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quantitative researcher

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

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

<div><b>JOB DESCRIPTION</b><p><br>
The Credit Portfolio Lending Group (CPG) is a public-side global function with approximately 25 Portfolio Management and Trading professionals across New York, London, and Singapore, and is part of the Markets function within the Commercial &amp; Investment Bank (CIB). CPG has two primary functions: Portfolio Management &amp; Research (PM&amp;R), which is aligned by industry and geography, and Trading &amp; Distribution (T&amp;D), which uses both liquid and illiquid channels to risk manage the book. The priority of the group is to manage the retained credit portfolio, focusing on concentrated exposures (company-specific, industry, or geographical concentrations) while balancing the competing priorities of minimizing cost, P&amp;L volatility, and capital usage. Portfolio Managers and Researchers work with Traders to determine appropriate strategies to manage the portfolio, achieved primarily via the secondary loan market, the CDS market, and through structured solutions.</p><p>
</p><p>The Quantitative Research (QR) function supporting CPG is responsible for developing and maintaining models for valuation, risk, and P&amp;L calculations, as well as building analytics, portfolio monitoring tools and algorithms that support CPG&rsquo;s activities. Responsibilities span the full lifecycle from new model specification and approval through to implementation in libraries and integration into risk and P&amp;L systems.</p><p>
</p><p><b>Job Summary</b></p><p>
We are seeking a diligent, quantitative, self-motivated, and outgoing individual to join the Credit Portfolio Group in New York in a Quantitative Research capacity. In this role, you will serve as the primary quant for CPG delivering cutting-edge tools and models that enhance the group's portfolio management, trading, and distribution capabilities. There will be a particular emphasis on leveraging AI, large language models (LLMs), and generative AI agents to design and implement market-based tools that provide the desk with a quantitative edge, accelerate automation, and improve decision-making across the credit portfolio.</p><p>
</p><p><b>Job Responsibilities</b></p><ul><li>
Design, build, and deploy AI, LLM, and generative AI agent-based tools to support CPG trading workflows, including automated market analysis, credit curve maintenance, trade idea generation, and portfolio risk monitoring</li><li>
Explore and implement machine learning techniques to enhance market-making algorithms, quoting tools, and portfolio optimization strategies</li><li>
Stay at the forefront of emerging AI capabilities and identify practical applications that can be embedded into the desk's daily operations</li><li>
Leverage the vast amount of data available across the credit portfolio to proactively identify opportunities, concentrated exposures, and optimal hedging strategies for the desk</li><li>
Collaborate with model control teams to facilitate timely and efficient review and approval of all models, ensuring compliance with internal policies and industry regulations</li><li>
Automate trading desk daily risk and position reports, streamlining workflows to accelerate the broader automation &amp; digital transformation agenda across CPG</li><li>
Build and enhance trade support and automation infrastructure for portfolio hedging strategies, credit curve reconciliation, and loan sale execution</li><li>
Interact with other sub-teams within Markets QR to explore synergies and share best practices</li></ul><p>
</p><p><b>Required Qualifications, Capabilities, and Skills</b></p><ul><li>
An advanced degree in mathematics, statistics, physics, financial engineering, computer science, or an equivalent subject</li><li>
At least 4 years of experience in a quantitative research, markets, or analytics-focused role supporting a fixed income, credit, or lending desk</li><li>
Hands-on experience building and deploying AI agents, machine learning or LLM based applications, with demonstrated ability to apply these technologies to financial markets or trading desk workflows.</li><li>
Hands-on experience in portfolio optimization, familiar with related software and tools</li><li>
Strong software design and data science skills, with Python experience</li><li>
Exceptional analytical, quantitative, and problem-solving skills with an intellectual curiosity and passion for credit markets and investing.</li><li>
Excellent written and verbal communication skills, with the ability to convey complex quantitative concepts to both technical and non-technical stakeholders.</li><li>
Ability to work in a high-pressure, collaborative team environment with strong attention to detail and a focus on quality of deliverables</li></ul>
<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>

Credit Portfolio Group – Quantitative Research - Associate

Two Sigma

<div>
 Position Summary
 <br/>
 <br/>
 Two Sigma is a leading quantitative investment management and trading firm. The company applies a scientific approach to investing, combining cutting-edge technology, artificial intelligence, data science, and quantitative research with rigorous human inquiry to capitalize on market opportunities and deliver alpha for investors.
 <br/>
 <br/>
 Our team of engineers, quantitative researchers and data scientists looks beyond the traditional to test hypotheses and develop creative solutions to some of the world&rsquo;s most complex economic problems.
 <br/>
 <br/>
 When you work with us, you tackle tough problems alongside other scientists and engineers. People who will challenge your ideas. Who you can really learn from, and collaborate with. And you&rsquo;ll be doing work that matters to a lot of people, too. Our investors include some of the world&rsquo;s largest retirement funds, research institutions, educational endowments, healthcare systems and foundations. We admire what they do, and we&rsquo;re proud to serve these organizations.
 <br/>
 <br/>
 <strong>
  You Will Take On The Following Responsibilities
  <br/>
  <br/>
 </strong>
 <ul>
  <li>
   Independently research and develop hypotheses based on diverse and unique real-world datasets.
  </li>
  <li>
   Conduct literature reviews to develop and apply cutting-edge methodologies for extracting meaningful signals from our vast data holdings.
  </li>
  <li>
   Partner with our engineers and business stakeholders to rigorously explore and test your theories.
  </li>
  <li>
   All the while, you&rsquo;ll remain engaged in the academic community. As examples, you can:
  </li>
  <li>
   Join our reading circles to stay up to date on the latest research papers in your fields
  </li>
  <li>
   Attend academic seminars to learn from thought leaders from top universities
  </li>
  <li>
   The internship program lasts 10 weeks in the summer and takes place at our Soho-based, New York City office. You will partner with an assigned mentor and work on a single project during the course of your time here, which will culminate in a final presentation at the conclusion of the program.
   <br/>
   <br/>
  </li>
 </ul>
 <strong>
  You Should Possess The Following Qualifications
  <br/>
  <br/>
 </strong>
 <ul>
  <li>
   Are pursuing a degree in a technical or quantitative discipline, like chemistry, computer science, economics, statistics, or quantitative social science, with approximately one year remaining in your programs (all levels welcome, from bachelor&rsquo;s to doctorate)
  </li>
  <li>
   Proficient in Python and SQL
  </li>
  <li>
   Performed an in-depth research project, examining real-world data
  </li>
  <li>
   Are an independent thinker who can creatively approach data analysis and communicate complex ideas clearly
  </li>
  <li>
   You don&rsquo;t need a background in finance. It&rsquo;s nice to have, but more than half of Two Sigma&rsquo;s employees come from outside the finance industry. If you&rsquo;ve got the research skills, we can teach you the financial aspects of the job.
   <br/>
   <br/>
  </li>
 </ul>
 <strong>
  You Will Enjoy The Following Benefits
  <br/>
  <br/>
 </strong>
 <ul>
  <li>
   Perks: Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms
  </li>
  <li>
   Hybrid Work Policy: Flexible in-office days with budget for home office setup
   <br/>
   <br/>
  </li>
 </ul>
 The weekly base pay for this role will be between $3,800/Week (Bachelors), $3,900/Week (Masters) and $4,200/Week (PhD) based on academic degree conferred. This role may also be eligible for other forms of compensation and/or benefits.
 <br/>
 <br/>
 We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.
 <br/>
 <br/>
 Two Sigma is committed to providing reasonable accommodations to qualified individuals in accordance with applicable federal, state, and local laws.
 <br/>
 <br/>
 If you believe you need an accommodation, please visit our website for additional information.
</div>


Data Scientist - Internship [Summer 2026]

Fionics

<div>
 <p>
  &rtrif;
  <strong>
   Company
  </strong>
  : Top-tier hedge fund with an MFT-focused team, offering a collaborative, research-driven environment. Emphasizes machine learning for cutting-edge strategy development.
 </p>
 <p>
  <br/>
 </p>
 <p>
  &rtrif;
  <strong>
   Overview
  </strong>
  : ML Quant Research opportunity with a collaborative PhD heavy team. Will be using ML like LLMs and Nonstationarity modeling to develop forecasting and alpha strategies for equities trading team. This is a collaborative model with 5 years+ average tenure on most of the team (not a pod shop).
 </p>
 <p>
  <br/>
 </p>
 <p>
  <strong>
   &rtrif; Key Responsibilities
  </strong>
 </p>
 <ul>
  <li>
   Design and implement machine learning alpha research models and forecasting models for a mix of intraday and longer hold MFT equities strategies.
  </li>
  <li>
   Utilize LLMs, generative models, and nonstationarity modeling to develop effective and profitable trading signals and strategies
  </li>
 </ul>
 <li>
 </li>
 <p>
  <strong>
   &rtrif; Qualifications
  </strong>
 </p>
 <ul>
  <li>
   3-7 years of experience in a Quant Research
  </li>
  <li>
   Experience at a top buy side firm, or equivalent experience
  </li>
  <li>
   Practical use of ML models in production.
  </li>
  <li>
   PhD level Math/Statistics skills
  </li>
  <li>
   Collaborative and patient nature
  </li>
 </ul>
</div>


ML Quant Researcher

Google

<div>Note: By applying to this position you will have an opportunity to share your preferred working location from the following: <b>Mountain View, CA, USA; New York, NY, USA</b>.<h3 class="jobSectionHeader"><b>
Minimum qualifications:</b></h3><ul>
<li>Master's degree in Statistics, Data Science, Mathematics, Physics, Economics, Operations Research, Engineering, or a related quantitative field.</li>
<li>8 years of work experience using analytics to solve product or business problems, coding (e.g., Python, R, SQL), querying databases or statistical analysis, or 6 years of work experience with a PhD degree.</li></ul><br>
<h3 class="jobSectionHeader"><b>
Preferred qualifications:</b></h3><ul>
<li>10 years of work experience using analytics to solve product or business problems, coding (e.g., Python, R, SQL), querying databases or statistical analysis, or 8 years of work experience with a PhD degree.</li>
<li>Familiarity with modern Machine Learning and Large Language Model (LLM) techniques.</li>
<li>Ability to commit to knowledge and learning, respect for science, tolerance for ambiguity, and interest in practical application of science to business.</li>
<li>Excellent collaboration skills, with the ability to collaborate cross-functionally and work effectively with Data Scientist (DS), User Experience Researcher (UXR), product and engineering partners.</li>
</ul><div><h2 class="jobSectionHeader"><b>About the job</b></h2>
In this role, you will partner cross-functionally to drive Google's mission of organizing the world&rsquo;s information and making it universally accessible and useful. As technology continues to evolve, your commitment remains to help users in their journey to connect to helpful information more easily, leveraging technology to find new ways to satisfy users' information needs.<br>
<br>
In this role, you will provide users with relevant and meaningful information based on their interests and understanding of the world&rsquo;s information. Your mission is to make it effortless for people to catch up on their interests by bringing together informative, entertaining content from the voices they care about.<br>
<br>
As a part of the Discover Data Science team, you will partner with cross-functional to drive that mission with a data-informed strategy, identifying opportunities and accelerating execution. As a part of the Discover Personalization and Quality team, you will partner with engineering and product, develop deep understanding of how to build a personalized retrieval and ranking system that delivers high-quality, compelling and valuable content. You will leverage a wide range of analysis tools (including metrics and AI raters, statistical modeling, cohort and exploratory analyses), and incorporate AI-driven understanding to define the job of a data scientist for the new era.The US base salary range for this full-time position is $207,000-$300,000 + bonus + equity + benefits. Our salary ranges are determined by role, level, and location. Within the range, individual pay is determined by work location and additional factors, including job-related skills, experience, and relevant education or training. Your recruiter can share more about the specific salary range for your preferred location during the hiring process.<div><div><br>
Please note that the compensation details listed in US role postings reflect the base salary only, and do not include bonus, equity, or benefits. Learn more about benefits at Google.</div></div></div><div><h2 class="jobSectionHeader"><b>
Responsibilities</b></h2><ul>
<li>Lead core understanding of retrieval and ranking ML systems and collaborate with engineers to deliver significant improvements that accelerate product growth.</li>
<li>Analyze systems to identify opportunities while maintaining end-to-end ownership of research agenda, execution, and insight delivery to leadership.</li>
<li>Build expertise in retrieval and ranking systems, advocating for changes, where needed, and driving cross-functional alignment.</li>
<li>Contribute as an individual contributor, as well as a Technical Lead for a small group of data scientists.</li>
<li>Manage ambiguous data science problems, and leveraging new technology to produce quantum leaps forward in understanding, such as via LLM-driven tooling.</li>
</ul></div>Google is proud to be an equal opportunity workplace and is an affirmative action employer. We are committed to equal employment opportunity regardless of race, color, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability, gender identity or Veteran status. We also consider qualified applicants regardless of criminal histories, consistent with legal requirements. See also Google's EEO Policy and EEO is the Law. If you have a disability or special need that requires accommodation, please let us know by completing our Accommodations for Applicants form.</div>

Staff Data Scientist, Discover Personalization and Quality

The New York Public Library

<div><h3 class="jobSectionHeader"><b>Description</b></h3><div><br>
<b>
Overview</b><br>
The New York Public Library is seeking an <b>Associate Director of Patron Research &amp; Insights</b> to lead institution-wide efforts to capture, amplify, and generate insights directly from our patrons in order to expand our impact and reach our ambitious growth goals.</div><div></div><div><br>
As a key member of the Patron Insights &amp; Analytics team, this role contributes to a core tenet of our 5-Year Strategy: ensuring all of our work &ndash; from policies and programs to outreach and marketing &ndash; is grounded in a deep understanding of community needs, desires, and behaviors. This role will design and lead an ongoing, collaborative research agenda centered on current and potential patrons, support teams across the organization in conducting their own rigorous, ethical, and actionable studies, and teach the organization how to use this research to improve decision-making. Ultimately, they will work closely with leaders across the Library to turn empathy and understanding of our diverse communities into actions in the service of better serving our patrons and meeting our strategic goals.</div><div></div><div><br>
This is a high-impact, growth area for the Library. The Associate Director role is perfect for someone energized by the opportunity to apply their mastery of user/consumer insights, strategic thinking, and &ldquo;data storytelling&rdquo; in service of the Library&rsquo;s mission.</div><div></div><div><b><br>
We are looking for someone we can count on to:</b></div><div>
<b>Own</b>:</div><ul>
<li>Institution-wide patron research efforts, including surveys, observations, focus groups, interviews, and mixed-method studies from design through synthesis</li>
<li>Standards and governance for patron research methodology, data quality, and ethical practices across the Library</li>
<li>A centralized, institution-wide patron research repository to ensure accessibility and usability of insights</li>
</ul><div><b>Teach</b>:</div><ul>
<li>Teams how to conduct patron research through tools, frameworks, and guidance</li>
<li>How to interpret patron research and translate findings into meaningful action</li>
</ul><div><b>Learn:</b></div><ul>
<li>The diverse needs of NYPL&rsquo;s patron base, from power users to the underserved and potential audiences</li>
<li>The complexity of the Library as an organization and the breadth of our work</li>
<li>The nuances of our multi-year strategic goals</li>
</ul><div><b>Improve</b>:</div><ul><li>
The Library&rsquo;s &quot;research maturity&quot; by enhancing how we collect, store, and act on insights from patron research and data analysis</li></ul><div><b>
Some expectations for this role are that within:</b></div><div>
<b>1 month</b>, this person will:</div><ul>
<li>Develop a strong understanding of the Library&rsquo;s 5 Year Strategy</li>
<li>Audit past patron research methods, products, and tools</li>
<li>Build relationships with key stakeholders across the Library</li>
</ul><div><b>3 months</b>, this person will:</div><ul>
<li>Draft an initial research plan to advance the 5-Year Strategy in consultation with internal stakeholders</li>
<li>Propose new tools, processes, and practices to advance patron research</li>
<li>Develop a framework for coordinating, improving, and aggregating patron research across the Library</li>
</ul><div><b>6 months and beyond</b>, this person will:</div><ul>
<li>Lead major research initiatives that inform and influence strategic decisions</li>
<li>Be recognized as a trusted, go-to resource for patron insights</li>
<li>Increase consistency, quality, and use of research across the organization</li>
</ul><div><b>Responsibilities:</b></div><ul>
<li>Lead the vision, design, and execution of research, both conducted in-house and in partnership with consultants, that captures institution-wide patron voice, specifically interpreting findings related to the five-year strategy</li>
<li>Coordinate and set standards for patron research for specific programs, services, and products as well as evaluations related to grants, including research design, tool selection, sampling methodology, deployment, and central data storage</li>
<li>Translate complex qualitative and quantitative data into actionable insights for a range of staff, including leadership</li>
<li>Serve as the central lead and strategic advisor for department-level patron research projects to ensure alignment with institutional standards</li>
<li>Produce artifacts and communicate insights clearly and persuasively to a wide range of internal and external audiences</li>
<li>Build capacity across the organization for understanding patron data and translating it into insights into action</li>
<li>Perform other related duties as necessary</li></ul><br>
<h3 class="jobSectionHeader"><b>
Required Education, Experience &amp; Skills</b></h3><div><b><br>
Required Education and Certifications</b></div><ul><li>
Bachelor&rsquo;s degree -OR- 10+ years of professional experience in user/consumer insights</li></ul><div><b>
Required Experience</b></div><ul>
<li>10+ years of professional experience in user/consumer insights</li>
<li>5+ years experience managing, mentoring, and developing a team</li>
<li>Preferred experience in a non-profit, government, or cultural institution setting, translating user/consumer insights into public-facing outcomes and mission-driven strategic decisions</li>
</ul><div><b>Required Skills</b></div><ul>
<li>Strong command of the full range of user research and evaluation tools, techniques, and methods</li>
<li>Exceptional ability to translate data into stories and insights that support big-picture strategy, including influencing senior leaders</li>
<li>Ability to design and facilitate workshops that enable cross-disciplinary collaboration</li>
<li>Strong moderation skills with the ability to remain neutral and build rapport with diverse groups</li>
<li>Familiarity with core statistical techniques such as significance testing, correlation, regression, distributions, factor and cluster analysis, and basic predictive modeling</li>
<li>Strong quantitative analytical skills, including familiarity with R (preferred), Python, or other statistical programming language</li>
<li>Clear, persuasive, and compelling written and oral communication abilities and comfort presenting to an executive-level audience</li>
<li>Ability to establish productive and trusting relationships within a complex organization, across multiple levels of management and staff</li>
<li>Ability to mentor and coach colleagues to conduct their own research and/or understand how best to utilize findings</li>
</ul><div><b>Managerial/Supervisory Responsibilities:</b></div><ul><li>
Patron Insights Researcher, Ethnographic Research</li></ul><h3 class="jobSectionHeader"><b><br>
More...</b></h3><div><br>
<b>
Core Values</b><br>
<i>All team members are expected and encouraged to embody the NYPL Core Values:</i>
</div><ul><li>Be <b>Helpful</b> to patrons and colleagues</li>
<li>Be <b>Resourceful</b> in solving problems</li>
<li>Be <b>Curious</b> in all aspects of your work</li>
<li>Be <b>Welcoming</b> and <b>Inclusive</b>
</li></ul><div><b>Work Environment</b></div><ul>
<li>Office Environment</li>
<li>Hybrid Work Environment; 3 days onsite in NYC required</li>
</ul><div><b>Physical Duties</b></div><ul><li>
N/A</li></ul><div>
<b>Pre-Placement</b> <b>Physical Required?</b>
</div><ul><li>No</li></ul><div><b>
Union/Non Union</b></div><ul><li>
 Non-Union</li></ul><div><b>
FLSA Status</b></div><ul><li>
Exempt</li></ul><div><b>
Schedule</b></div><ul>
<li>Monday - Friday; 9-5 (35 hours per week)</li>
<li>Hybrid Work Environment; required 3 days in office per week</li>
</ul><div><i>This job description represents the types and levels of responsibilities that will be required of the position and shall not be construed as a declaration of all of the specific duties and responsibilities for the role. Job duties may change if Library priorities change. Employees may be directed to perform job-related tasks other than those specifically presented in this description as needed.</i><br>
<br>
<b><i>The New York Public Library</i></b><i> </i><b><i>Salary Statement</i></b>
</div><div>
<br>
At the Library, we believe that pay transparency and pay equity are important to ensuring we source the best candidates and keep the best employees. When making a determination as to the appropriate salary for a candidate, we consider a variety of factors such, including, but not limited to, the position requirements, the skills, prior experience, and educational background required or preferred for the job, the scope and impact of the role within the organization, internal peer equity, and the candidate's specific training, experience, education level, and skills. No single factor is conclusive; the Library reserves the right to consider any and all relevant factors and make a decision consistent with its policies.</div><div></div><div><br>
Union Salaries are determined by collective bargaining agreement(s).</div><h3 class="jobSectionHeader"><b><br>
About The New York Public Library</b></h3><div>
The New York Public Library is a free provider of education and information for the people of New York and beyond. With 92 locations&mdash;including research and branch libraries&mdash;throughout the Bronx, Manhattan, and Staten Island, the Library offers free materials, computer access, classes, exhibitions, programming and more to everyone from toddlers to scholars, and has seen record numbers of attendance and circulation in recent years. The New York Public Library serves more than 18 million patrons who come through its doors annually and millions more around the globe who use its resources at www.nypl.org.</div></div>

Associate Director of Patron Research & Insights

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