the impact their work is making on a global scale.</p></div><br>
</div><br>
<div><div><b>EEO STATEMENT:</b></div>
<div>
<p>NORC is an equal opportunity employer. NORC evaluates qualified applicants without regard to race, color, religion, sex, gender, national origin, disability, status as a protected veteran, sexual orientation, and other legally protected characteristics.</p></div></div></div></div></div><p></p>

Data Analyst I or II - Methodology and Quantitative Social Sciences - Chicago Loop Hybrid

Versor Investments

<div>
 India
 <br/>
 <br/>
 Versor Investments (&ldquo;Versor&rdquo;) is a pioneer in applying AI and alternative data to global equity markets. As a quantitative equities boutique, we focus on systematically delivering uncorrelated alpha across single stocks, equity index futures, and corporate events. Founded in 2014 and headquartered in New York, Versor manages assets on behalf of a global client base. Our edge is defined by four core pillars that underpin how we operate and how we continue to stay at the frontier of quantitative investing. These include the use of alternative data across both developed and emerging markets, a disciplined integration of artificial intelligence with human judgment and domain expertise, deep experience in systematic investing, and an embedded approach to risk management that informs research, portfolio construction, and implementation.
 <br/>
 <br/>
 Role Summary
 <br/>
 <br/>
 The Data Analyst position will be based in Mumbai and be part of the Data team. He / She will work closely with the team to provide support on a sophisticated quantitative investment process covering data management, forecast models, risk management models and portfolio construction.
 <br/>
 <br/>
 <strong>
  Responsibilities
  <br/>
  <br/>
 </strong>
 <ul>
  <li>
   Work with close knit team of senior researchers, data scientists and technologists to evaluate and improve processes and investment strategies
  </li>
  <li>
   Identify trends and issues in end-to end investment process including but not limited to data, models, portfolio and trading
   <br/>
   <br/>
  </li>
 </ul>
 <strong>
  Qualifications
  <br/>
  <br/>
 </strong>
 <ul>
  <li>
   M.B.A in Finance, B.E in Computers or B.S in Economics
  </li>
  <li>
   Basic knowledge of Python and SQL is necessary
  </li>
  <li>
   Comfortable using GPT and other generative AI tools
  </li>
  <li>
   Diligent, self-motivated and resourceful; able to multi-task and focus on delivering results
  </li>
  <li>
   Good written and oral communication skills
  </li>
  <li>
   Flexibility to work from home
   <br/>
   <br/>
  </li>
 </ul>
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Data Analyst Intern

Almond Fintech

<p>Almond is a <b>B2B fintech company</b> transforming <b>cross-border payments</b> by empowering financial institutions and their customers with the <b>best possible FX rates</b> and <b>near-instant settlements</b> across all corridors globally. With Almond technology, institutions can guarantee <b>fast, affordable, and transparent</b> cross-border transactions. Finally.</p><p>With financial institution partnerships across the world, our <b>remote team is growing globally</b>, and we&rsquo;re seeking to add more <b>smart and talented people</b>. This is an amazing opportunity to get in on the ground floor with a team focused on both <b>social impact</b> and a <b>significant market opportunity</b>.</p><p><b>Role Summary</b></p><p>We&rsquo;re looking for a <b>hands-on, data-driven Quantitative Forex Analyst</b> to help us <b>build and scale core trading and settlement infrastructure</b> at Almond. This is <b>not a passive analytics role</b> &mdash; you&rsquo;ll be directly responsible for <b>developing forex trading strategies, optimizing execution, and improving cross-border payment performance</b>.</p><p>You&rsquo;ll work closely with <b>engineering, product, finance, and leadership</b> to design and implement <b>quantitative models</b> that enhance <b>FX pricing, liquidity routing, and blockchain-based settlement</b>. You should be comfortable working with <b>noisy real-world data</b>, navigating <b>market complexity</b>, and turning insights into <b>production-ready solutions</b>.</p><p>This role is <b>fully remote across the Americas</b>, with candidates expected to work within a <b>time zone that overlaps with our North America-based team</b>.</p><p><b>Responsibilities</b></p><ul><li><b>Develop, test, and optimize forex trading strategies</b> to improve FX rates and identify <b>new revenue opportunities</b></li><li><b>Design algorithmic routing and execution strategies</b>, including <b>blockchain-based settlement optimization</b></li><li>Analyze <b>FX market microstructure</b>, including <b>liquidity, spreads, and execution performance</b></li><li>Partner with <b>engineering teams</b> to implement and monitor models in <b>production environments</b></li><li>Identify <b>geographic expansion opportunities</b> through pricing and currency pair analysis</li><li>Collaborate with <b>finance and product teams</b> to refine <b>pricing strategies and unit economics</b></li><li>Build <b>data visualizations</b> and clearly communicate insights to <b>technical and non-technical stakeholders</b></li></ul><p><b>Requirements</b></p><ul><li><b>5+ years of experience</b> in <b>quantitative research, data science, or trading</b>, ideally in <b>financial services, fintech, or trading firms</b></li><li>Strong understanding of <b>FX markets</b>, including <b>currency pairs, pricing conventions, and liquidity dynamics</b></li><li>Proven ability to identify <b>market patterns and inefficiencies</b></li><li><b>Proficiency in Python</b> and tools such as <b>pandas, numpy, and scikit-learn</b></li><li>Experience working with <b>APIs and large, raw datasets</b></li><li>Strong foundation in <b>statistics</b>, including <b>regression and time-series analysis</b></li><li>Experience with <b>backtesting, hypothesis testing, and model validation</b></li><li>Ability to <b>translate complex data into actionable insights</b></li><li>Comfortable working in a <b>fast-paced, high-autonomy environment</b></li></ul><p><b>Nice to Haves</b></p><ul><li>Experience with <b>algorithmic trading systems or execution strategies</b></li><li>Familiarity with <b>blockchain technology and cryptocurrency markets</b></li><li>Experience with <b>data engineering tools</b> (e.g., Spark, Databricks, dbt, ETL pipelines)</li><li>Background in <b>cross-border payments, remittances, or FX platforms</b></li><li>Experience in a <b>startup or high-growth environment</b></li></ul><p><b>Compensation Range</b></p><ul><li><b>Base Salary:</b> $90,000&ndash;$120,000 per annum <i>(based on experience)</i></li><li><b>Bonus:</b> Discretionary <i>(based on company and individual performance)</i></li><li><b>Equity:</b> Stock Options <i>(based on experience and impact)</i></li></ul><p><b>Why You&rsquo;ll Love This Role</b></p><ul><li><b>Direct impact</b> on core trading and payment infrastructure used by <b>global financial institutions</b></li><li>Work on <b>cutting-edge FX, fintech, and blockchain systems</b></li><li><b>High-visibility role</b> with exposure to <b>leadership and cross-functional teams</b></li><li>Ownership of <b>end-to-end quantitative projects</b> from research to production</li></ul><p><b>Benefits</b></p><ul><li><b>Unlimited PTO</b></li><li><b>Fully remote work environment</b></li></ul><p><b>Equal Opportunity Employer</b></p><p><b>Almond </b>is an equal opportunity employer. We are committed to providing equal employment opportunities to all qualified individuals without regard to race, color, religion, sex, gender identity, sexual orientation, pregnancy, age, national origin, disability, veteran status, or any other legally protected characteristic. We celebrate diversity and strive to create an inclusive environment for all employees.</p><p>Job Type: Full-time</p><p>Pay: $90,000.00 - $120,000.00 per year</p><p>Benefits:</p><ul><li>Paid time off</li></ul><p>Application Question(s):</p><ul><li>Do you have at least 5+ years of experience in quantitative research, data science, or trading, ideally in financial services, fintech, or trading firms?</li><li>Do you have a strong understanding of FX markets, including currency pairs, pricing conventions, and liquidity dynamics</li><li>On a scale of 1-10 (highest), rate your level of proficiency in Python and tools such as pandas, numpy, and scikit-learn.</li><li>Do you have experience with backtesting, hypothesis testing, and model validation?</li></ul><ul><li>Do you have any experience on the following Nice-to-Haves?</li></ul><p>Nice to Haves<br/>- Experience with algorithmic trading systems or execution strategies<br/>- Familiarity with blockchain technology and cryptocurrency markets<br/>- Experience with data engineering tools (e.g., Spark, Databricks, dbt, ETL pipelines)<br/>- Background in cross-border payments, remittances, or FX platforms<br/>- Experience in a startup or high-growth environment</p><p>Work Location: Remote</p>

Quantitative Forex Analyst

Fionics

<div>
 <p>
  <strong>
   Quantitative Researcher - Dubai/Remote
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   40+ top systematic firms seeking exceptional researchers. Multiple immediate openings.
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   What you'll do:
  </strong>
 </p>
 <ul>
  <li>
   Research and develop alpha-generating signals-
  </li>
  <li>
   Build statistical models and ML frameworks
  </li>
  <li>
   Collaborate with PMs and traders on strategy implementation
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Requirements:
  </strong>
 </p>
 <ul>
  <li>
   2+ years quant research experience
  </li>
  <li>
   PhD/Masters in quantitative field preferred
  </li>
  <li>
   Python/R expertise with proven research track record
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Our network:
  </strong>
 </p>
 <ul>
  <li>
   <strong>
    Pay:
   </strong>
   $200K-$2M+ based on experience
  </li>
  <li>
   <strong>
    Locations:
   </strong>
   Dubai, Remote
  </li>
  <li>
   <strong>
    Firms:
   </strong>
   Boutique quant shops to multi-billion systematic funds
  </li>
  <li>
   <strong>
    Strategies
   </strong>
   : HFT, Market Making, Systematic, Crypto
  </li>
 </ul>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   From pure research roles to trader-researcher hybrids.
  </strong>
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   Ready to explore?
  </strong>
  Apply now for confidential discussions.
 </p>
</div>


Quantitative Researcher

AKUNA CAPITAL

<div><p>Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker &ndash; meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models.</p>
<p>
Our Founding Partners<i> </i>first conceptualized Akuna in their hometown of Sydney. They opened the firm's first office in 2011 in the heart of the derivatives industry and the options capital of the world &ndash; Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore.</p>
<p><b>
What you'll do as a Quantitative Researcher at Akuna:</b></p>
<p>
Akuna's Prediction Markets team is looking to add a Quantitative Researcher focused on sports related contracts. The successful candidate will play a crucial role in developing Akuna's sports pricing capabilities, working closely with development and trading teams to refine and deploy these models alongside our strategies. This position offers the opportunity to make a direct impact on an exciting new desk at Akuna. The ideal candidate will possess strong programming and analytical skills, a creative mindset, and a passion for sports. In this role you will:</p>
<ul>
<li>Design and develop data capture pipelines to enable the pricing of a variety of sports contracts (match outcomes, player props, in-game events)</li>
<li>Develop and calibrate pricing models using historical data in service of in-play quoting of sports contracts.</li>
<li>Build and maintain internal tooling to facilitate all aspects of the research pipeline</li>
<li>Work closely with trading and development to deploy models into production trading strategies, bridging the gap from research to production with an ownership mentality</li>
</ul>
<p><b>Qualities that make great candidates:</b></p>
<ul>
<li>Bachelor's, Master's, or PhD degree in a technical field, such as Engineering, Computer Science, Mathematics, or Physics (or a related subject)</li>
<li>Proficient programming skills in Python (C++ is a plus)</li>
<li>2+ years of experience in a quantitative or programming role, preferably within the trading sector.</li>
<li>Deep understanding of fields such as Linear Algebra, Numerical Methods, Statistics, Optimization, and Machine Learning</li>
<li>Strong interest in sports and quantitative modeling.</li>
</ul>
<p>We are especially interested in high agency individuals who have practical experience in financial markets and see the recent rise in prediction markets as an opportunity to ply their trade to a new domain they find more dynamic and exciting: sports. If you are a working quant and a sports data nerd, we want to hear from you!</p>
<p><b><i>
In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!</i></b></p>
<p><i>
In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate's experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.</i></p></div>

Quantitative Researcher - Prediction Markets

JPMorganChase

<div><b>JOB DESCRIPTION</b><div><br>
</div><div>Join our global Quantitative Trading &amp; Research (QTR) team, where you'll apply your expertise in Derivatives Modelling, Financial Engineering, Data Science, and Quantitative Development. As part of JP Morgan's leading QR Group, you'll innovate with unique analytics and mathematical models, enhancing business practices through automation. We develop advanced models and methodologies to support the Clearing business, utilizing the Athena quant platform for comprehensive trade and risk management across all asset classes.</div><div>
</div><div><b>Job summary:</b></div><div>
</div><div>As an Associate Quantitative Researcher in the Quantitative Trading &amp; Research (QTR) Global Clearing team, you will lead the design, delivery, and governance of risk and pricing analytics and models across F&amp;O and OTC derivatives, with a primary focus on risk analytics, Initial Margin (IM) methodology, and production execution. You will set technical direction and partner closely with the Margin Trading desk, Technology, and Product Development to ship high-impact solutions. You will also shape our data-led strategy by applying state-of-the-art machine learning to transform risk management and automation across the investment bank.</div><div>
</div><div><b>Job responsibilities</b></div><ul><li>
Own delivery of front-office risk/pricing analytics and margin solutions using internal derivatives libraries, ensuring robust, performant outcomes across D1, F&amp;O, and OTC products; define multi-quarter roadmaps and drive continuous improvement.</li><li>
Lead end-to-end initiatives&mdash;from problem framing and hypothesis design through prototyping, backtesting, and scalable production deployment&mdash;partnering with Trading, QR peers, Technology, and Product to deliver measurable business impact.</li><li>
Design and enhance margin and derivative models, including methodology selection, calibration, numerical schemes, benchmarking/backtesting, documentation, and alignment with model risk governance.</li><li>
Serve as model owner: manage roadmaps, controls, monitoring/alerts, change management, and responses to Model Risk, Audit, and regulatory reviews; ensure explainability and transparency of assumptions, limitations, and model performance.</li><li>
Build and productionize analytics that advance intraday/EoD automation (services, APIs, pipelines) with clear SLOs/SLA, observability, reliability engineering practices, and tight integration into trading/risk platforms.</li><li>
Provide technical leadership and mentorship; conduct code/method reviews, establish research engineering best practices (testing, CI/CD, reproducibility), and develop team capability.</li><li>
Communicate complex quantitative concepts to non-technical audiences; influence product roadmaps, prioritization, and resourcing via data-driven analysis, scenario studies, and clear articulation of trade-offs.</li><li>
Lead development of ML/AI solutions end-to-end (feature engineering, model training/validation, MLOps, monitoring and drift management) with rigorous controls, documented governance, and demonstrable business value.</li><li>
Uphold standards for documentation, reproducibility, traceability, and SDLC; ensure compliance with internal policies for model risk management and data governance.</li></ul><div>
</div><div><b>Required qualifications, capabilities, and skills</b></div><ul><li>
Advanced degree (PhD, MSc, or equivalent) in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field.</li><li>
5+ years of front-office quant experience supporting trading/risk in F&amp;O and/or OTC derivatives, with a track record of production delivery and close trader partnership.</li><li>
Deep knowledge of listed and OTC derivatives; strong understanding of risk/P&amp;L attribution, sensitivities/Greeks, model assumptions/limitations, and market microstructure.</li><li>
Experience with front-office platforms such as SecDB, Athena, Quartz, or equivalent.</li><li>
Strong programming in Python and/or C++; experience architecting maintainable, testable, high-performance codebases and extending large-scale libraries; proficiency in numerical methods and performance tuning.</li><li>
Proven experience designing, calibrating, and maintaining IM/pricing models (e.g., curve construction, volatility surfaces, credit/rates models, margin frameworks), including performance monitoring and backtesting.</li><li>
Experience delivering production services with Technology partners (APIs, packaging, CI/CD, containerization, logging/monitoring); familiarity with data engineering and compute frameworks.</li><li>
Excellent quantitative problem-solving; able to decompose ambiguous problems, select appropriate methods, and communicate uncertainty and trade-offs clearly.</li><li>
Outstanding communication and stakeholder management; ability to influence across QR, Trading, Technology, and Product.</li><li>
Demonstrated mentorship or team leadership experience, including setting technical direction, conducting reviews, and managing priorities under pressure.</li></ul><div>
</div><div><b>Preferred qualifications, capabilities, and skills</b></div><ul><li>
Expertise in curve building (multi-curve frameworks), volatility surface modeling/calibration (e.g., SABR, Heston, local/stochastic volatility), and numerical methods (PDE/FDM, Monte Carlo, adjoint/automatic differentiation).</li><li>
Experience with market risk, time-series/stress analytics, model risk governance, and regulatory expectations for pricing/risk models.</li><li>
Hands-on ML/AI for quant finance (signal extraction, surrogate modeling, anomaly detection), including MLOps, drift monitoring, and explainability.</li><li>
Knowledge of portfolio optimization, hedging algorithms, execution analytics, and transaction cost modeling.</li><li>
Familiarity with distributed computing and market data tooling (e.g., kdb+/q, SQL), and performance engineering for large-scale simulations.</li><li>
Contributions to research (internal notes, publications, patents, conference talks) and engagement with the open-source scientific computing ecosystem.</li></ul><p>
</p><b>ABOUT US</b><br>
<div>
<div>JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world&rsquo;s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
</div><p></p><div><p>We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
</p><div><p>We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants&rsquo; and employees&rsquo; religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.</p>
<p>JPMorgan Chase &amp; Co. is an Equal Opportunity Employer, including Disability/Veterans</p><br>
</div></div></div><br>
<br>
<b>ABOUT THE TEAM</b><br>
<br>
J.P. Morgan&rsquo;s Commercial &amp; Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial &amp; Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.</div>

Quantitative Trading & Research - Global Clearing - Associate

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