
Quant Strategist
Mondrian Alpha, New York, NY, United States
A leading global trading firm is seeking a
Quantitative Researcher / Quantitative Strategist
to join a front-office analytics team working closely with trading desks, researchers, and technology groups across the firm.
This role sits at the intersection of
quantitative research, trading analytics, and technology , focusing on building tools and analytics that support trading decisions and research workflows across multiple asset classes.
You will work with large financial datasets, develop quantitative models and analytics, and collaborate with traders and engineers to deliver solutions used in live trading environments.
Key Responsibilities
Develop quantitative models and analytical tools used by trading desks and researchers
Work with large financial and market datasets to generate insights and research signals
Collaborate with traders, quants, and engineers to design and build research and analytics tools
Contribute to the development of analytics frameworks, research infrastructure, and trading tools
Prototype and evaluate quantitative ideas, signals, and strategies
Translate trading and research needs into scalable quantitative and technical solutions
Requirements
3–10 years of experience in quantitative research, quantitative development, or quantitative strategy
Strong programming skills, ideally in
Python
(additional languages such as C++ or Java a plus)
Background in
mathematics, statistics, physics, computer science, engineering, or a related quantitative field
Experience working with financial markets, trading data, or quantitative models
Familiarity with areas such as
signal generation, backtesting, statistical modelling, or market analytics
Ability to work collaboratively with traders, researchers, and engineers in a fast‑paced environment
Preferred
Experience working with large datasets and research infrastructure
Exposure to systematic trading, quantitative strategies, or market analytics
Interest in applying advanced analytics or machine learning techniques to financial markets
#J-18808-Ljbffr
Quantitative Researcher / Quantitative Strategist
to join a front-office analytics team working closely with trading desks, researchers, and technology groups across the firm.
This role sits at the intersection of
quantitative research, trading analytics, and technology , focusing on building tools and analytics that support trading decisions and research workflows across multiple asset classes.
You will work with large financial datasets, develop quantitative models and analytics, and collaborate with traders and engineers to deliver solutions used in live trading environments.
Key Responsibilities
Develop quantitative models and analytical tools used by trading desks and researchers
Work with large financial and market datasets to generate insights and research signals
Collaborate with traders, quants, and engineers to design and build research and analytics tools
Contribute to the development of analytics frameworks, research infrastructure, and trading tools
Prototype and evaluate quantitative ideas, signals, and strategies
Translate trading and research needs into scalable quantitative and technical solutions
Requirements
3–10 years of experience in quantitative research, quantitative development, or quantitative strategy
Strong programming skills, ideally in
Python
(additional languages such as C++ or Java a plus)
Background in
mathematics, statistics, physics, computer science, engineering, or a related quantitative field
Experience working with financial markets, trading data, or quantitative models
Familiarity with areas such as
signal generation, backtesting, statistical modelling, or market analytics
Ability to work collaboratively with traders, researchers, and engineers in a fast‑paced environment
Preferred
Experience working with large datasets and research infrastructure
Exposure to systematic trading, quantitative strategies, or market analytics
Interest in applying advanced analytics or machine learning techniques to financial markets
#J-18808-Ljbffr