Kalshi: Regulated financial exchange for trading on real-world events.
2+ YOE2+ years experience, strong math/stats/quant finance background, comfortable with derivatives and risk/VaR, hands-on with Python and ML, strong quantitative degree, independent problem solver.
Fidelity Investments: Provides investment management, retirement planning, and brokerage services.
10+ YOE10+ years in systematic trading, predictive model development, algo optimization and TCA; Ph.D. preferred in a quantitative field; experience leading quant teams; hands-on production modeling; proficiency with Python and KDB/Q; FINRA Series 7, 24, 57, 63.
Fidelity Investments: Provides investment management, retirement planning, and brokerage services.
10+ YOE10+ years in systematic trading, predictive model development, algo optimization and TCA; Ph.D. preferred; experience leading quant teams; proficiency with Python and KDB/Q; knowledge of AI and cloud architecture; Series 7, 24, 57, 63.
Injective Labs: Develops core infrastructure for the Injective blockchain ecosystem.
3+ YOE3–5 years of quantitative research/analysis or development experience; experience in high-frequency trading development; strong math, stats, and programming skills.
Man GroupLondon Stock Exchange: EMG: Global alternative investment management firm serving institutional clients.
5+ YOE5+ years in quantitative finance; 2+ years alpha research with tick data; 2+ years in high-frequency trading or execution; 2+ years US equities; ML experience a plus; PhD or exceptional Masters/Bachelors; Python/Linux; C++/Java; able to write technical reports.
Man GroupLondon Stock Exchange: EMG: Global alternative investment management and systematic trading services.
2+ YOE2+ years software engineering experience; strong Python, Pandas/NumPy, testing (pytest), Git and Linux skills; financial services experience; experience with AI/LLM tooling; ability to engage stakeholders and operate production systems.
New York City or San Francisco or Los Angeles or United States or Canada
$175k-$200k/yrRemoteFull Time
Gauntlet: Provides risk management and yield curation for DeFi protocols.
2+ YOEExperience building production quantitative systems, strong Python and software-engineering skills, applied quantitative and optimization skills, SQL and data pipeline experience, production ownership and clear technical communication.
Quant Developer (EXPERIENCE AS QUANT DEVELOPER/RESEARCHER)
Miami, Florida, United States
RemoteFull Time
VisualHFT: Advanced analytics platform for high-frequency trading environments.
Deep knowledge of market microstructure, low-latency/real-time systems, HPC optimization, and financial research implementation; experience with C#, C++, or Rust preferred.
Quant Developer / Quant Research Intern - 2026/2027
New York City, New York, United States
$2k-$2k/wkOnsiteInternship
Anthelion Capital: AI-powered investment firm specializing in private credit and data science.
Pursuing undergraduate/graduate degree in CS, math, statistics, physics or related; strong Python programming; fundamentals in statistics/ML; evidence of substantial projects; US work authorization or OPT.
Python, C++, Rust, Dagster, Prefect, Microsoft Azure
Farther: Wealth management platform combining human advisors and proprietary technology
3+ YOE3–10 years in portfolio performance or analytics, deep trade-lifecycle knowledge, multi-asset and fixed-income experience, strong Python and Jupyter skills, EMR not required.
Python, Jupyter, AWS, Black Diamond, Advent, Charles River
Verition: Global multi-strategy hedge fund providing investment management services.
Experience in Python-based scientific stack, financial time series modeling, feature engineering, backtesting, machine learning, and working with large structured and unstructured datasets.
Python, Pandas, NumPy, SciPy, scikit-learn, SQL, large language models
Dubai or London or New York City or United Arab Emirates or United Kingdom or United States or Europe or Asia
OnsiteFull Time
AlgoQuantNSE: ALGOQUANT: Quantitative trading firm specializing in digital asset management.
PhD or equivalent research depth in quantitative field, deep ML/DL expertise (transformers, GNNs, RL), live trading ML experience, Python required, C++/Rust a plus, experience with large or on-chain datasets.
0+ YOEBachelor's in CS or related, strong CS fundamentals, knowledge of data structures and algorithms, 0-1 years professional programming experience, proficiency in C#, Python, SQL, Microsoft Visual Studio, and Git, strong communication and analytical skills.
2+ YOEMSc/PhD in STEM or Bachelor's with 2+ years' relevant experience; strong SQL and R/Python; familiarity with data science tools (Shiny, notebooks); experience in transaction cost analysis or algorithmic trading preferred.
Balyasny Asset Management: Global multi-strategy investment firm managing diverse alternative asset classes.
5+ YOEPhD/MSc/BSc in a highly quantitative field; 5+ years in quantitative research or related areas; strong C++ and Python; experience with front-office risk platforms and pricing tools; knowledge of physical commodity markets.