{ "count" : 7675, "data" : [ { "id" : "6a218e1774d8ee00a0c5d91f", "title" : "Principal Quantitative Pharmacologist (Pharmacometrician)", "company" : "Regeneron", "industry" : "Healthcare", "salary" : { "min" : 150500.0, "max" : 245500.0, "currency" : "USD", "frequency" : "yearly" }, "location" : "TARRYTOWN", "locations" : [ "TARRYTOWN", "United States of America" ], "timestamp" : "2026-06-05T05:32:43.565", "fingerprint" : "81ae70ae5197950c73e12b6b302ba9d070b8bcfed70fad27f1ae7280cba1076c", "source" : "workday", "language" : "en", "applyUrl" : "https://regeneron.wd1.myworkdayjobs.com/Careers/job/TARRYTOWN/Principal-Quantitative-Pharmacologist--Pharmacometrician-_R47819", "externalId" : "R47819", "industryFunction" : { }, "locationPoint" : "41.07621,-73.85875", "structuredLocations" : [ { "city" : "Tarrytown", "state" : "New York", "country" : "United States", "continent" : "na", "source" : "llm", "workMode" : "onsite", "geo" : "41.0762077,-73.8587461" } ], "locationText" : "Tarrytown, New York, United States", "employmentType" : "FULL_TIME", "experienceMinYears" : 5, "experienceMaxYears" : 10, "experienceLevel" : "Senior", "technicalSkills" : "R, R-Studio, MS-Excel", "professionalSkills" : [ "Pharmacometrics", "Translational modelling", "Exposure-Responses analysis", "Logistic regression", "Survival analysis", "Bayesian approaches", "Disease modelling", "QSP" ], "hardSkillsList" : [ "Quantitative analysis", "Pharmacology", "PK/PD modeling", "Regulatory documentation", "Health Authority meetings" ], "softSkillsList" : [ "Mentoring" ], "hardSkills" : [ { "name" : "Quantitative analysis", "level" : "intermediate" }, { "name" : "Pharmacology", "level" : "intermediate" }, { "name" : "PK/PD modeling", "level" : "intermediate" }, { "name" : "Regulatory documentation", "level" : "intermediate" }, { "name" : "Health Authority meetings", "level" : "intermediate" } ], "softSkills" : [ { "name" : "Mentoring" } ], "majorSkills" : "Pharmacometrics, Quantitative pharmacology, Regulatory interactions", "majorSkillsList" : [ "Pharmacometrics", "Quantitative pharmacology", "Regulatory interactions" ], "coreResponsibilities" : "Design quantitative PMx analyses, Conduct quantitative PMx analyses, Keep PMx management advised, Communicate PMx results, Implement PMx strategic changes, Author PMx contributions, Prepare study reports, Deliver study reports, Prepare regulatory documents, Deliver regulatory documents, Contribute tables for presentations, Contribute figures for presentations, Draft documentation, Review documentation, Perform additional analyses, Share scientific ideas, Mentor PMx staff, Represent PMx at meetings", "teamCollaboration" : "Program teams; Development teams; Health Authority meetings", "domainKnowledge" : "Compartmental modeling; Population PK/PD; Clinical trials; Missing data strategies; Regulatory briefing books; CTD summaries; HA negotiations; BLA approval", "domainList" : [ "compartmental-modeling", "population-pk-pd", "clinical-trials", "missing-data-strategies", "regulatory-briefing-books", "ctd-summaries", "ha-negotiations", "bla-approval" ], "domainSpecificKnowledge" : [ "Compartmental modeling", "Population PK/PD", "Clinical trials", "Missing data strategies", "Regulatory briefing books", "CTD summaries", "HA negotiations", "BLA approval" ], "toolProficiency" : [ "Phoenix WinNonlin", "NLME", "NonMem", "STAN" ], "communicationSkills" : "Communicate results; Author documentation", "documentationSkills" : "Authoring documentation; Regulatory documentation; Study reports", "problemSolvingSkills" : "Quantitative analysis", "qualificationsBasic" : "PhD with 4+ years experience, MS degree with relevant industry experience, Advanced pharmacokinetics experience, Advanced pharmacological principles experience, Non-compartmental analysis methods experience", "qualificationsPreferred" : "Exposure-Response analysis methods familiarity, Translational modelling/pharmacology familiarity, Nonlinear Mixed Effects modeling familiarity, Logistic regression familiarity, Survival analysis familiarity, Bayesian approaches familiarity, Disease modelling/QSP familiarity", "remoteFriendly" : false, "workSiteFlexibility" : "Onsite", "rawDescription" : "As a Principal Quantitative Pharmacologist in Pharmacometrics (PMx), this individual is encouraged to provide contributions to PMx results in support of programs. Is further able to prospectively provide PMx contributions in support of longer-term development strategies implemented over the course of multiple experiments, studies, and/or clinical trials. **In this role, a typical day might include the following:** * Prospectively designs and conducts quantitative or other PMx analyses of a sophisticated nature or otherwise appropriate that is consistent with and encouraging of the program development strategy for one or more program. * Keeps PMx management advised of significant PMx results. * As a PMx Program Representative on program teams, efficiently communicate sophisticated PMx results in colloquial terms that are understandable across the development teams. * Implements PMx management strategic or otherwise impactful changes to the program strategy, direction, and/or regulatory interactions. * As a PMx Program Representative, with limited mentorship from PMx management is responsible for, authoring PMx contributions to regulatory documentation, such as IB’s, as well as briefing document for; pre-IND, EOP2, and other global Health Authority (HA) meetings. * Is responsible for the preparation and timely delivery of accurate and well-articulated study reports was well as regulatory submission documents as appropriate. * Contributes accurate tables and figures for inclusion in slides for senior management presentations. * Is able to independently draft and review documentation for accuracy, clarity and messaging to ensure documents are appropriate for further PMx management review. * Performs additional analyses as required to support regulatory interactions. * Share scientific ideas and contribute to the mentoring of PMx staff. * With some supervision is able to competently represents PMx at pre-IND, Type C, pre- BLA, and other HA meetings. **This role may be for you if you have** : * Understanding of PMx concepts and techniques, compartmental modeling, translational modelling/pharmacology, Exposure-Responses analysis methods, Nonlinear Mixed Effects modeling (population PK/PD), logistic regression, survival analysis, Bayesian approaches, disease modelling/QSP*. * Knowledge of advanced PMx methodologies applicable to clinical trials, such as survival analysis, stratified or covariate analyses, and strategies for handling missing data. * Has regulatory experience through authoring of regulatory briefing books, CTD summaries, contribution at HA meetings, HA negotiations through regulatory review and approval of BLA or equivalent. * Proficient in use of analysis tools such as: MS-Excel, R, R-Studio, Phoenix WinNonlin, NLME, NonMem, STAN. **To be considered for this opportunity you will need:** * PhD with 4+ years or an MS degree with relevant industry experience. We expect this experience to include advanced pharmacokinetics, advanced pharmacological principles, non-compartmental analysis methods. Familiarity with other methodologies such as exposure-Response analysis methods, translational modelling/pharmacology, nonlinear Mixed Effects modeling, logistic regression, survival analysis, Bayesian approaches, disease modelling/QSP is also advantageous. Does this sound like you? Apply now to take your first step towards living the Regeneron Way! We have an inclusive culture that provides comprehensive benefits, which vary by location. In the U.S., benefits may include health and wellness programs (including medical, dental, vision, life, and disability insurance), fitness centers, 401(k) company match, family support benefits, equity awards, annual bonuses, paid time off, and paid leaves (e.g., military and parental leave) for eligible employees at all levels! For additional information about Regeneron benefits in the US, please visit https://careers.regeneron.com/en/working-at-regeneron/total-rewards/. For other countries’ specific benefits, please speak to your recruiter. Please be advised that at Regeneron, we believe we are most successful and work best when we are together. For that reason, many of Regeneron’s roles are required to be performed on-site. Please speak with your recruiter and hiring manager for more information about Regeneron’s on-site policy and expectations for your role and your location. Regeneron is an equal opportunity employer and all qualified applicants will receive consideration for employment without regard to race, color, religion or belief (or lack thereof), sex, nationality, national or ethnic origin, civil status, age, citizenship status, membership of the Traveler community, sexual orientation, disability, genetic information, familial status, marital or registered civil partnership status, pregnancy or parental status, gender identity, gender reassignment, military or veteran status, or any other protected characteristic in accordance with applicable laws and regulations. The Company will also provide reasonable accommodation to the known disabilities or chronic illnesses of an otherwise qualified applicant for employment, unless the accommodation would impose undue hardship on the operation of the Company's business. For roles in which the hired candidate will be working in the U.S., the salary ranges provided are shown in accordance with U.S. law and apply to U.S.-based positions. For roles which will be based in Japan and/or Canada, the salary ranges are shown in accordance with the applicable local law and currency. If you are outside the U.S, Japan or Canada, please speak with your recruiter about salaries and benefits in your location. Please note that certain background checks will form part of the recruitment process. Background checks will be conducted in accordance with the law of the country where the position is based, including the type of background checks conducted. The purpose of carrying out such checks is for Regeneron to verify certain information regarding a candidate prior to the commencement of employment such as identity, right to work, educational qualifications etc. ****Salary Range (annually)**** $150,500.00 - $245,500.00", "summaryDescription" : "Principal Quantitative Pharmacologist (Pharmacometrician) at Regeneron. Skills: Pharmacometrics, Quantitative pharmacology, Regulatory interactions. Design quantitative PMx analyses. Conduct quantitative PMx analyses", "postedDate" : "2026-05-30T19:00:10.396", "createdAt" : "2026-06-04T19:00:10.361", "lastUpdated" : "2026-06-05T05:32:43.565", "ingestTimestamp" : "2026-06-04T19:00:10.361", "mongoId" : "6a218e1774d8ee00a0c5d91f", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "sourceUrl" : "https://regeneron.wd1.myworkdayjobs.com/Careers/job/TARRYTOWN/Principal-Quantitative-Pharmacologist--Pharmacometrician-_R47819", "salaryAnnualMin" : 150500, "salaryAnnualMax" : 245500, "salaryBand" : "150k-200k", "hasSalary" : true, "allSkills" : [ "Quantitative analysis", "Pharmacology", "PK/PD modeling", "Regulatory documentation", "Health Authority meetings", "Mentoring", "Pharmacometrics", "Quantitative pharmacology", "Regulatory interactions", "Translational modelling", "Exposure-Responses analysis", "Logistic regression", "Survival analysis", "Bayesian approaches", "Disease modelling", "QSP", "Compartmental modeling", "Population PK/PD", "Clinical trials", "Missing data strategies", "Regulatory briefing books", "CTD summaries", "HA negotiations", "BLA approval", "Phoenix WinNonlin", "NLME", "NonMem", "STAN" ], "skillCount" : 28, "jobCategory" : "engineering", "seniorityLevel" : "senior", "dataQualityScore" : 1.0, "_score" : 682.2779, "daysOld" : 5, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "Healthcare" }, { "id" : "6a2c68ca74d8ee00a0904c50", "title" : "Quantitative Developer", "company" : "TradingHub", "industry" : "Analytics & Data", "salary" : { "min" : 95000.0, "max" : 135000.0, "currency" : "GBP", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market baseline for a Mid-level Quantitative Developer in London, UK, adjusted for the FinTech industry." }, "location" : "London", "locations" : [ "London" ], "timestamp" : "2026-06-16T03:36:13.356", "fingerprint" : "a5891dc60db14cae01d4de338056b5787054ced27c5889ecbb74887ecd41b7d6", "source" : "ashby", "language" : "en", "applyUrl" : "https://jobs.ashbyhq.com/tradinghub/10a15c19-9c9e-4dda-b95c-e2936d618dea/application", "externalId" : "10a15c19-9c9e-4dda-b95c-e2936d618dea", "industryFunction" : { }, "structuredLocations" : [ { "city" : "London", "country" : "United Kingdom", "continent" : "eu", "source" : "llm", "workMode" : "hybrid", "geo" : "51.5074456,-0.1277653" } ], "locationText" : "London, United Kingdom", "employmentType" : "FULL_TIME", "technicalSkills" : "C#, C++, Python", "professionalSkills" : [ "Financial modeling", "Risk algorithms" ], "hardSkillsList" : [ "Mathematical skills", "Analytical skills" ], "hardSkills" : [ { "name" : "Mathematical skills", "level" : "intermediate" }, { "name" : "Analytical skills", "level" : "intermediate" } ], "majorSkills" : "Quantitative development, Pricing models, Financial markets", "majorSkillsList" : [ "Quantitative development", "Pricing models", "Financial markets" ], "coreResponsibilities" : "Design pricing models, Build pricing models, Validate pricing models, Create financial pricing libraries, Create calculators, Create risk algorithms, Develop financial pricing libraries, Develop calculators, Develop risk algorithms, Use in-house big data language, Perform large-scale analysis, Productionize securities data, Research market dynamics, Develop market dynamics, Prototype proprietary models, Test proprietary models, Validate proprietary models", "teamCollaboration" : "Fast-paced environment", "domainKnowledge" : "Financial markets; Multiple asset classes; Risk sensitivities; Greeks; Delta; Gamma; DV01; Derivatives; Swaps; Options; Futures", "domainList" : [ "financial-markets", "multiple-asset-classes", "risk-sensitivities", "greeks", "delta", "gamma", "dv01", "derivatives", "swaps", "options", "futures" ], "domainSpecificKnowledge" : [ "Financial markets", "Multiple asset classes", "Risk sensitivities", "Greeks", "Delta", "Gamma", "DV01", "Derivatives", "Swaps", "Options", "Futures" ], "toolProficiency" : [ "Big data language" ], "continuousLearning" : "Study leave", "innovationCreativity" : "Experiment with new ideas", "problemSolvingSkills" : "Analytical skills", "qualificationsBasic" : "Proficiency with C#, C++ or Python, Exceptional mathematical and analytical skills, Initial industry experience as quant, Knowledge of risk sensitivities, Understanding of derivatives", "qualificationsPreferred" : "Capacity to put yourself in eyes of trader", "remoteFriendly" : true, "workSiteFlexibility" : "Hybrid", "rawDescription" : "Compensation: Competitive (Financial Services) About TradingHub Founded in 2010, TradingHub delivers uniquely intelligent trade surveillance software to world leading financial institutions. Developed by market professionals, our solutions use sophisticated modelling techniques to detect single and cross-product market manipulation. With a team of over 150 experts worldwide, TradingHub combines global reach with deep markets expertise to help our customers mitigate financial, regulatory, and reputational risk. The Role We are seeking a Quantitative Developer to contribute in designing, building and validating our pricing models. This includes creating financial pricing libraries for multiple asset classes, calculators and risk algorithms. The successful candidate will combine excellent mathematical skills with proven experience in financial markets and the ability to productionise high-quality software. The capacity to put yourself in the eyes of a trader will be very useful as we continue to ensure our product’s capabilities are ahead of competitors in the market. Responsibilities: - Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms - Using our in-house big data language for the large-scale analysis and production of securities data - Research and development of market dynamics across multiple asset classes - Prototyping, testing, and validation of TradingHub’s proprietary models Requirements - Proficiency with C#, C++ or Python - Evidence of exceptional mathematical and analytical skills - Initial industry experience working as a quant within a financial services organisation - Some knowledge of risk sensitivities or \"Greeks\" such as Delta, Gamma, DV01 etc. - Understanding of derivatives (e.g. swaps, options, futures) - Confidence to experiment with new ideas and technologies - Keen to work in a fast-paced environment Benefits Life at TradingHub is a rewarding journey within a fast-growing company that thrives on innovation and collaboration. By combining the best of technology and global markets, we’re able to solve complex problems together and deliver meaningful results to our customers. Everybody has value to bring, and we welcome individuality as a key driving force behind our collective success. Rooted in everything that we do are our core values: Accountability, Ambition, Partnership and Trust. These values provide the foundation for a sustainable workplace culture that empowers you to grow, contribute, and become your best self. Employee Benefits: - Annual discretionary performance bonus (permanent employees only) - Hybrid working policy - Office lunches twice a week - Private medical insurance + dental cover - Extended parental leave (up to 6 months of fully paid maternity leave) - 25 days annual leave + bank holidays - Enhanced company pension plan - 5 days study leave towards professional qualifications - Salary sacrifice schemes - Death in service coverage Don’t tick every single requirement? Research shows that candidates from under-represented groups are less likely to apply unless they meet all the criteria. We are dedicated to building a diverse, equitable and inclusive workplace, so if this role excites you, please don't let our specification hold you back. Get in touch! TradingHub is an equal opportunities employer. We do not discriminate based on race, religion, ethnic or national origins, sex (including pregnancy, childbirth, reproductive health decisions, or related medical conditions), sexual orientation, gender identity, gender expression, age, socio-economic background, responsibilities for dependants, physical or mental disability or other applicable legally protected characteristics. TradingHub selects candidates for interview based solely on their skills, experience and qualifications. We are committed to making our recruitment process accessible to all and we encourage candidates to inform us of any required adjustments. A full copy of our diversity, equity and inclusion policy will be made available to you upon request.", "summaryDescription" : "Quantitative Developer at TradingHub. Skills: Quantitative development, Pricing models, Financial markets. Design pricing models. Build pricing models", "createdAt" : "2026-06-14T19:20:30.123", "lastUpdated" : "2026-06-16T03:36:13.356", "ingestTimestamp" : "2026-06-14T19:20:30.123", "mongoId" : "6a2c68ca74d8ee00a0904c50", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryBand" : "75k-100k", "hasSalary" : false, "allSkills" : [ "Mathematical skills", "Analytical skills", "Quantitative development", "Pricing models", "Financial markets", "Financial modeling", "Risk algorithms", "Multiple asset classes", "Risk sensitivities", "Greeks", "Delta", "Gamma", "DV01", "Derivatives", "Swaps", "Options", "Futures", "Big data language" ], "skillCount" : 18, "jobCategory" : "engineering", "jobSubcategory" : "software", "seniorityLevel" : "Mid", "dataQualityScore" : 0.7777778, "_score" : 655.59705, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "FinTech", "llmIndustryConfidence" : 0.95 }, { "id" : "6a2c75ec74d8ee00a09388a3", "title" : "Quantitative Developer", "company" : "Poesis", "industry" : "Engineering", "salary" : { "min" : 180000.0, "max" : 280000.0, "currency" : "USD", "frequency" : "Yearly" }, "location" : "San Francisco", "locations" : [ "San Francisco" ], "timestamp" : "2026-06-16T02:57:35.521", "fingerprint" : "3b2dc2fae32d1b45fec189e17e460b6008dc79f71883911d9bec5cf31a69d6a2", "source" : "ashby", "language" : "en", "applyUrl" : "https://jobs.ashbyhq.com/poesis/95065a70-aa63-4469-b98c-087201a28d77/application", "externalId" : "95065a70-aa63-4469-b98c-087201a28d77", "industryFunction" : { }, "structuredLocations" : [ { "city" : "Menlo Park", "state" : "California", "country" : "United States", "continent" : "na", "source" : "llm", "workMode" : "hybrid", "geo" : "37.4519671,-122.1779920" } ], "locationText" : "Menlo Park, California, United States", "employmentType" : "FULL_TIME", "minimumEducation" : "Bachelor's", "technicalSkills" : "Python, Pandas, Numpy, Scipy, Matplotlib, SQL, Claude Code, Codex", "professionalSkills" : [ "Feature generation", "Back-testing", "Model evaluation", "Data schemas", "APIs", "Reproducibility standards" ], "hardSkillsList" : [ "Statistics", "Regression", "Optimization", "ML fundamentals" ], "softSkillsList" : [ "Clear communicator" ], "hardSkills" : [ { "name" : "Statistics", "level" : "intermediate" }, { "name" : "Regression", "level" : "intermediate" }, { "name" : "Optimization", "level" : "intermediate" }, { "name" : "ML fundamentals", "level" : "intermediate" } ], "softSkills" : [ { "name" : "Clear communicator" } ], "majorSkills" : "Quantitative research, Model implementation, Data pipelines", "majorSkillsList" : [ "Quantitative research", "Model implementation", "Data pipelines" ], "coreResponsibilities" : "Implement and iterate on research ideas, Implement model prototypes, Clean financial datasets, Process financial datasets, Join financial datasets, Build processes for feature generation, Build processes for back-testing, Build processes for model evaluation, Maintain processes for feature generation, Maintain processes for back-testing, Maintain processes for model evaluation, Run experiments, Summarize results, Report findings to leadership, Contribute to code quality, Support defining data schemas, Support defining APIs, Support defining reproducibility standards, Implement models, Test models, Refine models, Implement signals, Test signals, Refine signals, Implement analytical workflows, Test analytical workflows, Refine analytical workflows, Maintain consistent cadence of deliverables, Focus on iteration speed, Focus on reliability", "teamCollaboration" : "Engineering leadership; Chief Scientist; CEO", "domainKnowledge" : "Financial datasets; Portfolio optimization; Risk modeling; Financial time-series", "domainList" : [ "financial-datasets", "portfolio-optimization", "risk-modeling", "financial-time-series" ], "domainSpecificKnowledge" : [ "Financial datasets", "Portfolio optimization", "Risk modeling", "Financial time-series" ], "toolProficiency" : [ "Git", "Docker", "Prefect", "Airflow" ], "communicationSkills" : "Explain technical findings", "documentationSkills" : "Documentation", "innovationCreativity" : "Research ideas; Model prototypes", "problemSolvingSkills" : "Analytical workflows", "specialRequirements" : "Work visa sponsorship", "qualificationsBasic" : "Python skills, SQL comfort, Claude Code, Codex, or other coding agents skill, Real-world financial datasets proficiency, Reproducible analyses or pipelines building, Statistics understanding, Regression understanding, Optimization understanding, ML fundamentals understanding, Clear communicator, BS/MS/PhD in Computer Science, Mathematics, Statistics, Physics, Finance or related quantitative field", "qualificationsPreferred" : "Prior full-time experience in finance, data science, or ML engineering, Early-stage startup experience, Demonstrated builder mindset", "remoteFriendly" : true, "workSiteFlexibility" : "Hybrid", "rawDescription" : "ABOUT POESIS Whoever builds the leading intelligence for finance will create far more than returns. Poesis is the AI-native investment firm running autonomous agents that predict markets, construct portfolios, and manage risk. Our founders managed institutional capital at Capital Group ($3T AUM) and led enterprise ML at Goldman Sachs and Amazon. We're building a new type of firm, where live capital is the training ground for an intelligence that compounds with every signal. ABOUT THE ROLE We’re hiring a Quantitative Developer to help turn research ideas into production-grade code. You’ll help build data pipelines, implement models and ensure results are clean, reproducible and explainable. You’ll work alongside Poesis’ Chief Scientist, CEO and engineering leadership to turn large-scale data and quantitative research into models, signals and tools that drive investment decision-making. RESPONSIBILITIES - Rapidly implement and iterate on research ideas and model prototypes. - Clean, process, and join financial and fundamental datasets from professional and public sources. - Build and maintain processes for feature generation, back-testing, and model evaluation. - Run experiments, summarize results, and report findings to leadership. - Contribute to code quality: testing, documentation, and integration into shared systems. - Support the team in defining data schemas, APIs, and reproducibility standards. - Implement, test, and refine models, signals, and analytical workflows. - Maintain a consistent cadence of deliverables, focusing on iteration speed and reliability. REQUIRED COMPETENCIES - Strong Python skills (pandas, numpy, scipy, matplotlib); comfort with SQL. - Skill working with Claude Code, Codex, or other coding agents. - Proficiency working with real-world financial datasets and building reproducible analyses or pipelines. - Understanding of statistics, regression, optimization, and ML fundamentals. - Clear communicator who can explain technical findings to non-specialists. - BS/MS/PhD in Computer Science, Mathematics, Statistics, Physics, Finance or related quantitative field. PREFERRED COMPETENCIES - Prior full-time experience in finance, data science, or ML engineering. - Familiarity with APIs from Bloomberg, CapIQ, FactSet, or Refinitiv. - Exposure to portfolio optimization, risk modeling, or financial time-series. - Skill with git, Docker, and modern orchestration tools (Prefect, Airflow, etc.). - Early-stage startup experience or demonstrated builder mindset. LOCATION Hybrid: 3 days per week on-site at our office in Menlo Park, CA. Relocation allowance available. BENEFITS We offer excellent medical, dental, and vision coverage, alongside a strong benefits package that includes catered lunches in our Menlo Park office, commuter benefits, and more. Current legal authorization to work in the US required; continuing work visa sponsorship available for full-time employees. WORKING AT POESIS As an early team member, you’ll help shape not just the product, but how the company operates. Your decisions will have lasting impact across the business. You’ll build from first principles, with no legacy systems, or entrenched processes slowing you down. Our team is made up of people from elite companies and universities who are low ego, collaborative, and excited to build together.", "summaryDescription" : "Quantitative Developer at Poesis. Skills: Quantitative research, Model implementation, Data pipelines. Implement and iterate on research ideas. Implement model prototypes", "createdAt" : "2026-06-14T18:38:40.209", "lastUpdated" : "2026-06-16T02:57:35.521", "ingestTimestamp" : "2026-06-14T18:38:40.209", "mongoId" : "6a2c75ec74d8ee00a09388a3", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryAnnualMin" : 180000, "salaryAnnualMax" : 280000, "salaryBand" : "150k-200k", "hasSalary" : true, "allSkills" : [ "Statistics", "Regression", "Optimization", "ML fundamentals", "Clear communicator", "Quantitative research", "Model implementation", "Data pipelines", "Feature generation", "Back-testing", "Model evaluation", "Data schemas", "APIs", "Reproducibility standards", "Financial datasets", "Portfolio optimization", "Risk modeling", "Financial time-series", "Git", "Docker", "Prefect", "Airflow" ], "skillCount" : 22, "jobCategory" : "engineering", "jobSubcategory" : "software", "seniorityLevel" : "Mid", "dataQualityScore" : 0.7777778, "_score" : 651.9189, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "FinTech", "llmIndustryConfidence" : 0.95 }, { "id" : "6a2c6b5574d8ee00a09115d8", "title" : "Quantitative Trader", "company" : "Tower Research Capital", "industry" : "FinTech", "salary" : { "min" : 250000.0, "max" : 450000.0, "currency" : "USD", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market baseline for Quantitative Trader in New York, adjusted for mid-seniority and FinTech industry." }, "location" : "New York, NY, United States", "locations" : [ "New York", "NY", "United States" ], "timestamp" : "2026-06-15T22:18:02.314", "fingerprint" : "07c3641e8501e6ed9094b06500d7942cae99bedbfbb61f0debdcaadebb167145", "source" : "greenhouse", "language" : "en", "applyUrl" : "https://www.tower-research.com/open-positions/?gh_jid=8001169", "externalId" : "8001169", "industryFunction" : { }, "structuredLocations" : [ { "city" : "New York", "state" : "New York", "country" : "United States", "continent" : "na", "source" : "llm", "workMode" : "hybrid", "geo" : "40.7127281,-74.0060152" } ], "locationText" : "New York, New York, United States", "minimumEducation" : "Bachelor's", "remoteFriendly" : true, "rawDescription" : "Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. We have a 25+ year track record of innovation and a reputation for discovering unique market opportunities. Tower is home to some of the world’s best systematic trading and engineering talent. We empower portfolio managers to build their teams and strategies independently while providing the economies of scale that come from a large, global organization. Engineers thrive at Tower while developing electronic trading infrastructure at a world class level. Our engineers solve challenging problems in the realms of low-latency programming, FPGA technology, hardware acceleration and machine learning. Our ongoing investment in top engineering talent and technology ensures our platform remains unmatched in terms of functionality, scalability and performance. At Tower, every employee plays a role in our success. Our Business Support teams are essential to building and maintaining the platform that powers everything we do — combining market access, data, compute, and research infrastructure with risk management, compliance, and a full suite of business services. Our Business Support teams enable our trading and engineering teams to perform at their best. At Tower, employees will find a stimulating, results-oriented environment where highly intelligent and motivated colleagues inspire each other to reach their greatest potential. Responsibilities Design, implement and deploy trading algorithms Support live trade strategies in production Research high to mid frequency alphas Explore trading ideas by analyzing market data, market microstructure and alternate data for patterns Present research results transparently and convincingly Create tools to analyze data for patterns and develop data platforms Contribute to libraries of analytical computations to support market data analysis and trading Develop, augment and calibrate exchange simulators Part-time work from home benefits Qualifications Bachelor’s degree or foreign equivalent in Mathematics, Statistics, Computer Science, or related STEM field Experience may be gained from coursework or internship. Must have experience with the following: Derivatives pricing and stochastic calculus Machine Learning including LLM Probability Theory Mathematics and statistics Back-testing, simulation, and statistical techniques, including auto-regression, auto-correlation and Principal Component Analysis Data mining and analysis skills, including experience dealing with a large amount of data Signal generation and statistical models Programming skills in Python or C++ Anticipated New York annual base salary range $125,000-$250,000, plus eligible for discretionary bonus. If interested, in addition to applying here you can email your resume indicating job # ID 00088964 to: Tower HR at us-ta@tower-research.com. Benefits Tower’s headquarters are in the historic Equitable Building, right in the heart of NYC’s Financial District and our impact is global, with over a dozen offices around the world. At Tower, we believe work should be both challenging and enjoyable. That is why we foster a culture where smart, driven people thrive – without the egos. Our open concept workplace, casual dress code, and well-stocked kitchens reflect the value we place on a friendly, collaborative environment where everyone is respected, and great ideas win. Our benefits include: Generous paid time off policies Savings plans and other financial wellness tools available in each region Hybrid working opportunities Free breakfast, lunch, and snacks daily In-office wellness experiences and reimbursement for select wellness expenses (e.g., gym, personal training and more) Company-sponsored sports teams and fitness events (JPM Corporate Challenge, Cycle for Survival, Wall Street Rides FAR and more) Volunteer opportunities and charitable giving Social events, happy hours, treats, and celebrations throughout the year Workshops and continuous learning opportunities At Tower, you’ll find a collaborative and welcoming culture, a diverse team and a workplace that values both performance and enjoyment. No unnecessary hierarchy. No ego. Just great people doing great work – together. Tower Research Capital is an equal opportunity employer. #LI-DNI", "summaryDescription" : "Quantitative Trader at Tower Research Capital", "postedDate" : "2026-06-14T18:00:11.985", "createdAt" : "2026-06-14T18:00:11.985", "lastUpdated" : "2026-06-15T22:18:02.314", "ingestTimestamp" : "2026-06-14T18:00:11.985", "mongoId" : "6a2c6b5574d8ee00a09115d8", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryAnnualMin" : 250000, "salaryAnnualMax" : 450000, "salaryBand" : "200k+", "hasSalary" : true, "allSkills" : [ ], "skillCount" : 0, "jobCategory" : "finance", "jobSubcategory" : "accounting", "seniorityLevel" : "Mid", "dataQualityScore" : 0.6666667, "_score" : 637.05853, "daysOld" : 1, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "FinTech", "llmIndustryConfidence" : 0.98 }, { "id" : "6a2c7c2b74d8ee00a094c82a", "title" : "Quantitative Researcher", "company" : "Man Group", "industry" : "FinTech", "salary" : { "min" : 220000.0, "max" : 350000.0, "currency" : "USD", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market baseline for Quantitative Researcher in the United States, adjusted for Seniority, FinTech industry, and Massachusetts location." }, "location" : "Massachusetts", "locations" : [ "Massachusetts" ], "certifications" : [ "GCP Professional Data Engineer", "AWS Data Analytics", "Databricks Certified", "Dbt Certified" ], "timestamp" : "2026-06-15T05:05:00.246", "fingerprint" : "582ad6193055169e82de1f1852baa0dd22b6d1d356850c35985b0295491677d1", "source" : "greenhouse", "language" : "en", "applyUrl" : "https://job-boards.eu.greenhouse.io/mangroup/jobs/4737145101", "externalId" : "4737145101", "industryFunction" : { }, "structuredLocations" : [ { "state" : "Massachusetts", "country" : "United States", "continent" : "na", "workMode" : "onsite" } ], "locationText" : "Massachusetts, United States", "minimumEducation" : "Master's", "technicalSkills" : "Python, R, SQL, Spark, Snowflake, BigQuery, Redshift, Databricks, Dbt, Fivetran, Airflow, Delta Lake, Scikit-learn, TensorFlow, PyTorch, XGBoost, LightGBM, Hugging Face, MLflow, AWS, GCP, Azure", "professionalSkills" : [ "Alpha research", "Monetization algos", "Execution algos", "Market impact modelling", "Quantitative analysis", "Statistical methods", "ML frameworks", "BI platforms", "Cloud data stacks", "Modelling skills" ], "hardSkillsList" : [ "Statistics", "Machine learning", "Programming", "Data handling", "Tick data analysis", "Regression", "Classification", "Clustering", "Time-series analysis", "A/B testing", "Causal inference" ], "softSkillsList" : [ "Intellectual integrity", "Interpersonal adaptability" ], "hardSkills" : [ { "name" : "Statistics", "level" : "intermediate" }, { "name" : "Machine learning", "level" : "intermediate" }, { "name" : "Programming", "level" : "intermediate" }, { "name" : "Data handling", "level" : "intermediate" }, { "name" : "Tick data analysis", "level" : "intermediate" }, { "name" : "Regression", "level" : "intermediate" }, { "name" : "Classification", "level" : "intermediate" }, { "name" : "Clustering", "level" : "intermediate" }, { "name" : "Time-series analysis", "level" : "intermediate" }, { "name" : "A/B testing", "level" : "intermediate" }, { "name" : "Causal inference", "level" : "intermediate" } ], "softSkills" : [ { "name" : "Intellectual integrity" }, { "name" : "Interpersonal adaptability" } ], "majorSkills" : "Quantitative research, Machine learning, Data science, Algorithmic trading", "majorSkillsList" : [ "Quantitative research", "Machine learning", "Data science", "Algorithmic trading" ], "coreResponsibilities" : "Conduct alpha research, Design monetization algos, Design execution algos, Model market impact, Apply statistics to problems, Apply ML to problems, Handle large data sets, Handle tick data", "teamCollaboration" : "Close collaboration; Quantitative researchers; Technologists; Traders; Business people", "projectManagementSkills" : [ "Time management" ], "domainKnowledge" : "Alternative investment; Systematic strategies; Market structure; Trading venues; Asset classes; Cash Equities; Futures; FX; Options; High-frequency trading; Microstructure", "domainList" : [ "alternative-investment", "systematic-strategies", "market-structure", "trading-venues", "asset-classes", "cash-equities", "futures", "fx", "options", "high-frequency-trading", "microstructure" ], "domainSpecificKnowledge" : [ "Alternative investment", "Systematic strategies", "Market structure", "Trading venues", "Asset classes", "Cash Equities", "Futures", "FX", "Options", "High-frequency trading", "Microstructure" ], "toolProficiency" : [ "Python", "R", "Tableau", "Power BI", "Looker", "Snowflake", "BigQuery", "Redshift", "Databricks", "Dbt", "Fivetran", "Airflow", "MLflow", "SageMaker", "Vertex AI", "ML Studio" ], "communicationSkills" : "Argue a point; Deal with views", "continuousLearning" : "Professional development", "problemSolvingSkills" : "Analytic approach; Problem solving", "outcomesObjectives" : "Maximise realized P", "qualificationsBasic" : "Master's qualification, Quantitative subject, Analytic approach, Programming language, Python/R, Handling large data, Tick data", "qualificationsPreferred" : "PhD qualification, Knowledge of market structure, Knowledge of trading venues, Knowledge of microstructure, Experience in intraday alpha research, Experience in building ML models, GCP Professional Data Engineer, AWS Data Analytics, Databricks Certified, Dbt Certified", "workSiteFlexibility" : "Flexible", "rawDescription" : "About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $227.6 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at www.man.com * As at 31 December 2025 Algo Research Team Algo Research team is responsible for alpha research across a wide range of time-scales (from high-frequency up to ~48 hours), design of monetization/execution algos and market impact modelling across all major asset classes (including Cash Equities, Futures, FX, Options). We work in close collaboration with various systematic research teams across Man Group to maximise realized P recognised by peers as an expert in one’s domain Deep understanding of statistics/ML and an ability to apply it to real world problems Expertise in a high-level programming language such as Python/ R Advantageous Knowledge of market structure, participants, trading venues and microstructure of at least one of the major asset classes Experience in intraday alpha research Experience in building ML models Experience with handling large data sets and tick data Personal Attributes PhD or exceptional Masters / Bachelor’s qualification in a quantitative subject Intellectual integrity with a keenly analytic approach to problem solving Ability to deliver projects with high commercial value Hands-on attitude; willing to get involved with technology and projects across the firm Self-organised with the ability to effectively manage time across multiple projects and with competing business demands and priorities Strong interpersonal skills; adaptability and ability to establish and maintain a close working relationship with quantitative researchers, technologists, traders and senior business people alike Confident communicator, able to argue a point concisely and deal positively with conflicting views The anticipated based salary range for this position is listed below. Compensation packages would also include benefits and a discretionary bonus. This is the base salary range that the Company believes it will pay for this position at the time of this posting based on the location and requirements of the position as well as the skills, qualifications, and experience of the applicant. The Firm reserves the right to modify this pay range at any time. US Pay Range $120,000—$140,000 USD Inclusion, Work-Life Balance and Benefits at Man Group You'll thrive in our working environment that champions equality of opportunity. Your unique perspective will contribute to our success, joining a workplace where inclusion is fundamental and deeply embedded in our culture and values. Through our external and internal initiatives, partnerships and programmes, you'll find opportunities to grow, develop your talents, and help foster an inclusive environment for all across our firm and industry. Learn more at www.man.com/diversity. You'll have opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development, and with flexible working arrangements available too. Like all our people, you'll receive two annual 'Mankind' days of paid leave for community volunteering. Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Depending on your location, you may also enjoy additional benefits such as private medical coverage, discounted gym membership options and pet insurance. Equal Employment Opportunity Policy Man Group provides equal employment opportunities to all applicants and all employees without regard to race, color, creed, national origin, ancestry, religion, disability, sex, gender identity and expression, marital status, sexual orientation, military or veteran status, age or any other legally protected category or status in accordance with applicable federal, state and local laws. Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact TalentAcquisition@man.com.", "summaryDescription" : "Quantitative Researcher at Man Group. Skills: Quantitative research, Machine learning, Data science, Algorithmic trading. Conduct alpha research. Design monetization algos", "postedDate" : "2026-06-14T08:18:55.572", "createdAt" : "2026-06-14T08:18:55.572", "lastUpdated" : "2026-06-15T05:05:00.246", "ingestTimestamp" : "2026-06-14T08:18:55.572", "mongoId" : "6a2c7c2b74d8ee00a094c82a", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryAnnualMin" : 220000, "salaryAnnualMax" : 350000, "salaryBand" : "200k+", "hasSalary" : true, "allSkills" : [ "Statistics", "Machine learning", "Programming", "Data handling", "Tick data analysis", "Regression", "Classification", "Clustering", "Time-series analysis", "A/B testing", "Causal inference", "Intellectual integrity", "Interpersonal adaptability", "Quantitative research", "Data science", "Algorithmic trading", "Alpha research", "Monetization algos", "Execution algos", "Market impact modelling", "Quantitative analysis", "Statistical methods", "ML frameworks", "BI platforms", "Cloud data stacks", "Modelling skills", "Time management", "Alternative investment", "Systematic strategies", "Market structure", "Trading venues", "Asset classes", "Cash Equities", "Futures", "FX", "Options", "High-frequency trading", "Microstructure", "GCP Professional Data Engineer", "AWS Data Analytics", "Databricks Certified", "Dbt Certified", "Python", "R", "Tableau", "Power BI", "Looker", "Snowflake", "BigQuery", "Redshift", "Databricks", "Dbt", "Fivetran", "Airflow", "MLflow", "SageMaker", "Vertex AI", "ML Studio" ], "skillCount" : 58, "jobCategory" : "engineering", "jobSubcategory" : "data", "seniorityLevel" : "Senior", "dataQualityScore" : 0.7777778, "_score" : 622.1113, "daysOld" : 0, "hasLocation" : true, "hasGeo" : false, "llmIndustry" : "FinTech", "llmIndustryConfidence" : 0.98 }, { "id" : "6a2c96fa74d8ee00a09910b7", "title" : "Graduate Quantitative Researcher", "company" : "IMC", "industry" : "FinTech", "salary" : { "min" : 105000.0, "max" : 135000.0, "currency" : "CHF", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market baseline for entry-level Quantitative Researchers in Zug, Switzerland, adjusted for the FinTech industry and company size." }, "location" : "Zug, Switzerland", "locations" : [ "Zug", "Switzerland" ], "timestamp" : "2026-06-16T02:14:32.543", "fingerprint" : "d0dbd340ee76e4df11ba4008a8228eefb70ea2846950eb08bf306a98b9f7b594", "source" : "greenhouse", "language" : "en", "applyUrl" : "https://job-boards.eu.greenhouse.io/imc/jobs/4892687101", "externalId" : "4892687101", "industryFunction" : { }, "structuredLocations" : [ { "city" : "Zug", "country" : "Switzerland", "continent" : "eu", "source" : "llm", "workMode" : "onsite", "geo" : "47.1486137,8.5539378" } ], "locationText" : "Zug, Switzerland", "employmentType" : "FULL_TIME", "minimumEducation" : "Bachelor's", "experienceMinYears" : 0, "experienceMaxYears" : 2, "experienceLevel" : "Entry", "technicalSkills" : "Python, C++", "professionalSkills" : [ "Quantitative analysis", "Data analysis" ], "hardSkillsList" : [ "Quantitative methods" ], "hardSkills" : [ { "name" : "Quantitative methods", "level" : "intermediate" } ], "majorSkills" : "Quantitative research, Data analysis, Model development", "majorSkillsList" : [ "Quantitative research", "Data analysis", "Model development" ], "coreResponsibilities" : "Research trading ideas, Test trading ideas, Analyse datasets, Build models, Test models, Improve models, Build signals, Test signals, Improve signals, Build algorithms, Test algorithms, Improve algorithms, Work with data infrastructure, Work with software infrastructure, Work with HPC infrastructure, Collaborate with researchers, Collaborate with developers, Collaborate with engineers, Turn research into strategies, Evaluate trading opportunities", "teamCollaboration" : "Collaborate with researchers; Collaborate with developers; Collaborate with engineers", "domainKnowledge" : "Financial markets; Trading; Cryptocurrency; DeFi; Quantitative trading", "domainList" : [ "financial-markets", "trading", "cryptocurrency", "defi", "quantitative-trading" ], "domainSpecificKnowledge" : [ "Financial markets", "Trading", "Cryptocurrency", "DeFi", "Quantitative trading" ], "problemSolvingSkills" : "Problem-solving skills", "qualificationsBasic" : "Final-year student or recent graduate, Mathematics, Statistics, Physics, Computer Science, Engineering or related quantitative field, Analytical and problem-solving skills, Programming experience, Quantitative methods to real-world problems", "qualificationsPreferred" : "Python programming experience, C++ familiarity, Prior experience in trading, crypto, or financial markets", "remoteFriendly" : false, "workSiteFlexibility" : "Onsite", "rawDescription" : "As a Graduate Quantitative Researcher, you will work with experienced researchers and developers in a fast-paced, data-driven environment. You will learn how trading ideas are researched, tested, and deployed, while contributing to live strategy development from early in your career. Your Core Responsibilities: Research and test data-driven trading ideas Analyse large and complex datasets from cryptocurrency exchanges, DeFi protocols, and financial markets Build, test, and improve models, signals, and algorithms that support trading strategies Work with IMC’s cutting-edge data, software, and high-performance computing infrastructure Collaborate closely with researchers, developers, and engineers to turn research into production-ready strategies Learn how to evaluate trading opportunities with a focus on performance, scalability, robustness, and risk Your Skills and Experience: Final-year student or recent graduate in Mathematics, Statistics, Physics, Computer Science, Engineering or a related quantitative field Strong analytical and problem-solving skills, with the ability to learn quickly Programming experience, ideally in Python. Familiarity with C++ is a plus A genuine interest in financial markets, trading, crypto, or DeFi Comfortable working with data and applying quantitative methods to real-world problems Curious, collaborative, and eager to take ownership in a fast-moving environment Prior experience in trading, crypto, or financial markets is helpful but not required. This is an on-site role based in Zug, Switzerland, with very limited flexibility for working from home. About Us IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.", "summaryDescription" : "Graduate Quantitative Researcher at IMC. Skills: Quantitative research, Data analysis, Model development. Research trading ideas. Test trading ideas", "postedDate" : "2026-06-14T20:07:21.715", "createdAt" : "2026-06-14T20:07:21.715", "lastUpdated" : "2026-06-16T02:14:32.543", "ingestTimestamp" : "2026-06-14T20:07:21.715", "mongoId" : "6a2c96fa74d8ee00a09910b7", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryBand" : "100k-150k", "hasSalary" : false, "allSkills" : [ "Quantitative methods", "Quantitative research", "Data analysis", "Model development", "Quantitative analysis", "Financial markets", "Trading", "Cryptocurrency", "DeFi", "Quantitative trading" ], "skillCount" : 10, "jobCategory" : "engineering", "jobSubcategory" : "data", "seniorityLevel" : "Entry", "dataQualityScore" : 1.0, "_score" : 611.8276, "daysOld" : 1, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "FinTech", "llmIndustryConfidence" : 0.95 }, { "id" : "6a2c7c2b74d8ee00a094c82c", "title" : "Quantitative Research Intern", "company" : "Man Group", "industry" : "FinTech", "salary" : { "min" : 100000.0, "max" : 150000.0, "currency" : "HKD", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market data for entry-level quantitative research internships in Hong Kong, adjusted for the FinTech industry and a large global company like Man Group." }, "location" : "Hong Kong", "locations" : [ "Hong Kong" ], "timestamp" : "2026-06-16T03:10:51.149", "fingerprint" : "38b47e2d37b5d92275bf11ea9647c03a066bb9fd5d5b5207ebf97a49ff2fe9d4", "source" : "greenhouse", "language" : "en", "applyUrl" : "https://job-boards.eu.greenhouse.io/mangroup/jobs/4847714101", "externalId" : "4847714101", "industryFunction" : { }, "structuredLocations" : [ { "city" : "Hong Kong", "country" : "Hong Kong", "continent" : "as", "source" : "llm", "workMode" : "onsite", "geo" : "22.2818333,114.1582831" } ], "locationText" : "Hong Kong, Hong Kong", "employmentType" : "INTERNSHIP", "minimumEducation" : "Bachelor's", "technicalSkills" : "Python, Pandas, Numpy, Time-series methods, Statistical techniques, Machine learning models", "professionalSkills" : [ "Quantitative research", "Systematic equity research", "Alpha signal development", "Medium-frequency trading", "Statistical arbitrage" ], "hardSkillsList" : [ "Data analysis", "Signal construction", "Backtesting", "Overfitting diagnosis" ], "softSkillsList" : [ "Critical thinking", "Mentorship" ], "hardSkills" : [ { "name" : "Data analysis", "level" : "intermediate" }, { "name" : "Signal construction", "level" : "intermediate" }, { "name" : "Backtesting", "level" : "intermediate" }, { "name" : "Overfitting diagnosis", "level" : "intermediate" } ], "softSkills" : [ { "name" : "Critical thinking" }, { "name" : "Mentorship" } ], "majorSkills" : "Quantitative research, Machine learning, Statistical analysis", "majorSkillsList" : [ "Quantitative research", "Machine learning", "Statistical analysis" ], "coreResponsibilities" : "Research time-series methods, Research advanced statistical techniques, Research machine learning models, Extract predictive value from datasets, Analyze noisy datasets, Identify systematic trading opportunities, Develop statistical tools, Develop ML-based tools, Solve data-related problems, Prototype signal variants, Document work cleanly", "teamCollaboration" : "Day-to-day mentorship; Core supervision; High-level exposure; Discuss research results; Present research results; Incorporate feedback", "projectManagementSkills" : [ "End-to-end research project ownership" ], "domainKnowledge" : "Systematic equity; Alpha signals; Medium-frequency; Statistical arbitrage; Predictive value; Systematic trading; Complex datasets; Real-world data", "domainList" : [ "systematic-equity", "alpha-signals", "medium-frequency", "statistical-arbitrage", "predictive-value", "systematic-trading", "complex-datasets", "real-world-data" ], "domainSpecificKnowledge" : [ "Systematic equity", "Alpha signals", "Medium-frequency", "Statistical arbitrage", "Predictive value", "Systematic trading", "Complex datasets", "Real-world data" ], "communicationSkills" : "Communicate complex results; Present research results", "documentationSkills" : "Document work cleanly", "continuousLearning" : "Mentorship", "problemSolvingSkills" : "Rigorous backtesting; Diagnosing overfitting; Questioning assumptions", "outcomesObjectives" : "Iterate towards deployable outcomes", "qualificationsBasic" : "Bachelor's in computer science, Bachelor's in statistics, Bachelor's in machine learning, Bachelor's in signal processing, Bachelor's in optimization, Bachelor's in mathematics, Bachelor's in physics, Master's in computer science, Master's in statistics, Master's in machine learning, Master's in signal processing, Master's in optimization, Master's in mathematics, Master's in physics, PhD in computer science, PhD in statistics, PhD in machine learning, PhD in signal processing, PhD in optimization, PhD in mathematics, PhD in physics, Proficiency in Python, Solid understanding of data structures, Solid understanding of algorithmic complexity, Solid understanding of numerical libraries, Demonstrated ability to conduct research, Ability to communicate complex results", "qualificationsPreferred" : "PhD preferred, Specific ML framework experience, Cloud platform certs", "workSiteFlexibility" : "Flexible", "rawDescription" : "About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $227.6 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at www.man.com * As at 31 December 2025 Location: Hong Kong SAR Duration: 3–4 months, starting 2026 Eligibility: Final year students (Bachelor's, Master's, or PhD) The Team Join the Specialist Equities team, a small and collaborative systematic equity research group focused on developing medium-frequency statistical arbitrage alpha signals. You will receive day-to-day mentorship from a quantitative researcher in Hong Kong, with core supervision and high-level exposure to portfolio managers and senior management in London. Position Overview You will own a research project end-to-end, taking a disciplined scientific approach to form hypotheses, construct signals, and iterate towards deployable outcomes. The project scope is defined on our side and will be closely tailored to your specific background and strengths once we've met you. During the internship, you will: Research time-series methods, advanced statistical techniques, and machine learning models to extract predictive value from complex datasets. Analyze large, noisy, real-world data sets to identify systematic trading opportunities. Help develop statistical and ML-based tools and techniques to solve complex data-related problems throughout the research process. Typical Day Your primary focus throughout the day will be on researching new statistical techniques, exploring datasets, and prototyping signal variants. Apply critical thinking at every step—rigorously backtesting ideas, diagnosing overfitting, and questioning your own assumptions. Discuss and present research results with your immediate team, portfolio managers, and senior management, actively incorporating their feedback. Document your work cleanly and clearly so colleagues can easily build upon your findings. Required Qualifications Quantitative Background: Pursuing a Bachelor's, Master's, or PhD in computer science, statistics, machine learning, signal processing, optimization, mathematics, physics, or a related STEM subject. Research Excellence: Demonstrated ability to conduct high-quality, in-depth, and rigorous research on real-world data, along with the ability to communicate complex results clearly to both technical peers and senior stakeholders. Programming Proficiency: Strong proficiency in Python, with a solid understanding of data structures, algorithmic complexity, and numerical libraries (e.g., pandas, numpy). Statistical if you require help or information on reasonable adjustments as you apply for roles with us, please contact TalentAcquisition@man.com.", "summaryDescription" : "Quantitative Research Intern at Man Group. Skills: Quantitative research, Machine learning, Statistical analysis. Research time-series methods. 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We are a high-performance team embedded in a top-performing quant fund that manages over $75 billion in financial assets. We are dedicated to the mission-critical operation of our investment engine—a well-tuned machine responsible for generating key decisions that drive trades and investment insights. Leveraging finance skills and cutting-edge technology, we ensure data quality, continuous process improvement, and operational excellence. As a core member of our team, you'll collaborate with investment experts to tackle challenging analytical problems, be accountable to ensure accurate and timely trade generation, and drive operational innovation. Based in West Coast Vancouver, we value mentorship, collaboration, and growth in a supportive and innovative environment. Join us to make a significant impact on our investment engine and overall success. What You Will Do This is an exciting full-time role for individuals who are passionate about learning the quantitative equity investment management business and excited to tackle a broad range of investment, mathematical, and technology challenges. You will start with a comprehensive training program, learning about various elements of quantitative equity investment management and our investment process. You will then continue to a specialized role utilizing data science and process engineering skillsets to accelerate the Quantitative Equities Team’s various investment functions. Your specialized role may involve building, scaling, managing and/or analyzing our quantitative model, portfolios, data assets and optimizers. You will be supported with coaching and mentorship from senior members of the team. We are creating the conditions for you to grow your career steadily over time. Investment Process Management The team you will be joining is our Investment Process Management (IPM) group within our Quantitative Equities Team. IPM plays a central role in building highly scalable, efficient, and robust process management systems. The processes and infrastructure we maintain are critical in the team’s ability to develop systematic investment insights and generate daily trades to capture these insights in portfolios. The opportunity within the IPM group allows ambitious individuals to drive their career growth within IPM, or across the other functions of the Quantitative Equities Team in Research, Portfolio Construction, or Trading. While we take the approach of tailoring the career path for the individual, we have found our functions to cover two main overarching technical skillsets: Process and Reliability Engineering Design, implement and test production processes to run the alpha and risk, portfolio optimization and market implementation processes. Design robust, high performance and effective process orchestration. Monitor production health and respond to critical issues in a timely manner. Effectively communicate real-time production issues to portfolio managers, traders and researchers. Identify computational bottle necks and improve run speeds in production systems. Collaborate with investment teams to ensure their process needs are being met. Find and evaluate areas for process improvements. Assess and evaluate data quality of production processes. Maintain process repos, clean code and tools within production processes. Data Science Construct and run algorithms to explore and assess data effectively. Validate structured and unstructured data sets for data quality. Design and test data loaders and security matching processes and specifications. Perform data analysis and provide data expertise to support researcher’s projects. Facilitate production machine learning operational pipelines with effective and timely auditing and analysis. Enable accessibility and clarity within our data assets through robust documentation and data scrubbing. Develop robust methodologies for assessing and analyzing data in time critical production environments. Respond to and mitigate vendor data issues effectively in a production setting. Collaborate with cross-functional teams to integrate traditional and alternative data into existing analytical frameworks and decision-making processes. Present findings and recommendations to key stakeholders in a clear, concise, and compelling manner. Reasons to Grow Your Career with Us Impact – We help create opportunities for you to leverage your personal strengths to make a positive impact on our business. Culture – Collaboration and innovation are deeply rooted in our culture. We enjoy working together and align our passions in pursuit of a shared objective in every project we undertake. Development – We create conditions for success tailored to each employee through internally developed career development plans. Mentorship – We believe that developing great people is the key to great success. You will have opportunities to share, hear and learn about career experiences from peers and senior team members. Work-Life Balance – Vancouver is surrounded by water, mountains, and cherry blossoms. We work hard in our professional lives but also create space to enjoy our personal lives. What You Bring Analytical Mindset – You think critically and creatively and are adept at balancing intuition with statistical validation. Financial Knowledge – You possess a thorough understanding of (or strong desire to learn) key drivers of business success, including financial theory, economic models, and corporate financial statements. Self-Starter – You are motivated and willing to take personal accountability for quality and timeliness of work. Collaborative Approach – You thrive in a collaborative environment and value shared success. You proactively solicit and provide input and excel at communicating complex and technical concepts. Time Management – You have the ability to manage and prioritize multiple ongoing projects and daily responsibilities. Academic Training – At a minimum, an undergraduate degree in finance, mathematics, statistics, computer science, engineering, or related discipline. Completion of CFA or relevant graduate degree is considered an asset. Industry Experience – You have a passion for quantitative finance, equity investment, data science or related fields. We welcome applications from candidates with different levels of experience, including interns, new graduates, and experienced professionals. The base salary range for full-time roles is $125,000 – $200,000 annually plus a competitive performance bonus. Compensation will be determined based on experience and qualifications. To apply for this position, please submit your resume, cover letter, and academic transcript. #LI-HYBRID #LI-RC1 CC&L Financial Group is committed to creating a diverse and inclusive environment and is proud to be an equal opportunity employer. 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Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $227.6 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at www.man.com * As at 31 December 2025 The Team AHL Global Macro is the business unit responsible for global macro strategies across all asset classes. The team trade all markets, from liquid to alternative universe, with strategies spanning multiple holding periods. This role sits within the AHL Global Trend And Volatility sector. This role's research mission is to model the behaviour of global macro assets and identify alpha signals, with a particular focus on understanding and modelling what drives trends in macro assets and the timing of this style. The Role You will conduct original alpha research on global macro assets, building and testing predictive signals that inform live trading strategies. You will work across the full research lifecycle — from hypothesis generation and statistical modelling through to implementation and ongoing performance analysis — with direct exposure to live strategy management. Day-to-day you will: Research and develop alpha signals across global macro asset classes, with a focus on trend timing and directional strategies Model the dynamics of macro assets (rates, FX, equities, commodities) to identify exploitable patterns Design and evaluate predictive signals using rigorous statistical and quantitative methods Contribute to portfolio construction and risk analysis across the sector's strategies Monitor live strategy performance and translate observations back into research hypotheses Collaborate with researchers across AHL Global Macro and contribute to the broader research agenda Technology and Business Skills: 2+ years of experience researching alpha signals across macro assets Solid grounding in statistical and mathematical modelling; able to choose the right tool for the right problem Strong Python skills; comfortable working with large financial datasets Understanding of portfolio construction and risk analysis Familiarity with transaction costs and their impact on signal design is a plus Personal Attributes Strong academic record with a degree in a quantitative discipline — Mathematics, Statistics, Physics, Computer Science, Engineering or Economics from a leading university; a PhD or Master's is advantageous Intellectually curious with a genuine interest in financial markets and the macro forces that move them Hands-on and rigorous: you enjoy following an idea all the way from intuition to tested, implemented signal Self-organised with the ability to manage multiple research threads in parallel Clear communicator: able to present quantitative findings concisely and engage constructively with alternative views Collaborative; comfortable working closely with researchers, technologists and portfolio managers Inclusion, Work-Life Balance and Benefits at Man Group You'll thrive in our working environment that champions equality of opportunity. Your unique perspective will contribute to our success, joining a workplace where inclusion is fundamental and deeply embedded in our culture and values. Through our external and internal initiatives, partnerships and programmes, you'll find opportunities to grow, develop your talents, and help foster an inclusive environment for all across our firm and industry. Learn more at www.man.com/diversity. You'll have opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development, and with flexible working arrangements available too. Like all our people, you'll receive two annual 'Mankind' days of paid leave for community volunteering. Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Depending on your location, you may also enjoy additional benefits such as private medical coverage, discounted gym membership options and pet insurance. Equal Employment Opportunity Policy Man Group provides equal employment opportunities to all applicants and all employees without regard to race, color, creed, national origin, ancestry, religion, disability, sex, gender identity and expression, marital status, sexual orientation, military or veteran status, age or any other legally protected category or status in accordance with applicable federal, state and local laws. 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Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $227.6 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at www.man.com * As at 31 December 2025 THE TEAM Man Group's quantitative investment engines, AHL and Numeric, are aligning under Systematic (USD ~138bn AUM). As part of this integration, we are expanding our Investment and Data Implementation (IDI) team, which has supported AHL for many years, into a new Boston-based team supporting the Man Numeric business. The global IDI team spans Hong Kong, Sofia, London and now Boston. The Boston team is responsible for implementing all new business and portfolios (funds, Separately Managed Accounts (SMAs), and investment strategies), maintaining the integrity of systematic models, and steering the long-term development of our trading initiatives. Our mission is to ensure every quantitative strategy is implemented with precision and aligned with its investment objectives, from initial research idea through to the last trade. Though Boston-based and focused primarily on Man Numeric’s content, as part of Systematic, you will be part of a connected global network, sharing tooling, codebase, and implementation capabilities across all four locations. The problems the team solves are diverse, complex, and high-impact. The team is the primary responder when production issues halt the investment managers, requiring rapid diagnosis and resolution without introducing new risks. The team are the operational architects who translate a researcher’s ideal strategy or portfolio into a robust, scalable solution, balancing speed, resilience, and business logic. The team also works closely with other areas such as Portfolio Management and Trading to explain why an algorithm and portfolio optimizer generated specific trades. Finally, we partner with technologists to help design trading architecture that is automated, scalable, and transparent enough for manual intervention when necessary. This role offers exceptional exposure. Man Group's flat structure means your work is widely visible across the group, you will be working with portfolio managers, quantitative researchers, product structuring specialists, and traders, with the opportunity and expectation to contribute, propose solutions, and make decisions regardless of seniority. You’ll be supported throughout and as you build confidence, you will represent the global IDI team on cross-departmental working groups and present findings directly to senior management. THE ROLE We are seeking a highly motivated professional to bridge quantitative research, portfolio management, technology, trading, and middle the ability to interact confidently with portfolio managers and domain experts Dependable judgment under pressure A relentless focus on delivering value to the business and improving implementation processes Advantageous: High level understanding of quantitative investment processes and portfolio construction Experience with portfolio management and/or trading systems, along with proficiency in data analysis and process automation Experience delivering or steering complex projects, such as fund or Separately Managed Account (SMA) launches Commercial experience or a strong interest in using AI tools to drive workflow efficiency and business insights Generalist experience and exposures within buy-side systematic investment (Implementation, Front Office, Middle Office or Trade Operations) Ability to use SQL and an object-oriented language (preferably Python) to investigate data and prototype solutions Proficiency in data reasoning techniques and relevant libraries (e.g., Pandas) The anticipated based salary range for this position is listed below. Compensation packages would also include benefits and a discretionary bonus. This is the base salary range that the Company believes it will pay for this position at the time of this posting based on the location and requirements of the position as well as the skills, qualifications, and experience of the applicant. The Firm reserves the right to modify this pay range at any time. US Pay Range $85,000—$100,000 USD Inclusion, Work-Life Balance and Benefits at Man Group You'll thrive in our working environment that champions equality of opportunity. Your unique perspective will contribute to our success, joining a workplace where inclusion is fundamental and deeply embedded in our culture and values. Through our external and internal initiatives, partnerships and programmes, you'll find opportunities to grow, develop your talents, and help foster an inclusive environment for all across our firm and industry. Learn more at www.man.com/diversity. You'll have opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development, and with flexible working arrangements available too. Like all our people, you'll receive two annual 'Mankind' days of paid leave for community volunteering. Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Depending on your location, you may also enjoy additional benefits such as private medical coverage, discounted gym membership options and pet insurance. Equal Employment Opportunity Policy Man Group provides equal employment opportunities to all applicants and all employees without regard to race, color, creed, national origin, ancestry, religion, disability, sex, gender identity and expression, marital status, sexual orientation, military or veteran status, age or any other legally protected category or status in accordance with applicable federal, state and local laws. 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We are a high-performance team embedded in a top-performing quant fund that manages over $75 billion in financial assets. We are dedicated to the mission-critical operation of our investment engine—a well-tuned machine responsible for generating key decisions that drive trades and investment insights. Leveraging data analytics, finance knowledge and cutting-edge technology, we aim to ensure that new and useful data products are continuously ready for research. Do you love the idea of integrating large proprietary data sources into valuable applications? Are you a wizard at transforming ‘messy reality’ into high quality data assets? As a core member of our team, you will collaborate with investment and data experts to tackle challenging problems, and to continuously expand our capabilities in data. Based on the west coast in Vancouver, we value mentorship, collaboration, and growth in a supportive and innovative environment. Join us to make a significant impact on our investment outcomes and overall success. What You Will Do This is an exciting full-time role for individuals who are enthusiastic about learning the quantitative equity investment management business and excited to tackle a broad range of data, investment, and technology challenges. You will start with a comprehensive training program, learning about various elements of quantitative equity investment management and our investment process. You will then continue to a specialized role utilizing data analytics and data science skillsets to enable the Quantitative Equity Team’s research. Your role will involve identifying and assessing brand new data, data exploration, and proposing robust ways to integrate data products from many sources. You will be supported with coaching and mentorship from senior members of the team, and we will create the conditions for you to grow your career steadily over time. This is an opportunity for ambitious individuals to drive their career growth in data. While we take the approach of tailoring the career path to individual strengths, we expect successful candidates for this role to develop excellence in the following tasks: Create processes to assess, explore, and link billions of data points. Test structured and unstructured data sets for data quality and reliability. Assess new data opportunities for quality and usefulness. Evaluate your data solutions for sensibility, accuracy, and bias. Collaborate with quantitative researchers – support alpha projects with your data expertise. Collaborate with technology specialists – help trade off application performance and operational feasibility. Support production deployments of your work to ensure long-term reliability. Enable clarity of and access to your work through robust documentation and exposition. Present findings and recommendations to key stakeholders in a clear, concise, and compelling manner. What You Bring Analytical Mindset – You think critically and creatively and are adept at balancing intuition with statistical validation. Financial Knowledge – Desire to acquire the financial context needed to understand your stakeholders and make data decisions with impact. Self-Starter – You are motivated and willing to take personal accountability for quality and timeliness of work. Collaborative Approach – You thrive in a collaborative environment and value shared success. You proactively solicit and provide input and excel at communicating complex and technical concepts. Time Management – You are able to manage and prioritize multiple ongoing projects. Academic Training – At a minimum, an undergraduate degree in finance, mathematics, statistics, computer science, engineering, or related discipline. Completion of a relevant graduate degree is considered an asset. We welcome applications from candidates with different levels of experience, including interns, new graduates, and experienced professionals. The base salary range for full-time roles is $125,000 – $200,000 annually plus a competitive performance bonus. Compensation will be determined based on experience and qualifications. To apply for this position, please submit your resume, cover letter and academic transcripts. #LI-HYBRID #LI-RC1 CC&L Financial Group is committed to creating a diverse and inclusive environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to gender, ethnicity, religion, sexual orientation or expression, disability, or age.  Your application will be reviewed by a member of the hiring team - AI is not used in the screening, assessment or selection of applications at this time.", "summaryDescription" : "Quantitative Data Analyst at Connor, Clark & Lunn Investment Management. Skills: Data science, Data engineering, ML/AI, Business intelligence. Develop and implement data pipelines. 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We trade across a multitude of asset classes and trading venues with significant market share and are looking for experienced Quantitative Researchers to join our team. As a Quantitative Researcher, you will be working with experienced traders and developers to research and develop new systematic HFT market making strategies leveraging our existing technology and infrastructure. Quantbox encourages Bachelor’s, Master’s and PhD students in computer science, mathematics and related fields to apply. Additional requirements include: Deep experience in high frequency trading Live high frequency trading experience for at least 2 years. PnL track record with excellent Sharpe ratios. Taking pride in building solutions using Python, R, kdb+ or C++ Desire to work in a small collaborative environment Degree from top tier college or university a plus A passion for new technologies and ideas Strong communication skills Quantbox is a place of friends and colleagues, where people convert their passion into action. We believe in togetherness that brings out the best in ourselves and our Company. Our open and casual work culture gives you the space to innovate and deliver. Everyone on the team is approachable. Employee remuneration packages are reviewed regularly to ensure that they remain competitive. In recognition of our employees’ contributions and performance, for full time permanent roles we provide: Competitive compensation 4 Weeks of paid vacation Medical insurance International team outing Quantbox is an equal opportunities employer.", "summaryDescription" : "Experienced Quantitative Researcher at Quantbox Research. 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Developed by market professionals, our solutions use sophisticated modelling techniques to detect single and cross-product market manipulation. With a team of over 150 experts worldwide, TradingHub combines global reach with deep markets expertise to help our customers mitigate financial, regulatory, and reputational risk. The Role We are seeking a Senior Quantitative Developer (VP) to take a leading role in designing, building and validating our pricing models. This includes creating financial pricing libraries for multiple asset classes, calculators and risk algorithms. The successful candidate will combine excellent mathematical skills with proven experience in financial markets and the ability to productionise high-quality software. The capacity to put yourself in the eyes of a trader will be very useful as we continue to ensure our product’s capabilities are ahead of competitors in the market. Responsibilities: - Development of financial pricing libraries, calculators as well as risk/pricing-related algorithms - Using our in-house big data language for the large-scale analysis and production of securities data - Research and development of market dynamics across multiple asset classes - Prototyping, testing, and validation of TradingHub’s proprietary models - supporting and coaching more junior team members Requirements - Proven financial markets experience, ideally within an investment bank or pricing-related firm - Proficiency with C#, Python or another object-oriented programming language - Evidence of exceptional mathematical and analytical skills - A clear understanding of market risk, preferably for fixed-income - Good knowledge of derivatives (e.g. options, swaps, futures etc.) - Good knowledge of database technologies such as SQL, Postgres etc. - Able to deliver projects to agreed deadlines with excellent prioritisation skills Benefits Life at TradingHub is a rewarding journey within a fast-growing company that thrives on innovation and collaboration. By combining the best of technology and global markets, we’re able to solve complex problems together and deliver meaningful results to our customers. Everybody has value to bring, and we welcome individuality as a key driving force behind our collective success. Rooted in everything that we do are our core values: Accountability, Ambition, Partnership and Trust. These values provide the foundation for a sustainable workplace culture that empowers you to grow, contribute, and become your best self. Employee Benefits: - Annual discretionary performance bonus (permanent employees only) - Hybrid working policy - Office lunches twice a week - Private medical insurance + dental cover - Extended parental leave (up to 6 months of fully paid maternity leave) - 25 days annual leave + bank holidays - Enhanced company pension plan - 5 days study leave towards professional qualifications - Salary sacrifice schemes - Death in service coverage Don’t tick every single requirement? Research shows that candidates from under-represented groups are less likely to apply unless they meet all the criteria. We are dedicated to building a diverse, equitable and inclusive workplace, so if this role excites you, please don't let our specification hold you back. Get in touch! TradingHub is an equal opportunities employer. We do not discriminate based on race, religion, ethnic or national origins, sex (including pregnancy, childbirth, reproductive health decisions, or related medical conditions), sexual orientation, gender identity, gender expression, age, socio-economic background, responsibilities for dependants, physical or mental disability or other applicable legally protected characteristics. TradingHub selects candidates for interview based solely on their skills, experience and qualifications. We are committed to making our recruitment process accessible to all and we encourage candidates to inform us of any required adjustments. A full copy of our diversity, equity and inclusion policy will be made available to you upon request.", "summaryDescription" : "Senior Quantitative Developer at TradingHub. Skills: Quantitative development, Financial markets, Software productionisation. Develop financial pricing libraries. 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We trade across a multitude of asset classes and trading venues with significant market share. We are looking to appoint a Junior Quantitative Researcher/Trader. What you’ll need: You possess a bachelor's degree / Phd in mathematics, computer science, statistics, physics, or a related field Ability to think independently and use creative approach in problem solving Familiarity with python, C++, R programming languages You will be responsible for building and improving the models that keeps us competitive in the market. You will work alongside the traders, software developers and our engineering scientist, you would learn, research, improve, test, build our trading algorithms to increase trading profitability. A typical day involves applying rigorous scientific method, machine learning techniques to a vast array of datasets in order to create insights on how the market behave. Quantbox is an equal opportunity employer. Quantbox is a place of friends and colleagues, where people convert their passion into action. We believe in togetherness that brings out the best in ourselves and our Company. Our open and casual work culture gives you the space to innovate and deliver. Everyone on the team is approachable. Employee remuneration packages are reviewed regularly to ensure that they remain competitive. In recognition of our employees’ contributions and performance, for full time permanent roles we provide: Competitive compensation 4 Weeks of paid vacation Medical insurance International team outing Quantbox is an equal opportunities employer.", "summaryDescription" : "Junior Quantitative Researcher at Quantbox Research. 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We combine quantitative research with leading-edge technology to develop differentiated algorithmic investment strategies. A culture of innovation, growth and success through collaboration and mutual respect has enabled us to deliver top tier performance for over two decades. Today, our clients entrust us with over US$60 billion in assets under management across a range of investment mandates. The successful candidate will contribute directly to analysis and research that translate a quantitative investment process into clear, credible content for institutional investors. This is a high-impact role for someone who combines technical depth, sound judgment, and strong communication skills. What You Will Do Working closely with the Quantitative Equity, Client Solutions, and Institutional Sales teams, the Product Analyst will support a broad range of activities, including: Investment Content Development – Develop materials that resonate with internal/external stakeholders by clearly and succinctly relating a complex investment process to developments in markets and portfolios. Business Development – Support initiatives that contribute to the long-term growth and success of the Quantitative Equity platform. Cross-Team Engagement – Build strong relationships with internal stakeholders in order to improve systems, processes, and communications across teams. External Presence – Represent the Quantitative Equity team in meetings with institutional clients, prospects, and consultants. What You Bring Academic background in finance, economics, statistics, mathematics, engineering, data science or a related quantitative discipline. 2 – 5 years of work experience on a quantitative or systematic investment team. Working understanding of factor investing frameworks, portfolio construction and optimization principles, performance attribution and risk decomposition, and empirical research methods. Demonstrated ability to critically and creatively analyze large financial datasets, with a high level of attention to detail. Experience developing external-facing analysis or thought leadership, and ideally presenting this content to stakeholders. Exceptional written and verbal communication skills, with the ability to explain complex quantitative concepts clearly and concisely. A collaborative spirit that enables successful working relationships with a large number of internal and external stakeholders. CFA designation or progress toward completion is an asset. We welcome applications from candidates with different levels of experience. The base salary range is $125,000 – $200,000 annually plus a competitive performance bonus. Compensation will be determined based on experience and qualifications. To apply for this position, please submit your resume, cover letter and academic transcripts. We thank all applicants for their interest, however, only those selected for an interview will be contacted. No telephone calls or agencies will be accepted. Successful applicants must be eligible to work in Canada on their start date. CC&L Financial Group is committed to creating a diverse and inclusive environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to gender, ethnicity, religion, sexual orientation or expression, disability, or age.  Your application will be reviewed by a member of the hiring team - AI is not used in the screening, assessment or selection of applications at this time.", "summaryDescription" : "Product Analyst, Quantitative Equities at Connor, Clark & Lunn Investment Management. Skills: Quantitative analysis, Financial modeling, Data analysis. Develop and maintain quantitative models. 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Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $227.6 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at www.man.com * As at 31 December 2025 Key Skills if you require help or information on reasonable adjustments as you apply for roles with us, please contact TalentAcquisition@man.com.", "summaryDescription" : "Quantitative Developer, Intern at Man Group", "postedDate" : "2026-06-14T03:08:01.891", "createdAt" : "2026-06-14T03:08:01.891", "lastUpdated" : "2026-06-15T12:02:15.073", "ingestTimestamp" : "2026-06-14T03:08:01.891", "mongoId" : "6a2c7c2b74d8ee00a094c829", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryBand" : "100k-150k", "hasSalary" : false, "allSkills" : [ ], "skillCount" : 0, "jobCategory" : "engineering", "jobSubcategory" : "software", "seniorityLevel" : "Entry", "dataQualityScore" : 0.7777778, "_score" : 545.76056, "daysOld" : 1, "hasLocation" : true, "hasGeo" : false, "llmIndustry" : "FinTech", "llmIndustryConfidence" : 0.95 }, { "id" : "6a2c6bb474d8ee00a09141c6", "title" : "Junior Quantitative Researcher", "company" : "Quantbox Research", "industry" : "FinTech", "salary" : { "min" : 1200000.0, "max" : 1800000.0, "currency" : "INR", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market baseline for Junior Quantitative Researcher in Bengaluru, India, adjusted for FinTech industry and entry-level experience." }, "location" : "Bengaluru, Karnataka, India", "locations" : [ "Bengaluru", "Karnataka", "India", "Hong Kong", "Singapore", "Central", "Singapore" ], "timestamp" : "2026-06-15T09:44:34.706", "fingerprint" : "07f6bc3993293ef29611ff57c8f11d338065a4854797fc19967782c00fb2b4b9", "source" : "greenhouse", "language" : "en", "applyUrl" : "https://job-boards.eu.greenhouse.io/quantboxresearchpte/jobs/4001979101", "externalId" : "4001979101", "industryFunction" : { }, "structuredLocations" : [ { "city" : "Bengaluru", "state" : "Karnataka", "country" : "India", "continent" : "as", "source" : "llm", "workMode" : "onsite", "geo" : "12.9767936,77.5900820" } ], "locationText" : "Bengaluru, Karnataka, India", "employmentType" : "FULL_TIME", "minimumEducation" : "Bachelor's", "experienceMinYears" : 0, "experienceMaxYears" : 2, "experienceLevel" : "Entry", "technicalSkills" : "Python, C++, R", "softSkillsList" : [ "Independent thinking", "Creative approach" ], "softSkills" : [ { "name" : "Independent thinking" }, { "name" : "Creative approach" } ], "coreResponsibilities" : "Build models, Improve models", "teamCollaboration" : "Work alongside traders; Work alongside software developers; Work alongside engineering team", "qualificationsBasic" : "Bachelor's degree, 1-2 years of experience", "qualificationsPreferred" : "PhD in mathematics, PhD in computer science, PhD in statistics, PhD in physics, Research experience a plus, Trading experience a plus", "workSiteFlexibility" : "Onsite", "rawDescription" : "Quantbox is a technology-driven proprietary trading firm that specializes in systematic alpha research and electronic market-making on various exchanges. We trade across a multitude of asset classes and trading venues with significant market share. We are looking for Junior Quantitative Researcher/Trader to join our team. What you’ll need: You possess a bachelor's degree / PhD in mathematics, computer science, statistics, physics, or a related field 1-2 years of experience in research or trading a plus Ability to think independently and use creative approach in problem solving Familiarity with python, C++, R programming languages You will be responsible for building and improving the models that keeps us competitive in the market. You will work alongside the traders, software developers and our engineering scientist, you would learn, research, improve, test, build our trading algorithms to increase trading profitability. A typical day involves applying rigorous scientific method, machine learning techniques to a vast array of datasets in order to create insights on how the market behave. Quantbox is an equal opportunity employer. Quantbox is a place of friends and colleagues, where people convert their passion into action. We believe in togetherness that brings out the best in ourselves and our Company. Our open and casual work culture gives you the space to innovate and deliver. Everyone on the team is approachable. Employee remuneration packages are reviewed regularly to ensure that they remain competitive. In recognition of our employees’ contributions and performance, for full time permanent roles we provide: Competitive compensation 4 Weeks of paid vacation Medical insurance International team outing Quantbox is an equal opportunities employer.", "summaryDescription" : "Junior Quantitative Researcher at Quantbox Research. Build models. 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We are a high-performance team embedded in a top-performing quant fund that manages over $75 billion in financial assets. We combine leading edge quantitative research with state-of-the-art technology to develop our unique algorithmic investment strategies. A culture of innovation, growth and success through collaboration has enabled us to deliver top tier performance for over two decades. What You Will Do As a member of the quantitative research team, you will help tackle a broad array of challenges at the Intersection of finance, data science, and technology. We seek to identify novel predictors of business outcomes and model complex inefficiencies in constantly evolving financial markets. Our focus is on developing cutting edge and uniquely powerful investment insights. This is an exciting role for an individual who is passionate about quantitative research and wants to apply a disciplined and scientific approach to investing. You will work with key decision makers on the team and have a broad range of responsibilities, including: Research and development of new investment models Generating ideas for new investment insights Apply a variety of skills and techniques in finance, data science and statistics Collaborate with our technology, portfolio management and investment process teams to deliver exceptional investment performance What You Bring Domain Expertise – You have a deep understanding of the drivers of business success, securities valuation, and markets. You can effectively apply both creativity and discipline to sourcing and evaluating novel data sets that are useful for predicting the performance of companies and securities. Analytical Mindset – You have experience with producing rigorous quantitative research, particularly in finance, and are adept at balancing intuition with statistical validation. Academic Training – At a minimum, an undergraduate degree in finance, mathematics, statistics, computer science or related discipline. Graduate level studies are valuable in this role. Exceptional achievements and recognition (e.g., research or awards) are helpful in demonstrating your abilities. Collaborative Approach – You thrive in a collaborative environment and value shared success. You proactively solicit and provide input and excel at communicating complex and technical concepts. We welcome applications from candidates with different levels of experience, including interns, new graduates, and experienced professionals. The annual base salary for this position is $125,000 - $200,000 for new graduates. Our compensation and benefits package includes substantial variable compensation in the form of a year-end bonus, RRSP contribution matching, health benefits, and family building benefits. Compensation will be determined based on experience and qualifications. 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For nearly two decades, we have led our industry and worked at the frontier of applying AI/ML to investment management. We have become a multibillion-dollar asset manager, and we have ambitious goals for the future. Your colleagues will include internationally recognized experts in artificial intelligence and machine learning research as well as highly experienced finance and technology professionals. In addition to our enriching and collegial working environment, we offer highly competitive compensation and benefits packages, technology talks by our experts, a beautiful modern office, daily catered lunches, and more. As a QTS, you will use deep markets knowledge alongside quantitative skills to improve the implementation of systematic trading strategies. Domains include improving algorithmic execution, securities lending, and portfolio financing across a variety of asset classes and markets. You will work at the intersection of trading and research on problems that require market domain expertise but also statistical and quantitative rigor. RESPONSIBILITIES - Measure and improve algorithmic execution quality across asset classes - Conduct high quality research across a variety of market related topics and asset classes. Create relevant reports and present findings across teams - Write high-quality production level code. Design and develop new packages, data pipelines and production trading applications - Collaborate with trading and RnD team members to improve our trading strategies - Provide domain expertise in market microstructure across asset classes to other members of trading and RnD - Manage relationships with external brokers and trading partners REQUIREMENTS - 3+ years of experience in a quantitative trading environment with an emphasis on quantitative research - Bachelor’s degree in a scientific or quantitative discipline - Highly capable in python, R, and SQL; with the ability to write production level code and develop across teams - Proficient in basic statistics with an ability to apply valid statistical methods to judge outcomes from real-world data - Comprehensive understanding of market micro-structure and a passion for markets - Ability to effectively communicate across teams and present research findings in a clear and concise manner “FRIENDS OF VOLEON” CANDIDATE REFERRAL PROGRAM If you have a great candidate in mind for this role and would like to have the potential to earn $7,500 if your referred candidate is successfully hired and employed by The Voleon Group, please use this form https://voleon.com/referrals/ to submit your referral. For more details regarding eligibility, terms and conditions please make sure to review the Voleon Referral Bonus Program https://voleon.com/assets/Voleon-Referral-Bonus-Program.pdf. EQUAL OPPORTUNITY EMPLOYER The Voleon Group is an Equal Opportunity employer. Applicants are considered without regard to race, color, religion, creed, national origin, age, sex, gender, marital status, sexual orientation and identity, genetic information, veteran status, citizenship, or any other factors prohibited by local, state, or federal law.", "summaryDescription" : "Quantitative Trading Strategist at Voleon. Skills: Quantitative trading, AI/ML, Investment management. Measure algorithmic execution quality. 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Technical documentation; Client meetings", "documentationSkills" : "Technical writing; API documentation; Architecture diagrams", "continuousLearning" : "Mentorship programme; Career development plans", "innovationCreativity" : "Operational innovation; R&D projects; Hackathons; Prototype development; Design thinking", "problemSolvingSkills" : "Root cause analysis; Debugging; Data-driven decision making; Troubleshooting", "outcomesObjectives" : "Accurate trade generation; Timely trade generation", "qualificationsBasic" : "Undergraduate degree in finance, mathematics, statistics, computer science, engineering, or related discipline, SQL proficiency, 5+ years experience", "qualificationsPreferred" : "Completion of CFA, Relevant graduate degree, PhD preferred, Specific ML framework experience, Cloud platform certs", "workSiteFlexibility" : "Flexible", "rawDescription" : "We are looking for a Quantitative Equity Analyst to join our Quantitative Equity Team! We are a high-performance team embedded in a top-performing quant fund that manages over $75 billion in financial assets. We are dedicated to the mission-critical operation of our investment engine—a well-tuned machine responsible for generating key decisions that drive trades and investment insights. Leveraging finance skills and cutting-edge technology, we ensure data quality, continuous process improvement, and operational excellence. As a core member of our team, you'll collaborate with investment experts to tackle challenging analytical problems, be accountable to ensure accurate and timely trade generation, and drive operational innovation. Based in West Coast Vancouver, we value mentorship, collaboration, and growth in a supportive and innovative environment. Join us to make a significant impact on our investment engine and overall success. What You Will Do This is an exciting full-time role for individuals who are passionate about learning the quantitative equity investment management business and excited to tackle a broad range of investment, mathematical, and technology challenges. You will start with a comprehensive training program, learning about various elements of quantitative equity investment management and our investment process. You will then continue to a specialized role utilizing data science and process engineering skillsets to accelerate the Quantitative Equities Team’s various investment functions. Your specialized role may involve building, scaling, managing and/or analyzing our quantitative model, portfolios, data assets and optimizers. You will be supported with coaching and mentorship from senior members of the team. We are creating the conditions for you to grow your career steadily over time. Investment Process Management The team you will be joining is our Investment Process Management (IPM) group within our Quantitative Equities Team. IPM plays a central role in building highly scalable, efficient, and robust process management systems. The processes and infrastructure we maintain are critical in the team’s ability to develop systematic investment insights and generate daily trades to capture these insights in portfolios. The opportunity within the IPM group allows ambitious individuals to drive their career growth within IPM, or across the other functions of the Quantitative Equities Team in Research, Portfolio Construction, or Trading. While we take the approach of tailoring the career path for the individual, we have found our functions to cover two main overarching technical skillsets: Process and Reliability Engineering Design, implement and test production processes to run the alpha and risk, portfolio optimization and market implementation processes. Design robust, high performance and effective process orchestration. Monitor production health and respond to critical issues in a timely manner. Effectively communicate real-time production issues to portfolio managers, traders and researchers. Identify computational bottle necks and improve run speeds in production systems. Collaborate with investment teams to ensure their process needs are being met. Find and evaluate areas for process improvements. Assess and evaluate data quality of production processes. Maintain process repos, clean code and tools within production processes. Data Science Construct and run algorithms to explore and assess data effectively. Validate structured and unstructured data sets for data quality. Design and test data loaders and security matching processes and specifications. Perform data analysis and provide data expertise to support researcher’s projects. Facilitate production machine learning operational pipelines with effective and timely auditing and analysis. Enable accessibility and clarity within our data assets through robust documentation and data scrubbing. Develop robust methodologies for assessing and analyzing data in time critical production environments. Respond to and mitigate vendor data issues effectively in a production setting. Collaborate with cross-functional teams to integrate traditional and alternative data into existing analytical frameworks and decision-making processes. Present findings and recommendations to key stakeholders in a clear, concise, and compelling manner. What You Bring Analytical Mindset – You think critically and creatively and are adept at balancing intuition with statistical validation. Financial Knowledge – You possess a thorough understanding of (or strong desire to learn) key drivers of business success, including financial theory, economic models, and corporate financial statements. Self-Starter – You are motivated and willing to take personal accountability for quality and timeliness of work. Collaborative Approach – You thrive in a collaborative environment and value shared success. You proactively solicit and provide input and excel at communicating complex and technical concepts. Time Management – You have the ability to manage and prioritize multiple ongoing projects and daily responsibilities. Academic Training – At a minimum, an undergraduate degree in finance, mathematics, statistics, computer science, engineering, or related discipline. Completion of CFA or relevant graduate degree is considered an asset. Industry Experience – You have a passion for quantitative finance, equity investment, data science or related fields. Reasons to Grow Your Career with Us Impact – We help create opportunities for you to leverage your personal strengths to make a positive impact on our business. Culture – Collaboration and innovation are deeply rooted in our culture. We enjoy working together and align our passions in pursuit of a shared objective in every project we undertake. Development – We create conditions for success tailored to each employee through internally developed career development plans. Mentorship – We believe that developing great people is the key to great success. You will have opportunities to share, hear and learn about career experiences from peers and senior team members. Work-Life Balance – Vancouver is surrounded by water, mountains, and cherry blossoms. We work hard in our professional lives but also create space to enjoy our personal lives. We welcome applications from candidates with different levels of experience, including interns, new graduates, and experienced professionals. The base salary range for full-time roles is $125,000 – $200,000 annually plus a competitive performance bonus. Compensation will be determined based on experience and qualifications. To apply for this position, please submit your resume, cover letter, and academic transcript. #LI-HYBRID #LI-RC1 CC&L Financial Group is committed to creating a diverse and inclusive environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to gender, ethnicity, religion, sexual orientation or expression, disability, or age.  Your application will be reviewed by a member of the hiring team - AI is not used in the screening, assessment or selection of applications at this time.", "summaryDescription" : "Quantitative Equity Analyst at Connor, Clark & Lunn Investment Management. Skills: Quantitative finance, Data science, Process engineering, Machine learning. Design production processes. Implement production processes", "postedDate" : "2026-06-13T22:20:19.828", "createdAt" : "2026-06-13T22:20:19.828", "lastUpdated" : "2026-06-15T07:14:36.772", "ingestTimestamp" : "2026-06-13T22:20:19.828", "mongoId" : "6a2c7c2274d8ee00a094c65d", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryBand" : "100k-150k", "hasSalary" : false, "allSkills" : [ "Quantitative analysis", "Statistical validation", "Process management systems", "Algorithmic construction", "Data validation", "Data analysis", "Time series analysis", "Regression", "Classification", "Clustering", "A/B testing", "Causal inference", "Analytical Mindset", "Collaborative Approach", "Time Management", "Quantitative finance", "Data science", "Process engineering", "Machine learning", "Data expertise", "Data quality assessment", "Data scrubbing", "Data integration", "Financial theory", "Economic models", "Corporate financial statements", "Agile", "Scrum", "JIRA", "Roadmap planning", "Kanban", "PMP", "Quantitative equity investment management", "Investment engine", "Alpha", "Risk", "Portfolio optimization", "Market implementation", "Quantitative model", "Portfolios", "Data assets", "Optimizers", "Systematic investment insights", "Vendor data", "CFA", "Dbt Cloud" ], "skillCount" : 46, "jobCategory" : "engineering", "jobSubcategory" : "data", "seniorityLevel" : "Mid", "dataQualityScore" : 0.8888889, "_score" : 541.90656, "daysOld" : 1, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "FinTech", "llmIndustryConfidence" : 0.95 }, { "id" : "69fc49a74c40e2acd1a83413", "title" : "Sr. Quantitative Modeler", "company" : "Hyundai Capital America", "industry" : "FinTech", "salary" : { "min" : 155000.0, "max" : 215000.0, "currency" : "USD", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market data for a Senior Quantitative Modeler in Irvine, United States, adjusted for industry and company size." }, "location" : "United States-California-Irvine", "locations" : [ "United States-California-Irvine", "
Headquarters 1 (HCA_HQ1)
3161 Michelson Dr. Ste 1900
Irvine, 92612

" ], "timestamp" : "2026-06-15T08:02:58.393", "fingerprint" : "21242e381c0de76f297b61be4db279eb8c3438c6272bff61c4cd73830f01790d", "source" : "taleo", "language" : "en", "applyUrl" : "https://hyundaicapital.taleo.net/careersection/ex/jobdetail.ftl?job=113547", "externalId" : "113547", "industryFunction" : { }, "structuredLocations" : [ { "city" : "Irvine", "state" : "California", "country" : "United States", "continent" : "na", "source" : "llm", "workMode" : "onsite", "geo" : "33.6856969,-117.8259810" } ], "locationText" : "Irvine, California, United States", "experienceMinYears" : 5, "experienceMaxYears" : 10, "experienceLevel" : "Senior", "technicalSkills" : "SAS, Python, R, Machine Learning, Artificial Intelligence", "professionalSkills" : [ "Model development", "Model implementation", "Model monitoring", "Data quality validation" ], "hardSkillsList" : [ "Predictive modeling", "Statistical analysis", "Generalized regression", "Survival analysis", "Sampling design", "Hypothesis testing", "Stochastic processes" ], "hardSkills" : [ { "name" : "Predictive modeling", "level" : "intermediate" }, { "name" : "Statistical analysis", "level" : "intermediate" }, { "name" : "Generalized regression", "level" : "intermediate" }, { "name" : "Survival analysis", "level" : "intermediate" }, { "name" : "Sampling design", "level" : "intermediate" }, { "name" : "Hypothesis testing", "level" : "intermediate" }, { "name" : "Stochastic processes", "level" : "intermediate" } ], "majorSkills" : "Quantitative modeling, Credit risk, Machine Learning", "majorSkillsList" : [ "Quantitative modeling", "Credit risk", "Machine Learning" ], "coreResponsibilities" : "Lead design and development of predictive models, Provide analytic solutions, Support business functions, Implement models, Monitor models, Maintain model production processes, Perform additional analysis, Support business functions, Partner with auditors, Partner with model validation, Partner with legal, Partner with compliance, Partner with accounting, Ensure regulatory compliance, Adhere to internal policies, Partner with IT, Partner with data engineering, Partner with EDW teams, Validate data quality, Improve data quality", "teamCollaboration" : "Partner with internal stakeholders; Partner with external stakeholders; Partner with IT teams; Partner with data engineering; Partner with EDW teams", "domainKnowledge" : "Credit risk; Credit bureau data; Regulatory requirements; Market trends; Financial industry; Auto industry", "domainList" : [ "credit-risk", "credit-bureau-data", "regulatory-requirements", "market-trends", "financial-industry", "auto-industry" ], "domainSpecificKnowledge" : [ "Credit risk", "Credit bureau data", "Regulatory requirements", "Market trends", "Financial industry", "Auto industry" ], "communicationSkills" : "Translate concepts to insights", "problemSolvingSkills" : "Analytical methods; Analytic techniques", "qualificationsBasic" : "8 years predictive modeling experience, 5 years financial auto industry experience, Master's degree in quantitative fields, Proficiency in statistical programming, Proficiency in Machine Learning algorithms", "qualificationsPreferred" : "Ph. D. preferred, GCP Professional Data Engineer, AWS Data Analytics, Databricks Certified, Dbt Certified", "remoteFriendly" : false, "workSiteFlexibility" : "Flexible", "rawDescription" : "Who We Are Through our service brands Hyundai Motor Finance, Genesis Finance, and Kia Finance, Hyundai Capital America offers a wide range of financial products tailored to meet the needs of Hyundai, Genesis, and Kia customers and dealerships. We provide vehicle financing, leasing, subscription, and insurance solutions to over 3 million consumers and businesses. Embodying our commitment to grow, innovate, and diversify, we strive to reimagine the customer and dealer experience and launch innovative new products that broaden our market reach. We believe that success comes from within and are proud to support our team members through skill development and career advancement. Hyundai Capital America is an Equal Opportunity Employer committed to creating a diverse and inclusive culture for our workforce. We are a values-driven company dedicated to supporting both internal and external communities through volunteering, philanthropy, and the empowerment of our Employee Resource Groups. Together, we strive to be the leader in financing freedom of movement. We Take Care of Our People Along with competitive pay, as an employee of HCA, you are eligible for: · Medical, dental, and vision plans with no-cost and low-cost options · Annual employer HSA contribution · 401(k) matching and immediate vesting · Vehicle purchase and lease discounts, plus monthly vehicle allowances by job level: o Associate / Sr. Associate: $350 o Manager / Sr. Manager: $600 o Director: $800 o Executive Director: $900 o VP or Above: $1,000 · 100% employer-paid life and disability insurance · No-cost health and wellbeing programs, including a gym benefit · Six weeks of paid parental leave · Paid Volunteer Time Off, plus a company donation to a charity of your choice What to Expect The Sr. Quantitative Modeler will act as a lead modeler in the research and development of predictive quantitative models and delivering model-related analytic support. This position provides technical and methodological leadership and expertise for the application of advanced analytic methods and techniques in the business environment. What You Will Do · Lead the design and development of predictive models and provide analytic solutions to support business functions including model implementation and monitoring. · Maintain model production processes and perform additional analysis as needed to support business functions across HCA. · Partner with internal and external auditors, model validation, legal and compliance, accounting, and other stakeholders to ensure regulatory compliance and adherence to internal policies. · Partner with IT, data engineering and EDW teams to validate and improve data quality. What You Will Bring · Minimum 8 years predictive modeling experience with focus on credit risk, credit bureau data, regulatory requirements, market trends including 5 years within the financial and auto industry. · Master’s degree in quantitative fields such as Statistics, Data Science, Economics, Econometrics, Mathematics. · Ph.D. preferred. · Deep understanding of statistical and data science, theoretical foundations and techniques, such as generalized regression, survival analysis, sampling design, hypothesis testing, stochastic processes etc. · Proficiency in Machine Learning algorithms and models, and familiarity with Artificial Intelligence approaches and platforms. · Financial and auto industry knowledge, including credit risk, credit bureau data, regulatory requirements, market trends. · Ability to translate abstract statistical concepts and analytic results into actionable business insights. · Proficiency in statistical programming utilizing SAS, Python, R or other related software and platforms. · Strong communication and collaboration skills. · Attention to detail and timelines. Work Environment Employees in this class are subject to extended periods of sitting, standing, and walking, vision to monitor and moderate noise levels. Work is performed in an at home and office environment. The posted salary range for this job takes into account the wide range of factors that are considered in making compensation decisions including but not limited to skill sets; experience and training; licensure and certifications; geographic location, and other business and organizational needs. Successful candidates may be hired anywhere in the salary range based on these factors. It is uncommon to hire candidates at or near the top of the range. California Privacy Notice This notice only applies to our applicants who reside in the State of California. The latest version of our Privacy Policy can be found here . This Privacy Policy provides you with notice, at or before the point of collection, about the categories of personal information to be collected from you, the purposes for which your personal information is collected or used, and whether that information is sold or shared, so that you can exercise meaningful control over our use of your personal information. We are providing this notice to comply with the California Consumer Privacy Act of 2018, as amended as amended by the California Privacy Rights Act of 2020 (“CCPA”). If you have any questions about CCPA regarding California residents or HCA team members, please contact the Privacy Team at Privacy2@hcs.com . United States-California-Irvine", "summaryDescription" : "Sr. Quantitative Modeler at Hyundai Capital America. Skills: Quantitative modeling, Credit risk, Machine Learning. Lead design and development of predictive models. 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As part of the IU advancement community, IUF helps connect people to the programs, initiatives, and ideas that move Indiana University forward. The IU Foundation is seeking a Senior Director of Development, Principal Gifts to identify, cultivate, solicit, and steward high-net-worth donors with the capacity to make gifts of $5 million and above. You will build a portfolio from the ground up, working closely with prospect research to identify and qualify high-capacity individuals whose philanthropic potential has yet to be realized, and developing the kinds of relationships that lead to transformational commitments to Indiana University. Your work spans the full arc of principal gift fundraising. You conduct personal visits and substantive interactions with prospects, design individualized cultivation and solicitation strategies, and partner with our unit-based gift officers, academic leaders, and donor relations staff to align donor interests with institutional priorities across all IU campuses. Disciplined documentation, thoughtful travel planning, and clear progress toward ambitious annual goals are all part of how you operate. If you bring significant frontline fundraising experience, the experience to navigate a large and complex organization, and the intellectual curiosity to build meaningful long-term relationships, we want to hear from you. ## Qualifications Education & Experience * Bachelor's degree required; advanced degree highly preferred * 7 years of fundraising experience required, with proven success in major gift development; combinations of related education and experience may be considered * Experience in a large, complex organization with demonstrated success planning and executing large-scale solicitations * Experience working with academic leaders and preparing complex gift proposals * Completion of Plus Delta's Discipline of Frontline Fundraising program preferred Knowledge, Skills & Abilities * Proven ability to manage complex, competing priorities across a maturing portfolio * Strong analytical skills, including experience using fundraising data to set goals and identify opportunities * Excellent written, verbal, and interpersonal communication skills, with the ability to tailor messaging to donors, academics, advisory boards, and university leadership * Demonstrated success building authentic relationships with a wide range of internal and external stakeholders * Commitment to collaboration across all areas of advancement * Understanding of and demonstrated success promoting diversity, equity, and inclusion * Proficiency with Microsoft Office suite * Ability to exercise discretion and maintain confidentiality ## Additional Information This position is based in Bloomington, Indiana and is classified as mobile. The salary range for this role is $125,000 to $130,000 annually. The IUF is committed to providing a safe, respectful, and professional work environment that is free of Discrimination and Harassment. The IUF will not tolerate any form of Discrimination or Harassment based on the Individual’s race, ethnicity, religion, color, sex, age, national origin, genetic information, sexual orientation, disability, gender identity or expression, ancestry, marital status, protected veteran status, pregnancy, or any other basis prohibited by law.", "summaryDescription" : "Senior Director of Development, Principal Gifts at Indiana University Foundation. Skills: Principal gifts, Fundraising strategy, Donor relations. Develop and implement strategies. 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You conduct personal visits and substantive interactions with prospects, design individualized cultivation and solicitation strategies, and partner with our unit-based gift officers, academic leaders, and donor relations staff to align donor interests with institutional priorities across all IU campuses. Disciplined documentation, thoughtful travel planning, and clear progress toward ambitious annual goals are all part of how you operate. If you bring significant frontline fundraising experience, the experience to navigate a large and complex organization, and the intellectual curiosity to build meaningful long-term relationships, we want to hear from you. ## Qualifications Education & Experience * Bachelor's degree required; advanced degree highly preferred * 7 years of fundraising experience required, with proven success in major gift development; combinations of related education and experience may be considered * Experience in a large, complex organization with demonstrated success planning and executing large-scale solicitations * Experience working with academic leaders and preparing complex gift proposals * Completion of Plus Delta's Discipline of Frontline Fundraising program preferred Knowledge, Skills & Abilities * Proven ability to manage complex, competing priorities across a maturing portfolio * Strong analytical skills, including experience using fundraising data to set goals and identify opportunities * Excellent written, verbal, and interpersonal communication skills, with the ability to tailor messaging to donors, academics, advisory boards, and university leadership * Demonstrated success building authentic relationships with a wide range of internal and external stakeholders * Commitment to collaboration across all areas of advancement * Understanding of and demonstrated success promoting diversity, equity, and inclusion * Proficiency with Microsoft Office suite * Ability to exercise discretion and maintain confidentiality ## Additional Information This position is based in Bloomington, Indiana and is classified as mobile. The salary range for this role is $125,000 to $130,000 annually. The IUF is committed to providing a safe, respectful, and professional work environment that is free of Discrimination and Harassment. The IUF will not tolerate any form of Discrimination or Harassment based on the Individual’s race, ethnicity, religion, color, sex, age, national origin, genetic information, sexual orientation, disability, gender identity or expression, ancestry, marital status, protected veteran status, pregnancy, or any other basis prohibited by law.", "summaryDescription" : "Senior Director of Development, Principal Gifts at Indiana University Foundation. Skills: Principal gifts, Fundraising strategy, Donor relations. Develop and implement strategies. Manage a portfolio of prospects", "postedDate" : "2026-06-15T20:59:18.000", "createdAt" : "2026-06-16T00:12:56.215", "lastUpdated" : "2026-06-16T08:49:26.635", "ingestTimestamp" : "2026-06-16T00:12:56.215", "mongoId" : "6a3067ebf292fd229cfc1d02", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryAnnualMin" : 125000, "salaryAnnualMax" : 130000, "salaryBand" : "100k-150k", "hasSalary" : true, "allSkills" : [ "Prospect research", "Gift solicitation", "Stewardship strategies", "Principal gifts", "Fundraising strategy", "Donor relations", "Strategic planning", "Budget management", "Data analysis", "Higher education fundraising", "Principal gifts fundraising", "CRM software" ], "skillCount" : 12, "jobCategory" : "sales", "jobSubcategory" : "revenue", "seniorityLevel" : "Director", "dataQualityScore" : 1.0, "_score" : 534.2484, "daysOld" : 0, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "Education", "llmIndustryConfidence" : 0.95 }, { "id" : "6a2c6cd574d8ee00a091bab7", "title" : "Quantitative Product Development Engineer", "company" : "Metabit Technology LLC", "industry" : "FinTech", "salary" : { "min" : 480000.0, "max" : 720000.0, "currency" : "HKD", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market data for a Junior Quantitative Product Development Engineer in FinTech in Hong Kong, adjusted for entry-level experience and company size." }, "location" : "Hong Kong", "locations" : [ "Hong Kong" ], "timestamp" : "2026-06-15T05:28:03.400", "fingerprint" : "73bbbe8cfdceac1356aa821169c29866ce189c7665fdbcb844c071fb9b9c4ec7", "source" : "greenhouse", "language" : "en", "applyUrl" : "https://job-boards.greenhouse.io/metabittechnologyllc/jobs/4265918009", "externalId" : "4265918009", "industryFunction" : { }, "structuredLocations" : [ { "city" : "Hong Kong", "country" : "Hong Kong", "continent" : "as", "source" : "llm", "workMode" : "onsite", "geo" : "22.2818333,114.1582831" } ], "locationText" : "Hong Kong, Hong Kong", "employmentType" : "FULL_TIME", "minimumEducation" : "Bachelor's", "experienceMinYears" : 2, "experienceMaxYears" : 2, "experienceLevel" : "Entry", "technicalSkills" : "C++, Python, Java, Go, Rust", "professionalSkills" : [ "System design", "Technical excellence" ], "hardSkillsList" : [ "Quantitative trading" ], "hardSkills" : [ { "name" : "Quantitative trading", "level" : "intermediate" } ], "majorSkills" : "Equity trading, Futures trading, Strategy deployment", "majorSkillsList" : [ "Equity trading", "Futures trading", "Strategy deployment" ], "coreResponsibilities" : "Develop trading products, Maintain trading products, Improve online service quality, Assume ownership of reliability, Collaborate with Quantitative Researchers, Facilitate deployment of strategies, Facilitate iteration of strategies, Ensure strategies execute efficiently, Generate substantial returns, Guarantee stable operation, Manage production incidents, Address critical emergency situations, Optimize system performance, Optimize computation performance, Optimize storage performance, Optimize networking performance, Optimize hardware resources performance", "teamCollaboration" : "Collaborate with Quantitative Researchers", "domainKnowledge" : "Equity trading; Futures trading; Financial trading systems; Post-trade workflow", "domainList" : [ "equity-trading", "futures-trading", "financial-trading-systems", "post-trade-workflow" ], "domainSpecificKnowledge" : [ "Equity trading", "Futures trading", "Financial trading systems", "Post-trade workflow" ], "toolProficiency" : [ "Git", "Code review", "CI/CD" ], "communicationSkills" : "Fluent in Chinese; Fluent in English", "outcomesObjectives" : "Generate substantial returns", "qualificationsBasic" : "Bachelor's degree or higher, Minimum of 2 years experience, Proficiency in Linux, Proficiency in C++, Proficiency in scripting language, Proficiency in Python 3, Proficiency in strongly typed language, Familiarity with production lifecycle, Familiarity with service reliability, Familiarity with Git, Familiarity with code review, Familiarity with CI/CD, Adept at building developer tools", "qualificationsPreferred" : "Award winners in ACM/ICPC, Award winners in NOI/NOIP, Experience maintaining mission-critical products, System design capabilities, Experience in financial trading systems, Experience in post-trade workflow development", "rawDescription" : "Responsibilities Deeply participate in the development and maintenance of equity and futures trading products. Continuously improve online service quality through technical engineering and assume ownership of the reliability of the live trading environment. Collaborate closely with Quantitative Researchers to facilitate the deployment and continuous iteration of diverse strategies at varying scales. Ensure these strategies execute efficiently in the production environment to generate substantial returns. Guarantee the stable operation of live trading systems. Manage production incidents during trading hours and maintain readiness to address critical emergency situations. Optimize the performance of trading and order execution systems across multiple dimensions, including computation, storage, networking, and hardware resources. Qualifications Bachelor’s degree or higher in Computer Science or a related field. Minimum of 2 years of relevant professional experience. Proficiency in the Linux operating system. Technical proficiency in at least one of the following): C++ and one scripting language. Python 3 and one strongly typed language (e.g., Java, Go, Rust). Familiarity with the full production lifecycle and iteration workflows of online services, with an understanding of technical methods to enhance service reliability. Familiarity with engineering best practices including Git, code review, and CI/CD. Adept at building developer tools with a pursuit of technical excellence. Strong interest in quantitative trading; fluent in both Chinese and English. Preferred Qualifications Award winners in ACM/ICPC, NOI/NOIP, or other major informatics competitions. Experience maintaining mission-critical products with high complexity and massive scale. Strong system design capabilities, with the ability to architect systems for performance, reliability, and availability. Experience in financial trading systems or post-trade workflow development.", "summaryDescription" : "Quantitative Product Development Engineer at Metabit Technology LLC. Skills: Equity trading, Futures trading, Strategy deployment. Develop trading products. Maintain trading products", "postedDate" : "2026-06-14T05:29:48.316", "createdAt" : "2026-06-14T05:29:48.316", "lastUpdated" : "2026-06-15T05:28:03.400", "ingestTimestamp" : "2026-06-14T05:29:48.316", "mongoId" : "6a2c6cd574d8ee00a091bab7", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryBand" : "200k+", "hasSalary" : false, "allSkills" : [ "Quantitative trading", "Equity trading", "Futures trading", "Strategy deployment", "System design", "Technical excellence", "Financial trading systems", "Post-trade workflow", "Git", "Code review", "CI/CD" ], "skillCount" : 11, "jobCategory" : "engineering", "jobSubcategory" : "software", "seniorityLevel" : "Junior", "dataQualityScore" : 1.0, "_score" : 509.15378, "daysOld" : 0, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "FinTech", "llmIndustryConfidence" : 0.95 }, { "id" : "6a2c6b1a74d8ee00a0910403", "title" : "Quantitative Researcher - Deep Learning", "company" : "XTX Markets", "industry" : "FinTech", "salary" : { "min" : 150000.0, "max" : 250000.0, "currency" : "GBP", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market baseline for a Senior Quantitative Researcher in FinTech in London, UK, adjusted for company size and industry." }, "location" : "London, England, United Kingdom", "locations" : [ "London", "England", "United Kingdom" ], "timestamp" : "2026-06-15T13:20:22.233", "fingerprint" : "c609b569ead99a4f801b7c654f23ddec92e724cf64d212180fcb95f9e62381d7", "source" : "greenhouse", "language" : "en", "applyUrl" : "https://job-boards.greenhouse.io/xtxmarketstechnologies/jobs/7770152003", "externalId" : "7770152003", "industryFunction" : { }, "structuredLocations" : [ { "city" : "London", "state" : "England", "country" : "United Kingdom", "continent" : "eu", "source" : "llm", "workMode" : "onsite", "geo" : "51.5074456,-0.1277653" } ], "locationText" : "London, England, United Kingdom", "employmentType" : "FULL_TIME", "minimumEducation" : "PhD", "technicalSkills" : "Python, R, Scala, Spark, SQL, Deep learning, Machine learning, Statistics, Mathematics, Computer science, Physics", "professionalSkills" : [ "Research taste", "Mathematical depth", "Modelling practical", "Experimental taste", "Hypothesis formation", "Test design", "Ambiguous results reading", "Evidence interpretation", "Intellectual honesty" ], "hardSkillsList" : [ "Time-series prediction", "Cross-sectional prediction", "Representation improvement", "Objective improvement", "Optimization improvement", "Regularisation improvement", "Uncertainty estimation", "Evaluation methods", "Scaling improvement", "Robustness improvement", "Distribution shift handling", "Market feedback integration" ], "hardSkills" : [ { "name" : "Time-series prediction", "level" : "intermediate" }, { "name" : "Cross-sectional prediction", "level" : "intermediate" }, { "name" : "Representation improvement", "level" : "intermediate" }, { "name" : "Objective improvement", "level" : "intermediate" }, { "name" : "Optimization improvement", "level" : "intermediate" }, { "name" : "Regularisation improvement", "level" : "intermediate" }, { "name" : "Uncertainty estimation", "level" : "intermediate" }, { "name" : "Evaluation methods", "level" : "intermediate" }, { "name" : "Scaling improvement", "level" : "intermediate" }, { "name" : "Robustness improvement", "level" : "intermediate" }, { "name" : "Distribution shift handling", "level" : "intermediate" }, { "name" : "Market feedback integration", "level" : "intermediate" } ], "majorSkills" : "Deep learning, ML research, Forecasting systems, Modelling", "majorSkillsList" : [ "Deep learning", "ML research", "Forecasting systems", "Modelling" ], "coreResponsibilities" : "Do original research, Improve forecasting systems, Improve trading systems, Design deep learning models, Train deep learning models, Improve representations, Improve objectives, Improve optimisation, Improve regularisation, Improve uncertainty estimates, Improve evaluation methods, Improve scaling, Make models robust, Work with engineers, Work with technologists, Turn research into production, Learn market structure, Ask better modelling questions", "teamCollaboration" : "Flat team; Ideas challenged directly", "domainKnowledge" : "Financial instruments; Market structure; Trading systems; Time scales; Microseconds to weeks; Non-stationary data; Weak signals; Short-lived signals; Model evaluation; Costs; Latency; Risk; Capacity", "domainList" : [ "financial-instruments", "market-structure", "trading-systems", "time-scales", "microseconds-to-weeks", "non-stationary-data", "weak-signals", "short-lived-signals", "model-evaluation", "costs", "latency", "risk", "capacity" ], "domainSpecificKnowledge" : [ "Financial instruments", "Market structure", "Trading systems", "Time scales", "Microseconds to weeks", "Non-stationary data", "Weak signals", "Short-lived signals", "Model evaluation", "Costs", "Latency", "Risk", "Capacity" ], "problemSolvingSkills" : "Test hypotheses; Read ambiguous results; Change mind quickly", "qualificationsBasic" : "Deep practical understanding of modern deep learning, Mathematical and statistical foundations, Excellent programming ability, Comfort working close to implementation details, Good experimental taste, High standards, Intellectual honesty", "qualificationsPreferred" : "PhD or equivalent research experience, Experience training large models, Building ML systems at scale, Time-series modelling experience, Online learning experience, Continual learning experience, Reinforcement learning experience, Causal inference experience, Probabilistic modelling experience, Optimisation experience, Compilers experience, HPC experience, Low-latency systems experience, Experience taking research beyond prototype", "remoteFriendly" : false, "workSiteFlexibility" : "Onsite", "rawDescription" : "The Firm XTX Markets is a leading algorithmic trading firm. We build models that forecast prices for more than 53,000 financial instruments across equities, fixed income, currencies, commodities and crypto. Those forecasts are used to trade on exchanges and other venues, and to provide liquidity to clients. The firm trades over $250bn a day across 35 countries, with over 300 people in London, Singapore, New York, Paris, Bristol, Mumbai, Yerevan and Kajaani. XTX is a technology business. Trading here is driven by research, large-scale computation and careful engineering. Over the last decade our models have moved from the econometric methods that gave the firm its name, through trees and neural networks, to modern deep learning. We expect that evolution to continue, and we are looking for researchers who can push it. The research platform is large by any standard, and particularly unusual in trading: well over 25,000 GPUs and more than 1 exabyte of usable storage, with further compute being built in Finland. The point is simple: good ideas should not be bottlenecked by data, infrastructure or compute. The Team This role sits in XTX's central Quantitative Research team, the group responsible for the firm's core forecasting research. The team reports directly to XTX's founder and is intentionally flat. There is little ceremony and little hierarchy; researchers are expected to have ideas, test them properly, argue from evidence and get useful work into the system. The work is modern ML research, not finance by another name. You do not need to have worked in trading. The best candidates usually have strong research taste, mathematical depth and the ability to make models work in practice. An interest in markets helps, because the domain is full of useful structure, but trading intuition can be built here. The Role Trading is a hard setting for machine learning in ways that are not always obvious from outside the industry. The data is enormous, messy, non-stationary and produced by other agents. Signals are weak and often short-lived. Evaluation is unforgiving: costs, latency, risk and capacity all matter, and a model that looks good in a backtest may still be useless in the market. The time scales also range from microseconds to weeks, so there is no single right abstraction. Your job will be to do original research that improves XTX's forecasting and trading systems. Depending on your background, that may mean: Designing and training deep learning models for large-scale time-series and cross-sectional prediction. Improving representations, objectives, optimisation, regularisation, uncertainty estimates, evaluation methods or scaling. Making models more robust under distribution shift and feedback from the market. Working with engineers and trading technologists to turn research into production systems. Learning enough market structure to ask better modelling questions. This is not about applying standard methods to tidy datasets. It is a place to do serious ML research on difficult data, with enough compute and infrastructure for ambitious ideas to be tested properly. What We Are Looking For Evidence of original technical ability in ML, statistics, mathematics, computer science, physics or another quantitative field. Publications are one route, but not the only one; strong industrial research or major open-source contributions can also be good evidence. Deep practical understanding of modern deep learning: architectures, objectives, optimisation, scaling, evaluation and failure modes. Strong mathematical and statistical foundations. Excellent programming ability and comfort working close to the details of implementation. Good experimental taste: forming hypotheses, designing clean tests, reading ambiguous results and changing your mind quickly when the evidence changes. High standards, intellectual honesty and the ability to work in a flat team where ideas are challenged directly. No finance background is needed; the important thing is being willing to learn the domain. Beneficial Experience PhD or equivalent research experience in a relevant technical field. Experience training large models or building ML systems at meaningful scale. Work in time-series modelling, online or continual learning, reinforcement learning, causal inference, probabilistic modelling, optimisation, compilers, HPC or low-latency systems. Experience taking research beyond a prototype. Benefits Key benefits include: Onsite gym, sauna and fitness classes. Extensive medical benefits, including onsite doctor and therapist. Breakfast and lunch provided daily. Support for caregivers, including emergency dependent care. King's Cross office. 25 days paid holiday per year, plus statutory holidays and paid sick days. Generous pension contributions.", "summaryDescription" : "Quantitative Researcher - Deep Learning at XTX Markets. Skills: Deep learning, ML research, Forecasting systems, Modelling. Do original research. Improve forecasting systems", "postedDate" : "2026-06-14T07:54:53.456", "createdAt" : "2026-06-14T07:54:53.456", "lastUpdated" : "2026-06-15T13:20:22.233", "ingestTimestamp" : "2026-06-14T07:54:53.456", "mongoId" : "6a2c6b1a74d8ee00a0910403", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryBand" : "150k-200k", "hasSalary" : false, "allSkills" : [ "Time-series prediction", "Cross-sectional prediction", "Representation improvement", "Objective improvement", "Optimization improvement", "Regularisation improvement", "Uncertainty estimation", "Evaluation methods", "Scaling improvement", "Robustness improvement", "Distribution shift handling", "Market feedback integration", "Deep learning", "ML research", "Forecasting systems", "Modelling", "Research taste", "Mathematical depth", "Modelling practical", "Experimental taste", "Hypothesis formation", "Test design", "Ambiguous results reading", "Evidence interpretation", "Intellectual honesty", "Financial instruments", "Market structure", "Trading systems", "Time scales", "Microseconds to weeks", "Non-stationary data", "Weak signals", "Short-lived signals", "Model evaluation", "Costs", "Latency", "Risk", "Capacity" ], "skillCount" : 38, "jobCategory" : "engineering", "jobSubcategory" : "data", "seniorityLevel" : "Senior", "dataQualityScore" : 0.8888889, "_score" : 506.32727, "daysOld" : 1, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "FinTech", "llmIndustryConfidence" : 0.98 }, { "id" : "69cf3f072beec4dd3d93421e", "title" : "Quantitative UX Researcher", "company" : "Amazon Web Services, Inc.", "industry" : "Design, Cloud Computing", "salary" : { "min" : 130000.0, "max" : 176000.0, "currency" : "USD", "frequency" : "yearly", "is_estimated" : false }, "location" : "Seattle, Washington, USA", "locations" : [ "Seattle, Washington, USA" ], "timestamp" : "2026-06-15T04:25:29.969", "fingerprint" : "706e33469aeed1131c6161b0d169bd291f6fd5011c7161ad08e35ac25b2730c5", "source" : "amazon", "language" : "en", "applyUrl" : "https://account.amazon.com/jobs/10381814/apply", "externalId" : "82c04ed8-855f-4683-87ae-79147868057f", "industryFunction" : { }, "structuredLocations" : [ { "city" : "Seattle", "state" : "Washington", "country" : "United States", "continent" : "na", "source" : "llm", "workMode" : "onsite", "geo" : "47.6038321,-122.3300620" } ], "locationText" : "Seattle, Washington, United States", "employmentType" : "FULL_TIME", "technicalSkills" : "Python, R, AI, ML", "professionalSkills" : [ "Behavioral analysis", "Causal inference", "Product direction", "Product decisions", "Product performance", "Customer needs", "Customer value", "AI-powered experiences" ], "hardSkillsList" : [ "Experimentation", "Analytics", "Quantitative research", "Mixed-methods research", "Study design", "Hypothesis definition", "Success metrics", "Data analysis", "Statistical analysis" ], "hardSkills" : [ { "name" : "Experimentation", "level" : "intermediate" }, { "name" : "Analytics", "level" : "intermediate" }, { "name" : "Quantitative research", "level" : "intermediate" }, { "name" : "Mixed-methods research", "level" : "intermediate" }, { "name" : "Study design", "level" : "intermediate" }, { "name" : "Hypothesis definition", "level" : "intermediate" }, { "name" : "Success metrics", "level" : "intermediate" }, { "name" : "Data analysis", "level" : "intermediate" }, { "name" : "Statistical analysis", "level" : "intermediate" } ], "majorSkills" : "Quantitative UX Research, Applied AI, Experimentation, Causal inference", "majorSkillsList" : [ "Quantitative UX Research", "Applied AI", "Experimentation", "Causal inference" ], "coreResponsibilities" : "Lead quantitative research, Turn product questions into hypotheses, Define success metrics, Design studies, Generate actionable insights, Evaluate new ideas, Improve existing experiences, Make product decisions, Lead quantitative research for AI products, Own studies end to end, Frame research questions, Define hypotheses, Select research methods, Identify measures, Analyze results, Communicate recommendations, Design experiments, Run experiments, Design surveys, Run surveys, Conduct behavioral analyses, Define success metrics for AI experiences, Track success metrics, Combine findings across research, Combine findings with product usage, Combine findings with customer feedback, Generate clear insights, Generate practical product recommendations, Partner with product, Partner with design, Partner with engineering, Support build test learn approach, Inform decisions throughout product lifecycle", "teamCollaboration" : "Product teams; Design teams; Engineering teams", "domainKnowledge" : "AI-native applications; AI-powered experiences; AI innovation", "domainList" : [ "ai-native-applications", "ai-powered-experiences", "ai-innovation" ], "domainSpecificKnowledge" : [ "AI-native applications", "AI-powered experiences", "AI innovation" ], "problemSolvingSkills" : "Data-driven decision making", "qualificationsBasic" : "3+ years User Research, Master's degree in quantitative field, Experience with data analytics, Experience with AI/ML technologies, Knowledge of quantitative data analysis, Experience with Python or R", "qualificationsPreferred" : "Experience communicating research findings, Experience developing V1 products, Experience building scalable programs", "remoteFriendly" : false, "workSiteFlexibility" : "Onsite", "rawDescription" : "We are seeking a Quantitative UX Researcher who is excited to help shape the future of AI-native business applications. This is an opportunity to influence product direction by helping teams understand how customers interact with AI-powered experiences and what drives adoption, trust, usability, and customer value. In this role, you will lead quantitative research that helps teams build, test, and learn faster. You will turn product questions into clear hypotheses, success metrics, well-designed studies, and actionable insights. Your work will help teams evaluate new ideas, improve existing experiences, and make better product decisions. This is a quant-first role with mixed-methods responsibilities as needed. We are looking for a researcher with strong skills in experimentation, analytics, behavioral analysis, and causal inference. You should be comfortable working in ambiguous, early-stage spaces and helping teams define how success should be measured for new AI-powered products. You will identify meaningful behavioral and attitudinal signals, measure product performance, and recommend improvements based on the evidence. Key job responsibilities - Lead quantitative and mixed-methods research for AI-powered products, including early-stage concepts and evolving customer experiences. - Own studies from end to end, including framing research questions, defining hypotheses, selecting methods, identifying measures, analyzing results, and communicating recommendations. - Design and run experiments, surveys, and behavioral analyses that help teams understand customer needs, product performance, and opportunities for improvement. - Define and track success metrics related to adoption, trust, usability, comprehension, and customer value in AI-powered experiences. - Combine findings across research, product usage, and customer feedback to generate clear insights and practical product recommendations. - Partner closely with product, design, and engineering to support a build, test, learn approach, where evidence informs decisions throughout the product lifecycle. About the team AWS Applied AI Solutions is an organization with ambitions to be a leading provider of business applications, leveraging Amazon's unique experience and expertise, used by millions of companies worldwide to manage day-to-day operations. Our mission is to accelerate our customers' businesses by delivering intuitive and differentiated technology solutions that solve enduring business challenges. We blend vision with curiosity and Amazon's real-world experience to build opinionated, turnkey solutions. Where customers prefer to buy over build, we become their trusted partner with solutions that are no-brainers to buy and easy to use. The AWS Applied AI Solutions team is at the forefront of AI innovation, designing and building the next generation of intelligent business applications. We work closely with global Product, Engineering, Science, Marketing, and Business Development teams to deliver compelling AI-powered experiences that transform how businesses operate. Our research team plays a critical role in ensuring these AI solutions are not just technically advanced, but truly meet customer needs and drive meaningful customer outcomes. Basic Qualifications: - 3+ years of proven success leading User Research projects with demonstrated impact experience - Experience (end to end) with all aspects of research (study design, recruiting, moderation, analysis, reporting) - Have a portfolio demonstrating past work experience and deliverables (e.g., study plans, reports, personas) - Master's degree in a quantitative field - Experience working with data and leveraging analytics to make decisions - Experience with AI/ML technologies - Knowledge of quantitative data analysis and statistics - Experience with Python or R Preferred Qualifications: - Experience communicating research findings and analysis in both written and spoken channels - Experience developing and launching V1 products - Experience building scalable programs and repeatable scalable processes, levering various tools and methods to create scale and efficiency Amazon is an equal opportunity employer and does not discriminate on the basis of protected veteran status, disability, or other legally protected status. Our inclusive culture empowers Amazonians to deliver the best results for our customers. If you have a disability and need a workplace accommodation or adjustment during the application and hiring process, including support for the interview or onboarding process, please visit https://amazon.jobs/content/en/how-we-hire/accommodations for more information. If the country/region you’re applying in isn’t listed, please contact your Recruiting Partner. The base salary range for this position is listed below. Your Amazon package will include sign-on payments and restricted stock units (RSUs). Final compensation will be determined based on factors including experience, qualifications, and location. Amazon also offers comprehensive benefits including health insurance (medical, dental, vision, prescription, Basic Life & AD&D insurance and option for Supplemental life plans, EAP, Mental Health Support, Medical Advice Line, Flexible Spending Accounts, Adoption and Surrogacy Reimbursement coverage), 401(k) matching, paid time off, and parental leave. Learn more about our benefits at https://amazon.jobs/en/benefits . USA, NY, New York - 143,100.00 - 193,600.00 USD annually USA, WA, Seattle - 130,100.00 - 176,000.00 USD annually", "summaryDescription" : "Quantitative UX Researcher at Amazon Web Services, Inc.. Skills: Quantitative UX Research, Applied AI, Experimentation, Causal inference. Lead quantitative research. Turn product questions into hypotheses", "postedDate" : "2026-06-13T04:47:53.913", "createdAt" : "2026-06-13T04:47:53.913", "lastUpdated" : "2026-06-15T04:25:29.969", "ingestTimestamp" : "2026-06-13T04:47:53.913", "mongoId" : "69cf3f072beec4dd3d93421e", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "sourceUrl" : "https://account.amazon.com/jobs/10381814/apply", "salaryAnnualMin" : 130000, "salaryAnnualMax" : 176000, "salaryBand" : "100k-150k", "hasSalary" : true, "allSkills" : [ "Experimentation", "Analytics", "Quantitative research", "Mixed-methods research", "Study design", "Hypothesis definition", "Success metrics", "Data analysis", "Statistical analysis", "Quantitative UX Research", "Applied AI", "Causal inference", "Behavioral analysis", "Product direction", "Product decisions", "Product performance", "Customer needs", "Customer value", "AI-powered experiences", "AI-native applications", "AI innovation" ], "skillCount" : 21, "jobCategory" : "design", "dataQualityScore" : 0.8888889, "_score" : 499.47638, "daysOld" : 1, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "Technology" }, { "id" : "6a2c7fe674d8ee00a0956d12", "title" : "Associate/AVP, Quantitative Strategies Group", "company" : "Cross River", "industry" : "Banking", "salary" : { "min" : 150000.0, "max" : 190000.0, "currency" : "USD", "frequency" : "yearly", "is_estimated" : false }, "location" : "Fort Lee, New Jersey, United States", "locations" : [ "Fort Lee", "New Jersey", "United States" ], "timestamp" : "2026-06-16T03:27:15.846", "fingerprint" : "4f97d293c1f8b38069b3ea3bc93c6b9f40783a060390e5524c40c2a045012cdc", "source" : "greenhouse", "language" : "en", "applyUrl" : "https://www.crossriver.com/greenhouse?gh_jid=7770430003", "externalId" : "7770430003", "industryFunction" : { }, "structuredLocations" : [ { "city" : "Fort Lee", "state" : "New Jersey", "country" : "United States", "continent" : "na", "source" : "llm", "workMode" : "onsite", "geo" : "40.8509333,-73.9701382" } ], "locationText" : "Fort Lee, New Jersey, United States", "employmentType" : "FULL_TIME", "rawDescription" : "Who We Are Cross River builds the infrastructure behind the world’s most innovative financial products. Our technology and capital solutions power payments, cards, lending, and digital asset capabilities that move money safely, instantly, and inclusively — trusted by leading fintechs, enterprises, and disruptors across the globe. Our mission is simple: to build the financial infrastructure that expands access and opportunity for all. Guided by a culture of collaboration, curiosity, and purpose, Cross River has been named one of American Banker’s Best Places to Work in Fintech year after year. Whether you’re designing code, solving regulatory puzzles, or developing strategy, you’ll join a team where innovation and integrity drive everything we do — and where your work helps shape the future of finance. What We're Looking For The Quantitative Strategies Group (QSG) at Cross River is seeking an Associate/AVP, Quant Strategist to join its growing team. The team sits within the Capital Solutions Group (CSG) and serves as a centralized function for investment intelligence and quantitative decision making across investment, structuring, and portfolio management initiatives. The role sits at the intersection of structured finance, investment strategy, and advanced analytics - bridging the gap between raw data and capital decisions. The role will work closely with the Structured Products Group (SPG) and Principal Finance Group (PFG) to support investment underwriting, new deal origination, term ABS issuance/advisory, and active portfolio management. The ideal candidate will combine strong analytical and technical skills with commercial judgement - someone who can analyze collateral performance, understand relevant risk factors, form a view on underlying assets, build scalable analytical tools, and translate complex quantitative outputs into clear investment recommendations. This is a high-impact role for someone who wants exposure to live transactions, structured credit markets, and data-driven decision-making. Responsibilities: Work closely with SPG and PFG to provide quantitative and analytical insights across investment opportunities, ABS securitizations, and structured credit transactions - from deal inception through execution Support capital commitment objectives through systematic underwriting of investment opportunities. Deliver refined and polished views on analytics, base/stress assumptions, and cashflow models that accurately capture the risk/reward dynamics of potential trades Support investment advisory mandates by producing market-ready analytics, comparative deal analyses, and performance benchmarks that help articulate differentiated value proposition to clients and counterparties Develop and maintain analytical frameworks to evaluate collateral pools, form views on key pricing assumptions (e.g., prepayment speeds, default/loss curves), and deliver actionable insights that inform deal economics and structuring decisions Translate quantitative outputs into clear/concise narratives and presentation materials that support pitch efforts, client discussions, and internal committees Partner with the team to identify, prioritize, and integrate high-impact AI use cases across workflows. Explore and implement AI-driven approaches to collateral analysis using LLMs and Python based tools Partner with other functions within CSG and across the bank to ensure consistency in assumptions, methodologies, and market intelligence used across the group Qualifications: Master’s degree in financial engineering, math, statistics, computer science, or any another quantitative/analytical field required 3+ years of experience in Structured Finance, Securitization, or broader Fixed Income markets is required. Direct exposure to ABS products is strongly preferred Strong understanding of cashflow modeling and securitization mechanics - deal waterfalls, tranche structures, collateral performance analysis is preferred Proficiency in advanced excel & programming is required for this role. Hands-on experience in Python & SQL is critical for success Excellent communication and presentation skills - ability to distill complex analytics into clear, persuasive narratives for both internal stakeholders and external counterparties Builder's mentality - someone who doesn't just use existing tools but actively seeks to improve how the team works by introducing new technologies, frameworks, and AI-driven efficiencies Ability to thrive in a fast-paced, deal-driven environment with competing priorities and tight turnaround times Detail-oriented with strong organizational skills and a proactive, ownership-driven mindset #LI-JJ1 #LI-Hybrid #LI-Onsite Salary Range: $150,000.00 - $190,000.00 Cross River is an Equal Opportunity Employer. Cross River does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, non-disqualifying physical or mental disability, national origin, veteran status or any other basis covered by appropriate law. All employment is decided on the basis of qualifications, merit, and business need. By submitting your application, you give Cross River permission to email, call, or text you using the contact details provided. 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Macro", "company" : "Man Group", "industry" : "Banking", "salary" : { "min" : 150000.0, "max" : 250000.0, "currency" : "GBP", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market baseline for a Senior Quantitative Researcher in London, UK, adjusted for the financial services industry and a large company size." }, "location" : "London", "locations" : [ "London" ], "timestamp" : "2026-06-15T03:20:54.912", "fingerprint" : "ba85dc9218df5216bb9256c3e9d931b95402fb9d10c51323ac42edb4bdbdbbde", "source" : "greenhouse", "language" : "en", "applyUrl" : "https://job-boards.eu.greenhouse.io/mangroup/jobs/4724414101", "externalId" : "4724414101", "industryFunction" : { }, "structuredLocations" : [ { "city" : "London", "country" : "United Kingdom", "continent" : "eu", "source" : "llm", "workMode" : "onsite", "geo" : "51.5074456,-0.1277653" } ], "locationText" : "London, United Kingdom", "experienceMinYears" : 4, "experienceMaxYears" : 10, "experienceLevel" : "Senior", "technicalSkills" : "Python, SQL", "professionalSkills" : [ "Alpha signal research", "Live trading", "Predictor design", "Portfolio construction", "Risk analysis", "Transaction cost analysis", "Data handling" ], "hardSkillsList" : [ "Quantitative research", "Systematic trading", "Futures trading", "FX trading", "Data analysis" ], "softSkillsList" : [ "Intellectual honesty", "Mentoring", "Analytic approach", "Self-organised", "Interpersonal", "Confident communicator" ], "hardSkills" : [ { "name" : "Quantitative research", "level" : "intermediate" }, { "name" : "Systematic trading", "level" : "intermediate" }, { "name" : "Futures trading", "level" : "intermediate" }, { "name" : "FX trading", "level" : "intermediate" }, { "name" : "Data analysis", "level" : "intermediate" } ], "softSkills" : [ { "name" : "Intellectual honesty" }, { "name" : "Mentoring" }, { "name" : "Analytic approach" }, { "name" : "Self-organised" }, { "name" : "Interpersonal" }, { "name" : "Confident communicator" } ], "majorSkills" : "Quantitative research, Systematic trading, Futures, FX", "majorSkillsList" : [ "Quantitative research", "Systematic trading", "Futures", "FX" ], "coreResponsibilities" : "Research alpha signals, Live trade alpha signals, Design predictors, Analyze predictors, Construct portfolios, Analyze risk, Mitigate transaction costs, Handle large data sets", "teamCollaboration" : "Quantitative researchers; Technologists; Traders; Senior stakeholders", "domainKnowledge" : "Financial markets; Futures; FX", "domainList" : [ "financial-markets", "futures", "fx" ], "domainSpecificKnowledge" : [ "Financial markets", "Futures", "FX" ], "toolProficiency" : [ "Python scientific stack", "Bloomberg Terminal", "Reuters Eikon", "FactSet" ], "communicationSkills" : "Argue concisely; Deal with conflicting views", "problemSolvingSkills" : "Problem solving", "qualificationsBasic" : "4+ years research experience, 4+ years live trading experience, Degree with high mathematical content, Degree with high statistical content, Degree with high computing content", "qualificationsPreferred" : "Experience with intraday predictor design, Experience with monthly predictor design, Experience with portfolio construction, Experience with risk analysis, Understanding of transaction costs, Understanding of mitigation strategies, Ability to mentor junior researchers", "workSiteFlexibility" : "Flexible", "rawDescription" : "About Man Group Man Group is a global alternative investment management firm focused on pursuing outperformance for sophisticated clients via our Systematic, Discretionary and Solutions offerings. Powered by talent and advanced technology, our single and multi-manager investment strategies are underpinned by deep research and span public and private markets, across all major asset classes, with a significant focus on alternatives. Man Group takes a partnership approach to working with clients, establishing deep connections and creating tailored solutions to meet their investment goals and those of the millions of retirees and savers they represent. Headquartered in London, we manage $227.6 billion* and operate across multiple offices globally. Man Group plc is listed on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. Further information can be found at www.man.com * As at 31 December 2025 About Man AHL: Man AHL employs diversified quantitative techniques to offer a range of strategies which encompass traditional momentum, non-traditional momentum, multi-strategy and sector-based approaches. Man AHL’s strategies are primarily alternative and seek to gain potential predictive, alpha-generating insights through rigorous analysis of large data sets. Man AHL is a specialised engine, applying scientific rigour and advanced technology and execution to a diverse range of data to build systematic investment strategies, trading continuously over hundreds of global markets. The team of 150 investment professionals, including 110 researchers, is comprised of scientists, technologists and finance practitioners, driven by curiosity and intellectual honesty, and a passion for solving the complex problems presented by financial markets. The engine leverages Man Group’s unique collaboration with the University of Oxford, the Oxford-Man Institute of Quantitative Finance (OMI). The OMI conducts field-leading academic research into machine learning and data analytics, which can be applied to quantitative investing. Founded in 1987, Man AHL’s funds under management were $63.8 billion at 31 March 2024. Further information can be found at www.man.com/ahl. The Team: AHL Macro is the team responsible for Macro strategies. The team systematically trades liquid futures and FX at different frequencies, with holding periods ranging from monthly to intraday. Technology and Business Skills: 4+ years of experience researching and live trading alpha signals for futures and FX Experience with intraday > monthly predictor design and analysis Experience with portfolio construction, risk analysis Strong understanding of transaction costs, and mitigation strategies Strong coding skills and experience of handling large data sets. We use Python and its scientific stack for both research and live trading Personal Attributes: Strong academic record and a degree with high mathematical, statistical, and computing content e.g., Mathematics, Computer Science, Engineering, Economics or Physics from a leading university Hands-on attitude; willing to get involved with technology and projects across the firm Intellectually robust with a keenly analytic approach to problem solving Self-organised with the ability to effectively manage time across multiple projects and with contending business demands and priorities Strong interpersonal skills; able to build and maintain a close working relationship with quantitative researchers, technologist, traders and senior business stakeholders alike. Ability to mentor junior researchers Confident communicator: able to argue a point concisely and deal positively with conflicting views Working Here: AHL fosters a performance driven, meritocratic culture with a small company, no-attitude feel. It is flat structured, open, transparent, and collaborative, offering ample opportunity to grow and have enormous impact on what we do. We are actively engaged with the broader research and academic community, as well as renowned industry contributors. Inclusion, Work-Life Balance and Benefits at Man Group You'll thrive in our working environment that champions equality of opportunity. Your unique perspective will contribute to our success, joining a workplace where inclusion is fundamental and deeply embedded in our culture and values. Through our external and internal initiatives, partnerships and programmes, you'll find opportunities to grow, develop your talents, and help foster an inclusive environment for all across our firm and industry. Learn more at www.man.com/diversity. You'll have opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development, and with flexible working arrangements available too. Like all our people, you'll receive two annual 'Mankind' days of paid leave for community volunteering. Our comprehensive benefits package includes competitive holiday entitlements, pension/401k, life and long-term disability coverage, group sick pay, enhanced parental leave and long-service leave. Depending on your location, you may also enjoy additional benefits such as private medical coverage, discounted gym membership options and pet insurance. Equal Employment Opportunity Policy Man Group provides equal employment opportunities to all applicants and all employees without regard to race, color, creed, national origin, ancestry, religion, disability, sex, gender identity and expression, marital status, sexual orientation, military or veteran status, age or any other legally protected category or status in accordance with applicable federal, state and local laws. Man Group is a Disability Confident Committed employer; if you require help or information on reasonable adjustments as you apply for roles with us, please contact TalentAcquisition@man.com.", "summaryDescription" : "Senior Quantitative Researcher - Macro at Man Group. Skills: Quantitative research, Systematic trading, Futures, FX. Research alpha signals. 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US", "industry" : "Product", "salary" : { "min" : 180000.0, "max" : 280000.0, "currency" : "USD", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market baseline for a Senior Quantitative Risk Strategist in the US FinTech industry, adjusted for seniority and company size." }, "location" : "U.S. ", "locations" : [ "U.S. " ], "timestamp" : "2026-06-15T03:20:23.949", "fingerprint" : "dffe190734707ce386d9658fa79f71f6cb37aca2539a9b2a2158bfe26b2b2531", "source" : "ashby", "language" : "en", "applyUrl" : "https://jobs.ashbyhq.com/binance.us/2deb43d1-ea00-4cdc-910a-b100b604895f/application", "externalId" : "2deb43d1-ea00-4cdc-910a-b100b604895f", "industryFunction" : { }, "structuredLocations" : [ { "country" : "United States", "continent" : "na", "workMode" : "remote" } ], "locationText" : "United States", "employmentType" : "FULL_TIME", "experienceMinYears" : 5, "experienceMaxYears" : 10, "experienceLevel" : "Senior", "technicalSkills" : "Python, R, MATLAB, SQL, Machine learning", "professionalSkills" : [ "Risk analytics", "Fraud science", "Payments risk", "Risk modeling", "Data analysis", "Decision making" ], "hardSkillsList" : [ "Predictive modeling", "Quantitative analysis", "Statistical methods", "Anomaly detection", "Data analysis", "Risk assessment", "Model validation", "Model governance" ], "hardSkills" : [ { "name" : "Predictive modeling", "level" : "intermediate" }, { "name" : "Quantitative analysis", "level" : "intermediate" }, { "name" : "Statistical methods", "level" : "intermediate" }, { "name" : "Anomaly detection", "level" : "intermediate" }, { "name" : "Data analysis", "level" : "intermediate" }, { "name" : "Risk assessment", "level" : "intermediate" }, { "name" : "Model validation", "level" : "intermediate" }, { "name" : "Model governance", "level" : "intermediate" } ], "majorSkills" : "Quantitative risk modeling, Payments risk strategy, Risk decisioning, Fraud prevention", "majorSkillsList" : [ "Quantitative risk modeling", "Payments risk strategy", "Risk decisioning", "Fraud prevention" ], "coreResponsibilities" : "Design predictive risk models, Develop predictive risk models, Deploy predictive risk models, Improve predictive risk models, Build customer-level models, Build transaction-level models, Build portfolio-level models, Develop risk segmentation frameworks, Apply statistical methods, Apply machine learning techniques, Apply anomaly detection, Apply large-scale data analysis, Quantify risk across payment rails, Monitor risk across payment rails, Develop forecasting methodologies, Establish key risk indicators, Establish operational thresholds, Establish portfolio health metrics, Establish executive reporting frameworks, Evaluate impact of new products, Evaluate impact of payment methods, Evaluate impact of customer segments, Evaluate impact of growth initiatives, Embed model-driven decisioning, Design risk rules, Test risk rules, Optimize risk rules, Design risk controls, Test risk controls, Optimize risk controls, Design decision engines, Test decision engines, Optimize decision engines, Design transaction monitoring systems, Test transaction monitoring systems, Optimize transaction monitoring systems, Lead champion/challenger testing, Lead experimentation frameworks, Measure effectiveness of risk controls, Drive continuous improvement, Quantify tradeoffs, Support data-driven decision making, Conduct deep-dive investigations, Identify root causes, Recommend corrective actions, Support model governance, Support model validation, Support model audit, Support regulatory review, Establish model performance monitoring, Establish model calibration, Establish backtesting processes, Serve as trusted advisor", "teamCollaboration" : "Partner with Product; Partner with Engineering; Partner with Risk; Partner with Compliance; Partner with Data; Partner with Operations", "domainKnowledge" : "Financial services; Fintech; Cryptocurrency; Payments risk; Fraud; ACH; Card payments; Transaction risk; Predictive modeling; Risk analytics; Financial crime risk", "domainList" : [ "financial-services", "fintech", "cryptocurrency", "payments-risk", "fraud", "ach", "card-payments", "transaction-risk", "predictive-modeling", "risk-analytics", "financial-crime-risk" ], "domainSpecificKnowledge" : [ "Financial services", "Fintech", "Cryptocurrency", "Payments risk", "Fraud", "ACH", "Card payments", "Transaction risk", "Predictive modeling", "Risk analytics", "Financial crime risk" ], "toolProficiency" : [ "Bloomberg Terminal", "Reuters Eikon", "FactSet" ], "documentationSkills" : "Comprehensive documentation", "problemSolvingSkills" : "Root cause analysis", "qualificationsBasic" : "8+ years quantitative risk analytics, 8+ years fraud science, 8+ years payments risk, 8+ years machine learning, 8+ years data science, 8+ years risk modeling", "qualificationsPreferred" : "Advanced degree in Statistics, Advanced degree in Mathematics, Advanced degree in Economics, Advanced degree in Finance, Advanced degree in Computer Science, Advanced degree in Physics, Advanced degree in Operations Research, Advanced degree in Data Science", "remoteFriendly" : true, "workSiteFlexibility" : "Remote", "rawDescription" : "About Binance.US: Binance.US is America’s home to buy, trade, and earn digital assets. As a licensed and regulated U.S. crypto platform, we provide secure, reliable access to more than 190 of the world’s most popular cryptocurrencies, all with some of the lowest fees in the industry. We’re a remote-first team of innovators building the bridge between traditional finance and Web3, helping bring financial freedom within reach for all. To learn more, visit www.binance.us http://www.binance.us. All roles supporting Binance.US http://Binance.US are employed via BAM Management US Holdings Inc. or BAM Management Canada Holdings Inc. About This Role: The Senior Quantitative Risk Strategist is part of the Product organization and serves as a senior individual contributor responsible for designing, developing, validating, and optimizing quantitative risk models and analytical frameworks that protect Binance.US http://Binance.US customers, payment systems, and operations from fraud, financial crimes, account compromise, and payment-related losses. This role will act as the quantitative lead for payments risk, partnering closely with Product, Risk, Compliance, Engineering, Data, and Operations teams to develop scalable, data-driven risk solutions across customer onboarding, account funding, trading, and withdrawal experiences. The ideal candidate combines deep expertise in predictive modeling and risk analytics with practical experience managing fraud, ACH, card, and transaction risk within highly regulated financial services, fintech, or cryptocurrency environments. Success in this role requires balancing customer growth, conversion, and user experience with loss prevention, regulatory obligations, and operational efficiency. Core Responsibilities: Quantitative Risk Modeling & Analytics - Design, develop, deploy, and continuously improve predictive risk models, scoring methodologies, and decision frameworks across ACH deposits, wire transfers, debit card funding, withdrawals, account security, fraud, and cryptocurrency-related risk domains. - Build customer-level, transaction-level, and portfolio-level models that predict fraud losses, payment returns, chargebacks, account compromise, and emerging risk events. - Develop risk segmentation frameworks that dynamically assess customer behavior throughout the customer lifecycle, including onboarding, funding, trading activity, and withdrawals. - Apply advanced statistical methods, machine learning techniques, anomaly detection, and large-scale data analysis to identify evolving fraud patterns, abuse vectors, and operational vulnerabilities. Payments Risk Strategy - Quantify and monitor risk across payment rails, including ACH, wire, card, and other funding methods. - Develop forecasting methodologies for payment losses, ACH return rates, chargebacks, fraud exposure, and emerging risk trends. - Establish key risk indicators (KRIs), operational thresholds, portfolio health metrics, and executive reporting frameworks. - Evaluate the impact of new products, payment methods, customer segments, and growth initiatives through rigorous quantitative risk assessment. Risk Decisioning & Optimization - Partner with Product and Engineering teams to embed model-driven decisioning throughout the customer journey. - Design, test, and optimize risk rules, controls, decision engines, and transaction monitoring systems to maximize fraud prevention while minimizing customer friction. - Lead champion/challenger testing and experimentation frameworks to measure the effectiveness of risk controls and drive continuous improvement. - Quantify tradeoffs between fraud loss, customer conversion, operational efficiency, and business growth to support data-driven decision making. Investigations & Risk Governance - Conduct deep-dive investigations into material fraud events, payment losses, suspicious activity, and operational incidents, identifying root causes and recommending corrective actions. - Support model governance, validation, audit, and regulatory review activities through comprehensive documentation, monitoring, and control frameworks. - Establish model performance monitoring, calibration, and backtesting processes to ensure ongoing effectiveness and compliance. - Serve as a trusted advisor to senior leadership on payments risk, fraud analytics, financial crime risk, and cryptocurrency-related risk trends. Preferred Skills/Experience: - 8+ years of experience in quantitative risk analytics, fraud science, payments risk, machine learning, data science, or risk modeling within fintech, financial services, payments, banking, or cryptocurrency organizations. - Advanced degree in Statistics, Mathematics, Economics, Finance, Computer Science, Physics, Operations Research, Data Science, or a related quantitative discipline. Equivalent industry experience building and deploying production risk models will be strongly considered. - Advanced proficiency in SQL and strong experience with Python, Spark, R, or comparable analytical and modeling technologies. - Demonstrated success designing, deploying, validating, and monitoring predictive risk models in production environments. - Deep understanding of ACH payments, return codes, chargebacks, account takeover risk, first-party fraud, synthetic identity fraud, mule activity, payment abuse, and transaction risk management. - Experience developing portfolio-level forecasting models for fraud losses, payment returns, chargebacks, or credit-related risk outcomes. - Strong knowledge of AML regulations, sanctions compliance, KYC/KYB requirements, and financial crime risk management. - Experience supporting model governance programs, audit reviews, regulatory examinations, and independent model validation activities. - Familiarity with blockchain analytics platforms, cryptocurrency transaction monitoring solutions, and digital asset risk indicators. - Strong communication skills with the ability to translate complex quantitative findings into actionable business recommendations for both technical and executive audiences. Our Mission: At Binance.US http://Binance.US, our mission is to create a more inclusive financial system through Web3 technologies. As a U.S. regulated crypto platform, we’re committed to earning trust through compliance and empowering people to do more with their money, bringing financial freedom within reach for all. Our Values: Our values shape how we work, make decisions, and support our users every day: - Act with Integrity: We do what’s right, even when no one is watching. - Be Collaborative: We work together with respect and transparency to achieve shared goals. - Customers First: We listen to, advocate for, and prioritize our users in every decision we make. - Do the Work: We take ownership, follow through, and deliver results that move the mission forward. - Embrace Change: We stay adaptable and curious, thriving in a fast moving industry. Our Benefits: We believe in supporting our people with flexibility, balance, and opportunities to grow. One of the ways we demonstrate this commitment is through our benefit offerings. - Time & Family: Unlimited PTO (for salaried FTE roles); 12 weeks fully paid Parental Bonding Leave. - Well-Being: Mental wellness benefits; free 1:1 virtual visits with a licensed mental wellness professional; comprehensive competitive health benefits. - Remote-First Culture: Fully remote, cameras-on culture with work-from-home equipment reimbursements available to new hires. - Professional & Financial Growth: Annual professional development budget; free 1:1 virtual visits with a career coach; 401k plan with employer match. BAM Management US Holdings Inc. and BAM Management Canada Holdings Inc. are Equal Opportunity Employers and comply with all applicable federal, state, and local fair employment practice laws. Our mission is to give our customers access to a broad array of digital assets, and we thrive because of the diverse and inclusive team that we are building. We do not discriminate against qualified employees, applicants, or any other covered persons because of race, color, religion, creed, gender identity, sex, sexual preference, sexual identity, pregnancy, national origin, ancestry, citizenship, age, veteran status, physical disability, mental disability, medical condition, military status, or any other applicable legally protected characteristic. Depending on your location, data privacy laws may regulate the way we manage the data of job applicants. Our full notice outlining how data will be processed as part of the application procedure for applicable locations is available here https://www.binance.us/privacy-policy#employee-applicants-privacy-notice. By submitting your application, you are agreeing to our use and processing of your data as required. We comply with Federal Transparency in Coverage regulations by providing a link to machine readable files related to the health plans offered to our employees. 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Founded in 2005 as an options market maker, we have organically grown into a global investment firm specializing in Volatility, Fundamental Equities, and Quant strategies. At Walleye, we continuously innovate by focusing on three core principles: approach, platform, and people. Our approach is to allocate risk capital where we believe there is not only a compelling opportunity, but also a clear ability to define our tangible edge. We seek to leverage the mathematical benefits of diversification while utilizing sophisticated infrastructure, technology, and our balance sheet to do so in a structurally advantageous way. Our platform, developed over two decades, is central to our operations, evolving alongside business complexities and technological advancements to support our team’s success. Our people are our greatest asset, and we’ve cultivated an environment that attracts top talent by balancing autonomy with collaboration, and intelligence with integrity. Quantitative Researcher Walleye Capital is seeking a motivated and technical Quant Researcher to join the Equity Volatility team in Miami. The ideal candidate will possess strong statistical, analytical, and modelling skills. This role offers the opportunity to work with portfolio managers, research, and technology teams to research, design, and automate alpha trading strategies, and completely automate strategy execution. Responsibilities: Work with traders and quants to research, design, and automate alpha trading strategies Manipulate proprietary and public data to build custom data sets for use in research and model development Build predictive models of asset prices over short, medium, and long term frequencies using simple and advanced regression techniques, including machine learning Assist portfolio manager in building portfolio optimization tools to monetize trading signals and manage risk Work with portfolio manager and technology teams to completely automate strategy execution Qualifications: Proficiency in statistical analysis and modelling of time series financial data in Python is required Basic understanding of financial instruments including stocks and options Role is open to new graduates or first-time finance jobs Strong communication skills, such as ability to clarify task requirements, communicate research findings, and propose solutions to challenges are required Commitment to thorough, accurate work Walleye is an equal opportunity employer. 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We are seeking a Quant Analyst - Risk for our team in Gurugram. Graviton trades across a multitude of asset classes and trading venues using a gamut of concepts and techniques ranging from time series analysis, filtering, classification, stochastic models, pattern recognition to statistical inference analysing terabytes of data to come up with ideas to identify pricing anomalies in financial markets. As a Quant Analyst - Risk you will be responsible Work as a team with senior traders to operate and implement/improve our automated trading strategies. Analysing production trades and developing ideas to improve our trading strategies. Implement monitoring tools which highlight potential issues in the production strategies. Write comprehensive and scalable scripts in both C++ and python analysing production strategies for risk attribution, performance break-ups along various buckets and so on. Build ‘cool’ scalable post-trade systems analysing multitude of statistics across all production strategies. Implementing tools for analysing Market Data centrally across various exchanges. Managing deployments and release cycle, with working along with a senior trader. Requirements : Possess a degree in a highly analytical field, such as Engineering, Mathematics, or Computer Science from top-ranked universities 3+ years of experience in Python, Shell/Bash scripting. Basic knowledge of Linux and shell command-line tools Basic programming and scripting (Python/Shell) skills Strong problem-solving, and analytical skills Excellent communication skills Have a strong work ethics Mentorship experience in guiding junior developers. Benefits: Our open and collaborative work culture gives you the freedom to innovate and experiment. Our cubicle free offices, non-hierarchical work culture and insistence to hire the very best creates a melting pot for great ideas and technological innovations. 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Our dedicated and compassionate faculty and staff are driven by a common mission: Contribute to innovative approaches in predicting, preventing, and curing diseases, shaping the future of medicine through cutting-edge research. A Postdoctoral Research Fellow position is open under Dr. Nagarajan Vaidehi within the department of Computational and Quantitative Medicine. This project involves the development and application of interpretable machine learning methods to uncover allosteric regulation of disordered regions in the dynamics of G-protein coupled receptors to enable design of allosteric modulators. You will work on developing design principles of targeted protein degradation in collaboration with Pharma. For more information on Dr. Vaidehi’s lab please visit here . Your qualifications should include: · PhD or M.D. in Chemistry, Physics or Biochemistry with experience in protein dynamics studies. · Knowledgeable about concepts in statistical thermodynamics, in python scripting and C++ programming. · Familiarity with Molecular Dynamics methods and experience in code development is preferred. City of Hope employees pay is based on the following criteria: work experience, qualifications, and work location. City of Hope is an equal opportunity employer. To learn more about our Comprehensive Benefits, please CLICK HERE . United States-California-Monrovia", "summaryDescription" : "Postdoctoral Fellow - Computational and Quantitative Medicine at City of Hope. 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As we foster a culture of inclusion throughout our company and within our communities, we constantly ask ourselves: What is our impact on the world? Watch Our Story: ' https://www.hdrinc.com/our-story' Each and every role throughout our organization makes a difference in our ability to change the world for the better. Read further to learn how you could help make great things possible not only in your community, but around the world. We believe architecture is more than designing buildings, it’s about providing solutions to societal challenges and creating stronger, more vibrant communities. As part of our Architecture practice at HDR, you’ll contribute to the design and delivery of spaces and experiences that advance community well-being around the world. From healing environments and learning spaces to research labs and civic landmarks and infrastructure, your work will directly influence how individuals experience the world around them. 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This is a fantastic opportunity in the exciting intersection of finance and technology where investment decisions are made using technology. Quantitative equity funds use programmed investment strategies and as a result, our technology team is crucial to its success. The team is headquartered and deeply rooted in West Coast Vancouver. We place high value on maintaining an entrepreneurial spirit and creating a culture where each of us has opportunities to succeed. What You Will Do The technology infrastructure team plays an essential role through innovative technologies on our hybrid (on-premise and cloud based) platform: distributed computing, petabyte-scale data storage, containerization, non-traditional high-performance databases, process orchestration, monitoring, data visualization and DevOps. You own the entire technology infrastructure life cycle: Engineer and support software and systems infrastructure. Introduce new foundational technologies that advance our software engineering capabilities to the next level. Collaborate with our software development teams on support issues and improvements to our infrastructure tools, processes, and software. Act as a conduit between our application development teams, and IT, network security, and other stakeholders to align priorities and translate business requirements into technical designs. Improve systems infrastructure reliability. Gather and analyze metrics from operating systems and applications to assist in performance tuning, fault finding and business continuity planning. Design, plan and implement solutions in an entrepreneurial spirit. What You Bring Programming Knowledge – you have an undergraduate, graduate, or post-graduate degree in a computer-related field OR exceptional programming skills gained through your work experience. We use several programming languages (Kdb+/Q, Python, Java, C#, Angular/Typescript). Passion for Technology – we work on low-level foundational systems and software. Knowledge about cloud computing (AWS), systems engineering, distributed systems, scripting, operating systems (specifically Windows and Linux), databases, and host-based networking, is useful in this role. Upfront knowledge is preferred but not required; if you are passionate about technology, learning new concepts is natural and fun. Collaborative Communication – we work together with many different teams and stakeholders. You have a collaborative spirit that helps you to work well with others and communicate effectively. Project Ownership Mindset – we own different technology stacks and are often responsible for exploring new technology to modernize existing systems. Our team needs to take initiative and proactively drive the execution of systems projects that we own. You enjoy taking on responsibility and owning decisions made. Organizational skills are helpful to ensure projects are well managed. Troubleshooting and Problem Resolution - you think laterally to dissect a problem into its component parts and diagnose root causes. You use different troubleshooting techniques to identify problems across different technologies. Growth Mindset – technology and investment requirements are constantly changing. You are a lifelong learner who continually invests in personal development. We welcome applications from candidates with different levels of experience, including interns, new graduates, and experienced professionals. The base salary range for full-time roles is $125,000 – $200,000 annually plus a competitive performance bonus. Compensation will be determined based on experience and qualifications. To apply for this position, please submit your resume, cover letter, and academic transcripts. #LI-HYBRID #LI-RC1 CC&L Financial Group is committed to creating a diverse and inclusive environment and is proud to be an equal opportunity employer. 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Test emerging capabilities", "problemSolvingSkills" : "Solve problems", "qualificationsBasic" : "15+ years software engineering experience, Architecting and shipping production-grade developer platforms, Expertise in Python application runtimes, Expertise in server-side frameworks, Expertise in distributed execution environments, Deep understanding of performance at scale, Deep understanding of reliability at scale, Deep understanding of lifecycle management at scale, Understanding of container-based execution environments, Hands-on experience designing SDKs, Hands-on experience designing embedding APIs, Hands-on experience designing component libraries, Demonstrated ability to lead technical programs, Experience with enterprise SaaS reliability requirements", "qualificationsPreferred" : "Familiarity with open-source Streamlit framework, Familiarity with Python-based app frameworks, Experience with IdP integrations, Experience with OAuth flows, Experience with authentication systems, Familiarity with web platform, Familiarity with TypeScript/JavaScript, Familiarity with browser APIs, Familiarity with WebSockets, Familiarity with service workers, Familiarity with iframe/cross-origin security models", "remoteFriendly" : true, "rawDescription" : "At Snowflake, we are powering the era of the agentic enterprise. To usher in this new era, we seek AI-native thinkers across every function who are energized by the opportunity to reinvent how they work. You don’t just use tools; you possess an innate curiosity, treating AI as a high-trust collaborator that is core to how you solve problems and accelerate your impact. We look for low-ego individuals who thrive in dynamic and fast-moving environments and move with an experimental mindset — who rapidly test emerging capabilities to discover simpler, more powerful ways to deliver results. At Snowflake, your role isn't just to execute a function, but to help redefine the future of how work gets done. Streamlit in Snowflake (SiS) is our flagship app development platform, enabling data engineers, analysts, and developers to build and deploy interactive, data-driven applications directly within Snowflake. As Principal Engineer for the Streamlit in Snowflake team, you will be the top technical voice shaping how millions of users build and deploy apps on Snowflake's data platform. This role requires a rare combination: deep hands-on engineering expertise in Python/container runtimes, a systems architect's instinct for platform design, and the organizational influence to drive cross-team programs. You will define how SiS evolves from its container-native SPCS runtime and embedding/iframe SDK, to its developer experience, performance at scale, and integration with Snowflake's broader AI and data ecosystem. AS THE PRINCIPAL ENGINEER FOR STREAMLIT IN SNOWFLAKE YOU WILL: - Define and own the architectural vision for the SiS platform spanning the SPCS container runtime, the warehouse runtime, the embedding SDK, developer tooling, and the Snowsight integration layer. - Drive the platform's evolution toward its next-generation capabilities building on publicly shipping features like chromeless viewer URLs and IdP integration, and shaping the architectural direction for areas still in development. - Serve as the primary technical representative for SiS in company-wide architecture forums, shaping Snowflake's broader app platform strategy. - Establish engineering standards for performance, reliability, and scale ensuring SiS can handle many concurrent users with fast startup times and high availability. - Lead the technical design and review process for high-stakes, cross-functional initiatives: working closely with infrastructure, Snowsight, Cortex/AI, security, and the open-source Streamlit project. - Be a strong hands-on contributor by authoring specs, implementing changes, reviewing PRs, and setting a high bar for code quality, API design, and system architecture. - Mentor and grow senior engineers on the team; identify and incubate the next generation of technical leaders. Level up the team through your example and high standards and knowledge sharing. - Partner with Product and Design to drive the roadmap and translate customer needs (performance, scale, OSS parity) into robust engineering solutions. - Advocate for SiS developers and end users by balancing the developer experience of Python engineers with the scalability needs of enterprise customers embedding Streamlit. OUR IDEAL PRINCIPAL ENGINEER WILL HAVE: - 15+ years of software engineering experience, with a demonstrated track record of architecting and shipping production-grade developer platforms or application runtimes. - Strong expertise in Python application runtimes, server-side frameworks, and distributed execution environments with a deep understanding of performance, reliability, and lifecycle management at scale. - Strong understanding of container-based execution environments (Docker, Kubernetes, SPCS or similar) and the performance/reliability tradeoffs they introduce. - Hands-on experience designing and evolving developer-facing SDKs, embedding APIs, or component libraries including thoughtful API versioning and backward compatibility. - Demonstrated ability to lead technical programs that span multiple teams and organizational boundaries driving clarity, alignment, and accountability without direct authority. - Experience with enterprise SaaS reliability requirements: multi-tenancy, scale, security review processes, and graceful migrations. - Familiarity with the open-source Streamlit framework or similar Python-based app frameworks is a strong plus. - Experience working with IdP integrations, OAuth flows, or authentication systems for embedded/public-facing web applications is a plus. - (nice to have) Familiarity with the web platform (TypeScript/JavaScript, browser APIs, WebSockets, service workers, iframe/cross-origin security models) particularly as it relates to how Python-backed apps are served and embedded in the browser WHY JOIN THE STREAMLIT IN SNOWFLAKE TEAM AT SNOWFLAKE? Streamlit is one of the most loved developer tools in the data ecosystem and Streamlit in Snowflake is how we bring that experience to millions of enterprise users at scale. As a member of this team, you will: - Shape the future of data app development determining how the next generation of SiS runs, scales, and integrates with Snowflake's AI and data platform. - Solve genuinely hard problems at the intersection of distributed systems, web platform engineering, and developer experience from sub-second cold starts to embedding apps inside third-party products. - Work alongside the core Streamlit open-source contributors and influence the direction of one of the fastest-growing Python frameworks. - Join a tight-knit, high-ownership engineering team that has shipped SiS vNext from private preview to GA and is now building the features that will define the next chapter of the product. - Be part of a company that combines the resources and reach of a market leader with a decisive, ship-it-today engineering culture. Snowflake is growing fast, and we’re scaling our team to help enable and accelerate our growth. We are looking for people who share our values, challenge ordinary thinking, and push the pace of innovation while building a future for themselves and Snowflake. How do you want to make your impact? For jobs located in the United States, please visit the job posting on the Snowflake Careers Site for salary and benefits information: careers.snowflake.com http://careers.snowflake.com", "summaryDescription" : "Principal Engineer at Snowflake. Skills: Platform engineering, Developer platforms, Containerization, Distributed systems. Define architectural vision for SiS platform. 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Company-wide architecture forums; Cross-functional initiatives; Infrastructure teams; Snowsight teams; Cortex/AI teams; Security teams; Open-source Streamlit project; Product teams; Design teams", "projectManagementSkills" : [ "Roadmap planning" ], "domainKnowledge" : "Agentic enterprise; Data platform; Container runtimes; Embedding SDK; Developer experience; Performance at scale; AI ecosystem; Data ecosystem; IdP integration; OAuth flows; Authentication systems; Web platform; Service workers; Cross-origin security; Data app development; Distributed systems; Web platform engineering; Developer experience; Third-party products", "domainList" : [ "agentic-enterprise", "data-platform", "container-runtimes", "embedding-sdk", "developer-experience", "performance-at-scale", "ai-ecosystem", "data-ecosystem", "idp-integration", "oauth-flows", "authentication-systems", "web-platform", "service-workers", "cross-origin-security", "data-app-development", "distributed-systems", "web-platform-engineering", "third-party-products" ], "domainSpecificKnowledge" : [ "Agentic enterprise", "Data platform", "Container runtimes", "Embedding SDK", "Developer experience", "Performance at scale", "AI ecosystem", "Data ecosystem", "IdP integration", "OAuth flows", "Authentication systems", "Web platform", "Service workers", "Cross-origin security", "Data app development", "Distributed systems", "Web platform engineering", "Developer experience", "Third-party products" ], "toolProficiency" : [ "Streamlit" ], "communicationSkills" : "Technical representative", "documentationSkills" : "Authoring specs", "innovationCreativity" : "Experimental mindset; Test emerging capabilities", "problemSolvingSkills" : "Solve problems; Accelerate impact", "outcomesObjectives" : "Deliver results; Handle many concurrent users; Fast startup times; High availability", "qualificationsBasic" : "15+ years software engineering experience, Architecting and shipping production-grade developer platforms, Expertise in Python application runtimes, Expertise in server-side frameworks, Expertise in distributed execution environments, Deep understanding of performance at scale, Deep understanding of reliability at scale, Deep understanding of lifecycle management at scale, Understanding of container-based execution environments, Hands-on experience designing SDKs, Hands-on experience designing embedding APIs, Hands-on experience designing component libraries, Demonstrated ability to lead technical programs, Experience with enterprise SaaS reliability requirements", "qualificationsPreferred" : "Familiarity with open-source Streamlit framework, Familiarity with Python-based app frameworks, Experience with IdP integrations, Experience with OAuth flows, Experience with authentication systems, Familiarity with web platform, Familiarity with TypeScript/JavaScript, Familiarity with browser APIs, Familiarity with WebSockets, Familiarity with service workers, Familiarity with iframe/cross-origin security models", "remoteFriendly" : true, "rawDescription" : "At Snowflake, we are powering the era of the agentic enterprise. To usher in this new era, we seek AI-native thinkers across every function who are energized by the opportunity to reinvent how they work. You don’t just use tools; you possess an innate curiosity, treating AI as a high-trust collaborator that is core to how you solve problems and accelerate your impact. We look for low-ego individuals who thrive in dynamic and fast-moving environments and move with an experimental mindset — who rapidly test emerging capabilities to discover simpler, more powerful ways to deliver results. At Snowflake, your role isn't just to execute a function, but to help redefine the future of how work gets done. Streamlit in Snowflake (SiS) is our flagship app development platform, enabling data engineers, analysts, and developers to build and deploy interactive, data-driven applications directly within Snowflake. As Principal Engineer for the Streamlit in Snowflake team, you will be the top technical voice shaping how millions of users build and deploy apps on Snowflake's data platform. This role requires a rare combination: deep hands-on engineering expertise in Python/container runtimes, a systems architect's instinct for platform design, and the organizational influence to drive cross-team programs. You will define how SiS evolves from its container-native SPCS runtime and embedding/iframe SDK, to its developer experience, performance at scale, and integration with Snowflake's broader AI and data ecosystem. AS THE PRINCIPAL ENGINEER FOR STREAMLIT IN SNOWFLAKE YOU WILL: - Define and own the architectural vision for the SiS platform spanning the SPCS container runtime, the warehouse runtime, the embedding SDK, developer tooling, and the Snowsight integration layer. - Drive the platform's evolution toward its next-generation capabilities building on publicly shipping features like chromeless viewer URLs and IdP integration, and shaping the architectural direction for areas still in development. - Serve as the primary technical representative for SiS in company-wide architecture forums, shaping Snowflake's broader app platform strategy. - Establish engineering standards for performance, reliability, and scale ensuring SiS can handle many concurrent users with fast startup times and high availability. - Lead the technical design and review process for high-stakes, cross-functional initiatives: working closely with infrastructure, Snowsight, Cortex/AI, security, and the open-source Streamlit project. - Be a strong hands-on contributor by authoring specs, implementing changes, reviewing PRs, and setting a high bar for code quality, API design, and system architecture. - Mentor and grow senior engineers on the team; identify and incubate the next generation of technical leaders. Level up the team through your example and high standards and knowledge sharing. - Partner with Product and Design to drive the roadmap and translate customer needs (performance, scale, OSS parity) into robust engineering solutions. - Advocate for SiS developers and end users by balancing the developer experience of Python engineers with the scalability needs of enterprise customers embedding Streamlit. OUR IDEAL PRINCIPAL ENGINEER WILL HAVE: - 15+ years of software engineering experience, with a demonstrated track record of architecting and shipping production-grade developer platforms or application runtimes. - Strong expertise in Python application runtimes, server-side frameworks, and distributed execution environments with a deep understanding of performance, reliability, and lifecycle management at scale. - Strong understanding of container-based execution environments (Docker, Kubernetes, SPCS or similar) and the performance/reliability tradeoffs they introduce. - Hands-on experience designing and evolving developer-facing SDKs, embedding APIs, or component libraries including thoughtful API versioning and backward compatibility. - Demonstrated ability to lead technical programs that span multiple teams and organizational boundaries driving clarity, alignment, and accountability without direct authority. - Experience with enterprise SaaS reliability requirements: multi-tenancy, scale, security review processes, and graceful migrations. - Familiarity with the open-source Streamlit framework or similar Python-based app frameworks is a strong plus. - Experience working with IdP integrations, OAuth flows, or authentication systems for embedded/public-facing web applications is a plus. - (nice to have) Familiarity with the web platform (TypeScript/JavaScript, browser APIs, WebSockets, service workers, iframe/cross-origin security models) particularly as it relates to how Python-backed apps are served and embedded in the browser WHY JOIN THE STREAMLIT IN SNOWFLAKE TEAM AT SNOWFLAKE? Streamlit is one of the most loved developer tools in the data ecosystem and Streamlit in Snowflake is how we bring that experience to millions of enterprise users at scale. As a member of this team, you will: - Shape the future of data app development determining how the next generation of SiS runs, scales, and integrates with Snowflake's AI and data platform. - Solve genuinely hard problems at the intersection of distributed systems, web platform engineering, and developer experience from sub-second cold starts to embedding apps inside third-party products. - Work alongside the core Streamlit open-source contributors and influence the direction of one of the fastest-growing Python frameworks. - Join a tight-knit, high-ownership engineering team that has shipped SiS vNext from private preview to GA and is now building the features that will define the next chapter of the product. - Be part of a company that combines the resources and reach of a market leader with a decisive, ship-it-today engineering culture. Snowflake is growing fast, and we’re scaling our team to help enable and accelerate our growth. We are looking for people who share our values, challenge ordinary thinking, and push the pace of innovation while building a future for themselves and Snowflake. How do you want to make your impact? For jobs located in the United States, please visit the job posting on the Snowflake Careers Site for salary and benefits information: careers.snowflake.com http://careers.snowflake.com", "summaryDescription" : "Principal Engineer at Snowflake. Skills: Platform architecture, Developer platforms, Containerization, Python development. Define architectural vision for SiS platform. Own architectural vision for SiS platform", "createdAt" : "2026-06-16T00:26:38.405", "lastUpdated" : "2026-06-16T10:04:07.440", "ingestTimestamp" : "2026-06-16T00:26:38.405", "mongoId" : "6a3065aff292fd229cfaa7ff", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryAnnualMin" : 250000, "salaryAnnualMax" : 380000, "salaryBand" : "200k+", "hasSalary" : true, "allSkills" : [ "Container runtimes", "Server-side frameworks", "Distributed execution", "Performance tuning", "Reliability engineering", "Lifecycle management", "Multi-tenancy", "Scale management", "Security review", "Graceful migrations", "Authentication systems", "Cross-origin security", "Leadership", "Platform architecture", "Developer platforms", "Containerization", "Python development", "Systems architect", "Platform design", "Organizational influence", "API design", "System architecture", "Roadmap planning", "Agentic enterprise", "Data platform", "Embedding SDK", "Developer experience", "Performance at scale", "AI ecosystem", "Data ecosystem", "IdP integration", "OAuth flows", "Web platform", "Service workers", "Data app development", "Distributed systems", "Web platform engineering", "Third-party products", "Streamlit" ], "skillCount" : 39, "jobCategory" : "engineering", "jobSubcategory" : "software", "seniorityLevel" : "Executive", "dataQualityScore" : 0.8888889, "_score" : 454.1673, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "Technology", "llmIndustryConfidence" : 0.98 }, { "id" : "6a18116058b93c861e08df38", "title" : "Pharmacometrician & Systems Pharmacologist", "company" : "Pfizer", "salary" : { "min" : 106000.0, "max" : 106000.0, "currency" : "USD", "frequency" : "yearly" }, "location" : "United States of America", "locations" : [ "United States of America" ], "timestamp" : "2026-05-28T13:38:09.046", "fingerprint" : "611911dde141e6ba0576e7f6f694096424abccfae21d1d5f8711f58d9169bba5", "source" : "workday", "language" : "en", "applyUrl" : "https://pfizer.wd1.myworkdayjobs.com/PfizerCareers/job/United-States---Massachusetts---Cambridge/Pharmacometrician---Systems-Pharmacologist_4956723-1", "externalId" : "4956723", "locationPoint" : "51.43667,5.97917", "structuredLocations" : [ { "country" : "United States", "continent" : "na", "workMode" : "onsite" } ], "locationText" : "United States", "employmentType" : "FULL_TIME", "minimumEducation" : "Ph. D. (or equivalent e. g. Pharm. D. , or M. D. )", "experienceMinYears" : 0, "experienceMaxYears" : 3, "experienceLevel" : "Entry", "technicalSkills" : "NONMEM, Monolix, R, Julia, MATLAB, Python", "professionalSkills" : [ "Model-informed drug development", "Quantitative biology", "Drug discovery", "Clinical development", "Quantitative modeling", "Data-driven modeling", "Mechanistic modeling", "Translational drug development", "Population PK/PD modeling", "Exposure-response modeling", "Disease progression modeling", "Model-based meta-analysis", "Systems pharmacology", "Drug development processes" ], "hardSkillsList" : [ "Quantitative modeling", "Simulation", "PK/PD modeling", "Exposure-response modeling", "Disease progression modeling", "Meta-analysis", "Systems pharmacology modeling", "Data integration", "Artificial intelligence" ], "hardSkills" : [ { "name" : "Quantitative modeling", "level" : "intermediate" }, { "name" : "Simulation", "level" : "intermediate" }, { "name" : "PK/PD modeling", "level" : "intermediate" }, { "name" : "Exposure-response modeling", "level" : "intermediate" }, { "name" : "Disease progression modeling", "level" : "intermediate" }, { "name" : "Meta-analysis", "level" : "intermediate" }, { "name" : "Systems pharmacology modeling", "level" : "intermediate" }, { "name" : "Data integration", "level" : "intermediate" }, { "name" : "Artificial intelligence", "level" : "intermediate" } ], "majorSkills" : "Pharmacometrics, Systems Pharmacology, Quantitative modeling, Model-informed drug development", "majorSkillsList" : [ "Pharmacometrics", "Systems Pharmacology", "Quantitative modeling", "Model-informed drug development" ], "coreResponsibilities" : "Develop and apply pharmacometric models, Apply mechanistic QSP models, Perform quantitative analyses, Integrate diverse data sources, Integrate artificial intelligence, Contribute to MIDD strategies, Inform key decisions, Identify modeling opportunities", "teamCollaboration" : "Work in multidisciplinary teams; Partner closely with clinical pharmacology, statistics, clinical, translational, and biology teams; Serve as a quantitative expert on multidisciplinary project teams", "domainKnowledge" : "Pharmacometrics; Systems Pharmacology; Quantitative biology; Drug development; Metabolic diseases", "domainList" : [ "pharmacometrics", "systems-pharmacology", "quantitative-biology", "drug-development", "metabolic-diseases" ], "domainSpecificKnowledge" : [ "Pharmacometrics", "Systems Pharmacology", "Quantitative biology", "Drug development", "Metabolic diseases" ], "toolProficiency" : [ "NONMEM", "Monolix", "R", "Julia", "MATLAB", "Python" ], "communicationSkills" : "Communicate modeling results; written and verbal communication skills", "documentationSkills" : "Prepare high-quality technical reports; Prepare regulatory documentation", "innovationCreativity" : "Contribute to methodological innovation", "problemSolvingSkills" : "Quantitative rigor; Problem-solving ability; Translate complex analyses", "specialRequirements" : "Permanent work authorization in the United States", "outcomesObjectives" : "Support and accelerate discovery and development; Inform decision-making; Guide strategy; Improve efficiency, robustness, and success of drug development programs", "qualificationsBasic" : "0-3+ years post Ph. D. (or equivalent e. g. Pharm. D. , or M. D. ) in: Pharmacometrics, Pharmacokinetics/Pharmacodynamics, Systems Pharmacology, Applied Mathematics, Engineering, Physics, Statistics, Computational Biology, Mathematical Biology, or related quantitative discipline, Demonstrated experience in quantitative modeling and simulation applied to biological or clinical systems, Proven ability to work effectively in multidisciplinary teams", "qualificationsPreferred" : "Postdoctoral research experience strongly preferred, Experience in metabolic diseases preferred (obesity, type 2 diabetes etc), Experience applying MIDD approaches in pharmaceutical or biotechnology settings, Expertise in one or more of the following: NONMEM, Monolix, or similar population modeling tools, Expertise in one or more of the following: R, Julia, MATLAB, Python, or equivalent computational platforms, Knowledge of drug development processes (preclinical to clinical), Basic understanding and interest in biology and (patho)-physiology, written and verbal communication skills", "remoteFriendly" : true, "workSiteFlexibility" : "Hybrid", "rawDescription" : "ROLE SUMMARY The Pharmacometrics & Systems Pharmacology (PSP) group is seeking a highly motivated quantitative scientist to support the Internal Medicine portfolio through the application of model-informed drug development (MIDD). This role will use pharmacometrics, systems pharmacology, and/or quantitative biology approaches to inform decision-making across drug discovery and clinical development. The successful candidate will contribute to the development and application of quantitative models to support and accelerate the discovery and development of novel therapeutics. This individual will work in multidisciplinary teams to design studies, interpret data, and guide strategy using mechanistic and/or data-driven modeling approaches. Candidates from diverse quantitative backgrounds, including pharmacometrics, systems pharmacology, applied mathematics, engineering, statistics, or related disciplines will be considered. KEY RESPONSIBILITIES: Quantitative Modeling & Simulation: \\- Develop and apply pharmacometric and/or mechanistic QSP models to support translational and clinical drug development \\- Perform quantitative analyses including (as appropriate): \\- Population PK/PD modeling \\- Exposure-response modeling (semi-mechanistic to empirical) \\- Disease progression modeling \\- Model-based meta-analysis \\- Systems pharmacology / mechanistic modeling \\- Integrate diverse data sources (preclinical, clinical, literature, biomarkers) for model development and validation \\- Integrate artificial intelligence into data workflows and analytics Model-Informed Drug Development (MIDD) \\- Contribute to the development and execution of MIDD strategies across programs \\- Inform key decisions including: \\- Dose and regimen selection \\- Study design and optimization \\- Go/no-go decisions \\- Identify opportunities where modeling can enhance understanding of efficacy, safety, and disease biology Cross-Functional Collaboration \\- Partner closely with clinical pharmacology, statistics, clinical, translational, and biology teams \\- Serve as a quantitative expert on multidisciplinary project teams \\- Communicate modeling results and insights to technical and non-technical stakeholders Scientific Leadership \\- Contribute to internal scientific strategy and methodological innovation \\- Prepare high-quality technical reports, presentations, and regulatory documentation \\- Author or contribute to scientific publications and external presentations \\- Mentor junior scientists and contribute to best practices in quantitative pharmacology **BASIC QUALIFICATIONS:** \\- 0-3+ years post Ph.D. (or equivalent e.g. Pharm.D., or M.D.) in: \\- Pharmacometrics, Pharmacokinetics/Pharmacodynamics, Systems Pharmacology \\- Applied Mathematics, Engineering, Physics, Statistics \\- Computational Biology, Mathematical Biology, or related quantitative discipline \\- Demonstrated experience in quantitative modeling and simulation applied to biological or clinical systems \\- Proven ability to work effectively in multidisciplinary teams **PREFERRED QUALIFICATIONS:** \\- Postdoctoral research experience strongly preferred \\- Experience in metabolic diseases preferred (obesity, type 2 diabetes etc) \\- Experience applying MIDD approaches in pharmaceutical or biotechnology settings \\- Expertise in one or more of the following: \\- NONMEM, Monolix, or similar population modeling tools \\- R, Julia, MATLAB, Python, or equivalent computational platforms \\- Knowledge of drug development processes (preclinical to clinical)[VS3] -Basic understanding and strong interest in biology and (patho)-physiology \\- Strong written and verbal communication skills CANDIDATE PROFILE We are seeking a scientifically curious, collaborative, and impact-driven individual who: \\- Brings strong quantitative rigor and problem-solving ability \\- Is comfortable working across modeling paradigms (mechanistic and statistical) \\- Can translate complex analyses into actionable insights \\- Thrives in a fast-paced, team-oriented research environment IMPACT This role will directly contribute to advancing innovative therapies in Internal Medicine by enabling data-driven, model-informed decisions that improve the efficiency, robustness, and success of drug development programs. Work Location Assignment: Hybrid #LI-PFE The annual base salary for this position ranges from $106,000.00 to $176,600.00. In addition, this position is eligible for participation in Pfizer’s Global Performance Plan with a bonus target of 15.0% of the base salary and eligibility to participate in our share based long term incentive program. We offer comprehensive and generous benefits and programs to help our colleagues lead healthy lives and to support each of life’s moments. Benefits offered include a 401(k) plan with Pfizer Matching Contributions and an additional Pfizer Retirement Savings Contribution, paid vacation, holiday and personal days, paid caregiver/parental and medical leave, and health benefits to include medical, prescription drug, dental and vision coverage. Learn more at Pfizer Candidate Site – U.S. Benefits | (uscandidates.mypfizerbenefits.com). Pfizer compensation structures and benefit packages are aligned based on the location of hire. The United States salary range provided does not apply to Tampa, FL or any location outside of the United States. Relocation assistance may be available based on business needs and/or eligibility. Candidates must be authorized to be employed in the U.S. by any employer. U.S. work visa sponsorship (such as TN, O-1, H-1B, etc.) is not available for this role now or in the future. **Sunshine Act** Pfizer reports payments and other transfers of value to health care providers as required by federal and state transparency laws and implementing regulations. These laws and regulations require Pfizer to provide government agencies with information such as a health care provider’s name, address and the type of payments or other value received, generally for public disclosure. Subject to further legal review and statutory or regulatory clarification, which Pfizer intends to pursue, reimbursement of recruiting expenses for licensed physicians may constitute a reportable transfer of value under the federal transparency law commonly known as the Sunshine Act. Therefore, if you are a licensed physician who incurs recruiting expenses as a result of interviewing with Pfizer that we pay or reimburse, your name, address and the amount of payments made currently will be reported to the government. If you have questions regarding this matter, please do not hesitate to contact your Talent Acquisition representative. **EEO & Employment Eligibility** Pfizer is committed to equal opportunity in the terms and conditions of employment for all employees and job applicants without regard to race, color, religion, sex, sexual orientation, age, gender identity or gender expression, national origin, disability or veteran status. Pfizer also complies with all applicable national, state and local laws governing nondiscrimination in employment as well as work authorization and employment eligibility verification requirements of the Immigration and Nationality Act and IRCA. Pfizer is an E-Verify employer. This position requires permanent work authorization in the United States. Pfizer endeavors to make [www.pfizer.com/careers](http://www.pfizer.com/careers) accessible to all users. If you would like to contact us regarding the accessibility of our website or need assistance completing the application process and/or interviewing, please email [disabilityrecruitment@pfizer.com](mailto:disabilityrecruitment@pfizer.com). This is to be used solely for accommodation requests with respect to the accessibility of our website, online application process and/or interviewing. Requests for any other reason will not be returned. Medical", "summaryDescription" : "Pharmacometrician & Systems Pharmacologist at Pfizer. Skills: Pharmacometrics, Systems Pharmacology, Quantitative modeling, Model-informed drug development. Develop and apply pharmacometric models. 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Across market sectors; Across local offices; Across regional offices; Within a team; Across disciplines", "projectManagementSkills" : [ "Project leadership" ], "domainKnowledge" : "Interiors design; Architecture design; Healthy environments; Occupant well-being", "domainList" : [ "interiors-design", "architecture-design", "healthy-environments", "occupant-well-being" ], "domainSpecificKnowledge" : [ "Interiors design", "Architecture design", "Healthy environments", "Occupant well-being" ], "toolProficiency" : [ "Adobe Creative Suite", "Revit", "Rhino", "Enscape", "Bluebeam" ], "communicationSkills" : "Client presentations", "continuousLearning" : "Growing your craft", "innovationCreativity" : "Novel ideas", "problemSolvingSkills" : "Solve complex design challenges", "outcomesObjectives" : "Deliver groundbreaking projects; Successful completion of multiple projects", "qualificationsBasic" : "Professional Registration/Licensure at the local level", "qualificationsPreferred" : "Active member in industry associations, Sustainability Credentials/Accreditations/Certificates, Experience with Adobe Creative Suite, Experience with Revit, Experience with Rhino, Experience with Enscape, Experience with Bluebeam, Health experience, Science experience, Higher Education experience, Civic experience", "remoteFriendly" : false, "rawDescription" : "At HDR, our employee-owners are fully engaged in creating a welcoming environment where each of us is valued and respected, a place where everyone is empowered to bring their authentic selves and novel ideas to work every day. As we foster a culture of inclusion throughout our company and within our communities, we constantly ask ourselves: What is our impact on the world? Watch Our Story: ' https://www.hdrinc.com/our-story' Each and every role throughout our organization makes a difference in our ability to change the world for the better. Read further to learn how you could help make great things possible not only in your community, but around the world. We believe architecture is more than designing buildings, it’s about providing solutions to societal challenges and creating stronger, more vibrant communities. As part of our Architecture practice at HDR, you’ll contribute to the design and delivery of spaces and experiences that advance community well-being around the world. From healing environments and learning spaces to research labs and civic landmarks and infrastructure, your work will directly influence how individuals experience the world around them. We bring together architects, planners, designers, and technical experts to solve complex design challenges with creativity, curiosity, and collaboration. From championing design excellence with an emphasis on resilience and sustainability to pioneering innovative building technologies, your contributions will leave a lasting impact on the built environment. This isn’t just a job, it’s a chance to drive meaningful change and help define the future of our communities. HDR is seeking a Principal, Interiors to join our growing team and continue the legacy of delivering creative design solutions that enhance the health and human condition for our clients and communities. HDR is home to world-class expertise, and the Principal will act as the key connection to these capabilities for our clients. A Principal upholds the highest standards of design excellence and innovation, with an entrepreneurial approach to Interiors and Architecture as an integrated component of the firm's overall design strategy. Responsibilities include collaborating across disciplines, market sectors, and local and regional offices to deliver groundbreaking projects. The role involves leading project teams, promoting design excellence and engaging with client leadership and stakeholders, developing professional networks, pursuing new business opportunities, growing your craft, mentoring talent, and providing leadership to project teams and individuals. As Principal you will lead by example, inspire your team and actively promote our collaborative culture. Principal, Interiors at HDR will participate in the following: Partner with Interiors and Office Leadership to support operational plans and processes that meet project excellence goals. Participate in strategic marketing pursuits, client interviews and presentations to Win New Projects/Clients. Advocate for improvement and maintenance of project excellence. Serve as a Role Model and Mentor , positively motivating, challenging, inspiring and developing others to pursue Design Excellence. Schedule and sponsor Formal and Informal Design Reviews . Establish and support Office Environments and cultures that promote Design Excellence and HDR's brand. Promote HDR to potential candidates and assist with the interview process for new hires when appropriate. Lead Design, Technical and Management objectives with a commitment to the successful completion of multiple projects, in alignment with HDR's Design Philosophy. Display Technical Knowledge related to creation and completion of documents and details across all phases of a project. Advocate for Sustainable approaches and practices that promote healthy environments and the well-being of occupants. Collaborate and Co-create ideas and concepts within a team, and across disciplines in the successful delivery of projects at all scales and complexity. Preferred Qualifications Professional Registration/Licensure at the local level Active member in industry associations Sustainability Credentials/Accreditations/Certificates in the country you reside Experience with Adobe Creative Suite, Revit, Rhino, Enscape, Bluebeam Stronger consideration will be given to candidates with Health, Science, Higher Education and/or Civic experience We provide a comprehensive benefits package that promotes employee ownership, employee health, performance, and success, which includes medical, dental, vision, short and long-term disability, life insurance, an employee assistance program, paid time away, parental leave, paid holidays, a retirement savings plan with employer match, employee referral bonus and tuition reimbursement. 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We’re committed to creating category-leading enterprise software that unleashes that power. To make that happen, we need people who are curious, self-propelled, generous, and genuine. People who love being part of a fast-moving, fast-thinking growth company. And people who care—about each other, about UiPath, and about our larger purpose. Could that be you? Your mission As enterprises transition to be AI-ready, their business processes are becoming a significant focus. UiPath has been building momentum in this space and has become a market leader in several categories. As part of our evolution, we are innovating at a rapid pace, designing new experiences that extend from the developer to business worker. UiPath is seeking a visionary, highly skilled Principal Designer to join our dynamic company. As a Principal Designer, you will play a critical role in shaping the design direction of our products and ensuring that our user experiences are intuitive, engaging, and aligned with our business goals. You will lead design initiatives, mentor designers, and collaborate with cross-functional teams to deliver outstanding design solutions. Above all, you will inspire everyone around you through your design vision for UiPath and how it comes to life. We are a global team that enjoys working both remotely and in the office. We work closely with Product Managers to create forward-thinking, user-centered designs that align with business goals. We are huge fans of sticky notes, whiteboard sketching, and immersing ourselves in customer feedback. What you'll do at UiPath Product - Design the next generation of AI-forward workflow and automation tools - Define and drive design strategy for products, ensuring alignment with business objectives and user needs - Provide leadership and mentorship to the global design team - Foster a culture of creativity, collaboration, and continuous improvement - Advocate for user-centered designs, ensuring user needs and feedback are at the forefront of decisions. - Elevate the visual design of the products you support - Collaborate closely with product managers, engineers, and other stakeholders to develop and execute design solutions that meet project requirements and timelines - Design Excellence: Ensure the highest standards of design quality and consistency across all products and platforms, from conceptualization to final delivery - Innovation: Stay current with industry trends, emerging technologies, and design best practices, and leverage this knowledge to drive innovation and excellence in design - Project Management: Manage multiple design projects simultaneously, ensuring timely delivery and effective communication with stakeholders People & Culture - Comfortably lead and inspire - Create opportunities for designers to grow and flourish - Provide guidance, oversight, and mentorship to the team - Set expectations and help to promote a fun, highly collaborative team culture - Proactively identify and resolve impediments - Foster cross-functional collaboration (e.g., with Engineering & Product Management) What you'll bring to the team - 8+ years of product design experience required - Bachelor's degree in product design, communication design, or equivalent - Experience designing with AI tools like Claude Code or Codex - Highly proficient in Figma - Excellent written and oral communication skills with the ability to engage successfully with many different stakeholders and product leaders - Solid understanding of cross platform design systems and technical frameworks - Project management skills to prioritize design needs and ensure successful project completion - Experience in business automation or enterprise software is a plus, but not a requirement #LI-MH1 Maybe you don’t tick all the boxes above—but still think you’d be great for the job? Go ahead, apply anyway. Please. Because we know that experience comes in all shapes and sizes—and passion can’t be learned. Many of our roles allow for flexibility in when and where work gets done. Depending on the needs of the business and the role, the number of hybrid, office-based, and remote workers will vary from team to team. Applications are assessed on a rolling basis and there is no fixed deadline for this requisition. The application window may change depending on the volume of applications received or may close immediately if a qualified candidate is selected. We value a range of diverse backgrounds, experiences and ideas. We pride ourselves on our diversity and inclusive workplace that provides equal opportunities to all persons regardless of age, race, color, religion, sex, sexual orientation, gender identity, and expression, national origin, disability, neurodiversity, military and/or veteran status, or any other protected classes. Additionally, UiPath provides reasonable accommodations for candidates on request and respects applicants' privacy rights. To review these and other legal disclosures, visit our privacy policy https://www.uipath.com/legal/trust-and-security/privacy-policy.", "summaryDescription" : "Principal Designer at UiPath. Skills: Product design, User experience, Design strategy. Design next generation AI-forward workflow and automation tools. Define and drive design strategy for products", "createdAt" : "2026-06-16T00:29:48.404", "lastUpdated" : "2026-06-16T11:33:44.741", "ingestTimestamp" : "2026-06-16T00:29:48.404", "mongoId" : "6a306e31f292fd229cfdd33a", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryAnnualMin" : 192000, "salaryAnnualMax" : 240000, "salaryBand" : "150k-200k", "hasSalary" : true, "allSkills" : [ "Workflow design", "Automation tools", "Leadership", "Mentoring", "Product design", "User experience", "Design strategy", "Visual design", "Design systems", "Project management", "AI-forward workflow", "Enterprise software", "Figma" ], "skillCount" : 13, "jobCategory" : "product", "jobSubcategory" : "design", "seniorityLevel" : "Lead", "dataQualityScore" : 0.8888889, "_score" : 452.91483, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "Technology", "llmIndustryConfidence" : 0.98 }, { "id" : "6a305a74f292fd229cf5158a", "title" : "Preschool Principal", "company" : "Children’s Treehouse", "industry" : "Education", "salary" : { "min" : 65000.0, "max" : 95000.0, "currency" : "USD", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "The estimated salary is based on market data for a Mid-level, Managerial Preschool Principal in Garland, United States within the Education industry, adjusted for company size and location." }, "location" : "3317 W Buckingham Rd., Garland, Texas, United States", "locations" : [ "3317 W Buckingham Rd.", "Garland", "Texas", "United States" ], "certifications" : [ "CPR", "First Aid" ], "timestamp" : "2026-06-16T09:03:42.108", "fingerprint" : "98ae077c6fa2fcc2db647387acc6aa28befe4571d3ce2d1713d65818a1903c0e", "source" : "greenhouse", "language" : "en", "applyUrl" : "https://job-boards.greenhouse.io/childrenstreehouse/jobs/5165016007", "externalId" : "5165016007", "industryFunction" : { }, "structuredLocations" : [ { "city" : "Garland", "state" : "Texas", "country" : "United States", "continent" : "na", "source" : "llm", "workMode" : "onsite", "geo" : "32.9126240,-96.6388833" } ], "locationText" : "Garland, Texas, United States", "minimumEducation" : "Associate's", "experienceMinYears" : 3, "experienceMaxYears" : 5, "experienceLevel" : "Mid", "professionalSkills" : [ "School administration", "Operational setting" ], "hardSkillsList" : [ "Curriculum implementation", "Budget management", "State licensing regulations", "Accreditation standards", "Compliance requirements", "CPR", "First Aid" ], "softSkillsList" : [ "Leadership" ], "hardSkills" : [ { "name" : "Curriculum implementation", "level" : "intermediate" }, { "name" : "Budget management", "level" : "intermediate" }, { "name" : "State licensing regulations", "level" : "intermediate" }, { "name" : "Accreditation standards", "level" : "intermediate" }, { "name" : "Compliance requirements", "level" : "intermediate" }, { "name" : "CPR", "level" : "intermediate" }, { "name" : "First Aid", "level" : "intermediate" } ], "softSkills" : [ { "name" : "Leadership" } ], "majorSkills" : "School operations, Team development, Enrollment growth, Compliance management", "majorSkillsList" : [ "School operations", "Team development", "Enrollment growth", "Compliance management" ], "coreResponsibilities" : "Lead all aspects of school operations, Create a safe, nurturing, and high-quality environment, Set the vision for your school, Build a positive, student-centered culture, Drive enrollment and retention, Engage families and community, Hire, coach, and develop your team, Build a high-performing, engaged staff, Ensure full compliance with licensing, health, and safety, Maintain a well-run, secure facility, Oversee curriculum implementation, Monitor student outcomes, Manage resources and budget, Drive school performance, Lead your team daily, Partner with families daily, Shape a positive school experience daily", "teamCollaboration" : "Partner with families; Lead your team; Build relationships with staff; Build relationships with families; Build relationships with community partners", "domainKnowledge" : "Early childhood education; Child development; State licensing regulations; Accreditation standards", "domainList" : [ "early-childhood-education", "child-development", "state-licensing-regulations", "accreditation-standards" ], "domainSpecificKnowledge" : [ "Early childhood education", "Child development", "State licensing regulations", "Accreditation standards" ], "communicationSkills" : "Interpersonal skills", "continuousLearning" : "Ongoing professional development", "problemSolvingSkills" : "Solution-oriented approach", "specialRequirements" : "Pass background check", "outcomesObjectives" : "Drive enrollment and retention; Build a high-performing staff; Drive school performance", "qualificationsBasic" : "Associate's or Bachelor's degree in ECE, Child Development, Education, or related field OR equivalent education and experience, 3-5 years leadership experience in early childhood education, school administration, or similar operational setting, Meet all state-specific Director qualifications and credentialing requirements, Meet all state-specific education, certification, licensing, and regulatory requirements, Pass a background check, Complete ongoing professional development", "qualificationsPreferred" : "Bachelor's degree in ECE, Child Development, Education, or related field, Previous teaching experience in early childhood education, Demonstrated progression into leadership roles", "workSiteFlexibility" : "Onsite", "rawDescription" : "Who Are We? Children’s Treehouse is an established, state licensed center that is committed to investing in our staff and developing a caring, friendly community of educators and learners. It is our mission to grow independent and confident, compassionate individuals. Our dedication to creating a stimulating and enriching environment for students and teachers alike makes us an amazing place to work! ABOUT THE ROLE As Principal, you’ll be responsible for the overall success of your school, leading operations, developing your team, and driving enrollment and performance. You’ll ensure a safe, compliant environment while delivering high-quality experience for children, families, and staff. WHAT YOU WILL DO Lead all aspects of school operations to create a safe, nurturing, and high-quality environment for children and staff Set the vision for your school and build a positive, student-centered culture aligned with organizational standards Drive enrollment and retention through strong family relationships, community engagement, and local outreach Hire, coach, and develop your team to build a high-performing, engaged staff Ensure full compliance with licensing, health, and safety requirements while maintaining a well-run, secure facility Oversee curriculum implementation, monitor student outcomes, and manage resources and budget to drive strong school performance Each day is an opportunity to lead your team, partner with families, and shape a positive school experience. WHAT WE’RE LOOKING FOR We’re seeking strong, people-focused leaders who are passionate about early childhood education and developing high-performing teams. You’ll be a great fit if you: Lead with integrity, accountability, and a strong commitment to keeping children safe Build strong, trusting relationships with staff, families, and community partners Prioritize a safe, secure, and nurturing environment where children can learn and thrive Are organized and able to manage multiple priorities with confidence and clarity Create a positive, inclusive, and high-performing team culture Take a proactive, solution-oriented, and adaptable approach in a dynamic environment Qualifications: Associate’s or Bachelor’s degree in Early Childhood Education (ECE), Child Development, Education, or a related field OR combination of equivalent education and experience. Minimum 3–5 years of leadership experience in early childhood education, school administration, or a similar operational setting. Previous teaching experience in early childhood education preferred, with demonstrated progression into leadership roles. Deep understanding of state licensing regulations, accreditation standards, and compliance requirements. Must meet all state-specific Director qualifications and credentialing requirements. Must meet all state-specific education, certification (including CPR/First Aid, where required), licensing, and regulatory requirements, including the ability to pass a background check and complete ongoing professional development. Exceptional communication and interpersonal skills, with the ability to build meaningful relationships with families, staff, and the community. WHAT YOU’LL GET Competitive pay (based on experience and location) Paid time off (PTO) and holiday pay Discounted childcare Medical, dental, and vision benefits Option to purchase various voluntary insurance plans 401(k) options Ongoing leadership development and career growth opportunities Why Join Us? If you're seeking a rewarding career where you can make a difference every day, we invite you to apply. Join our team and become a part of our mission to create a bright and promising future for every child in our care. Apply now and embark on a fulfilling journey of making a positive impact, one child at a time!", "summaryDescription" : "Preschool Principal at Children’s Treehouse. Skills: School operations, Team development, Enrollment growth, Compliance management. Lead all aspects of school operations. 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In general, looking for former/current systematic traders and quant researchers / analysts: * Experts in systematic strategies across equities, equity derivatives and multi-asset (index and single-name listed and OTC options, futures, etc); * Strong research hygiene: signal research, feature engineering, robust backtesting across horizons, realistic frictions and clear validation; * Ability to combine market intuition with statistical learning to create and maintain differentiated proprietary datasets and models (unique data collection, cleaning, normalisation, mapping, signal construction and production pipelines) that are hard to replicate and deliver repeatable edge; * Strong writing and communication skills: able to articulate and defend research views clearly in published insights and in discussions with institutional clients; Example of deliverables: * Actionable trade and investment ideas based on statistically validated signals and market intuition; * Factor, risk premia and alpha research; * Event-driven and catalyst frameworks (earnings, guidance, corporate actions, index changes, macro prints) with empirical edge and playbooks; * Cross-asset linkages and regime work (risk-on/off, inflation, rates sensitivity, liquidity, positioning and flows); You will also be expected to offer a high-touch service for select institutional clients ## Qualifications * Extensive research, trading or investment experience for institutional clients (8 yrs+); * Demonstrated quantitative track record and evidence of proprietary work (datasets, models, tooling, strategy research); * Ability to write differentiated insights for professional investors (structured, concise, defensible). ## Additional Information All your information will be kept confidential according to EEO guidelines.", "summaryDescription" : "Independent Quantitative Analyst at Smartkarma. 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to institutional asset managers, such as sovereign wealth funds, hedge funds, pension funds, boutiques and family offices. Smartkarma’s cloud-based platform leverages the latest in technology to provide a network for independent research analysts to curate and monetize research in an innovative and new way. * Independent analysts covering more than 4,000 companies now contribute to Smartkarma’s cloud-based platform. * Insights are published daily with active minute-by-minute discussions, where themes and ideas are debated, discussed and questioned among a community of experts, in real time. * Over 200 leading institutional asset managers have subscribed, including sovereign wealth funds, global asset managers, hedge funds, boutiques and family offices, worldwide. * Our top 10 clients alone have over $14 trillion under management. Our investors include Sequoia Capital, Singapore Exchange (SGX), Wavemaker Partners, Jungle Ventures and Spring Seed. Only applications on Smartkarma's website (https://www.smartkarma.com/home/insight-providers/) will be accepted. In general, looking for former/current systematic traders and quant researchers / analysts: * Experts in systematic strategies across equities, equity derivatives and multi-asset (index and single-name listed and OTC options, futures, etc); * Strong research hygiene: signal research, feature engineering, robust backtesting across horizons, realistic frictions and clear validation; * Ability to combine market intuition with statistical learning to create and maintain differentiated proprietary datasets and models (unique data collection, cleaning, normalisation, mapping, signal construction and production pipelines) that are hard to replicate and deliver repeatable edge; * Strong writing and communication skills: able to articulate and defend research views clearly in published insights and in discussions with institutional clients; Example of deliverables: * Actionable trade and investment ideas based on statistically validated signals and market intuition; * Factor, risk premia and alpha research; * Event-driven and catalyst frameworks (earnings, guidance, corporate actions, index changes, macro prints) with empirical edge and playbooks; * Cross-asset linkages and regime work (risk-on/off, inflation, rates sensitivity, liquidity, positioning and flows); You will also be expected to offer a high-touch service for select institutional clients ## Qualifications * Extensive research, trading or investment experience for institutional clients (8 yrs+); * Demonstrated quantitative track record and evidence of proprietary work (datasets, models, tooling, strategy research); * Ability to write differentiated insights for professional investors (structured, concise, defensible). ## Additional Information All your information will be kept confidential according to EEO guidelines.", "summaryDescription" : "Independent Quantitative Analyst at Smartkarma. Skills: Quantitative analysis, Systematic trading, Proprietary datasets, Proprietary models. Create proprietary datasets. Maintain proprietary datasets", "postedDate" : "2026-06-12T05:56:19.000", "createdAt" : "2026-06-14T04:53:26.861", "lastUpdated" : "2026-06-15T09:27:07.096", "ingestTimestamp" : "2026-06-14T04:53:26.861", "mongoId" : "6a2c9f8b74d8ee00a09a00a3", "processingStatus" : "llm_updated", "llmProcessingStatus" : true, "salaryBand" : "100k-150k", "hasSalary" : false, "allSkills" : [ "Systematic strategies", "Equity derivatives", "Multi-asset strategies", "Options trading", "Futures trading", "Statistical validation", "Empirical edge", "Risk-on/off analysis", "Inflation analysis", "Rates sensitivity", "Liquidity analysis", "Positioning analysis", "Flows analysis", "Market intuition", "Statistical learning", "Quantitative analysis", "Systematic trading", "Proprietary datasets", "Proprietary models", "Signal research", "Feature engineering", "Backtesting", "Data collection", "Data cleaning", "Data normalization", "Signal construction", "Trade ideas", "Investment ideas", "Factor analysis", "Risk premia", "Alpha generation", "Event-driven frameworks", "Catalyst frameworks", "Cross-asset linkages", "Regime work", "Equities", "Multi-asset", "Listed options", "OTC options", "Futures", "Index changes", "Macro prints", "Risk-on/off regimes", "Inflation regimes", "Liquidity", "Positioning", "Flows", "Bloomberg Terminal", "Reuters Eikon", "FactSet" ], "skillCount" : 50, "jobCategory" : "finance", "jobSubcategory" : "accounting", "seniorityLevel" : "Senior", "dataQualityScore" : 1.0, "_score" : 444.4527, "daysOld" : 3, "hasLocation" : true, "hasGeo" : true, "llmIndustry" : "FinTech", "llmIndustryConfidence" : 0.95 }, { "id" : "6a2c979d74d8ee00a0992900", "title" : "Independent Quantitative Analyst", "company" : "Smartkarma", "industry" : "Financial Services", "salary" : { "min" : 100000.0, "max" : 150000.0, "currency" : "GBP", "frequency" : "yearly", "is_estimated" : true, "estimation_basis" : "Market baseline for a Senior Independent Quantitative Analyst in London, UK, adjusted for the FinTech industry and company size." }, "location" : "London, England, United Kingdom", "locations" : [ "London", "England", "United Kingdom" ], "timestamp" : "2026-06-15T12:55:57.227", "fingerprint" : "a6fda4640b2e3b60eee7da4785e5602f7e5f5cb1fb7ab6df32022d0a1214f4ff", "source" : "smartrecruiters", "language" : "en", "applyUrl" : "https://jobs.smartrecruiters.com/Smartkarma/744000131818369-independent-quantitative-analyst", "externalId" : "744000131818369", "industryFunction" : { }, "structuredLocations" : [ { "city" : "London", "state" : "England", "country" : "United Kingdom", "continent" : "eu", "source" : "llm", "workMode" : "onsite", "geo" : "51.5074456,-0.1277653" } ], "locationText" : "London, England, United Kingdom", "employmentType" : "FULL_TIME", "experienceMinYears" : 5, "experienceMaxYears" : 10, "experienceLevel" : "mid", "technicalSkills" : "Python, R, MATLAB, SQL", "professionalSkills" : [ "Systematic strategies", "Signal research", "Feature engineering", "Backtesting", "Market intuition", "Statistical learning", "Data collection", "Data cleaning", "Data normalization", "Mapping", "Signal construction", "Production pipelines", "Trade ideas", "Investment ideas", "Factor research", "Risk premia", "Alpha generation", "Event-driven frameworks", "Catalyst frameworks", "Cross-asset linkages", "Regime work" ], "hardSkillsList" : [ "Quantitative analysis", "Statistical analysis", "Financial modeling", "Risk management", "Trading strategy" ], "softSkillsList" : [ "Communication skills" ], "hardSkills" : [ { "name" : "Quantitative analysis", "level" : "intermediate" }, { "name" : "Statistical analysis", "level" : "intermediate" }, { "name" : "Financial modeling", "level" : "intermediate" }, { "name" : "Risk management", "level" : "intermediate" }, { "name" : "Trading strategy", "level" : "intermediate" } ], "softSkills" : [ { "name" : "Communication skills" } ], "majorSkills" : "Systematic trading, Quantitative research, Financial instruments, Data analysis", "majorSkillsList" : [ "Systematic trading", "Quantitative research", "Financial instruments", "Data analysis" ], "coreResponsibilities" : "Create proprietary datasets, Maintain proprietary datasets, Create proprietary models, Maintain proprietary models, Articulate research views, Defend research views, Publish insights, Discuss research views, Offer high-touch service", "teamCollaboration" : "Discussions with institutional clients", "domainKnowledge" : "Equities; Equity derivatives; Multi-asset; Index options; Single-name options; OTC options; Futures; Risk-on; Risk-off; Inflation; Rates sensitivity; Liquidity; Positioning; Flows", "domainList" : [ "equities", "equity-derivatives", "multi-asset", "index-options", "single-name-options", "otc-options", "futures", "risk-on", "risk-off", "inflation", "rates-sensitivity", "liquidity", "positioning", "flows" ], "domainSpecificKnowledge" : [ "Equities", "Equity derivatives", "Multi-asset", "Index options", "Single-name options", "OTC options", "Futures", "Risk-on", "Risk-off", "Inflation", "Rates sensitivity", "Liquidity", "Positioning", "Flows" ], "toolProficiency" : [ "Bloomberg Terminal", "Reuters Eikon", "FactSet", "Murex", "Calypso" ], "communicationSkills" : "Published insights; Discussions", "problemSolvingSkills" : "Statistical learning", "outcomesObjectives" : "Actionable trade ideas; Actionable investment ideas; Statistically validated signals; Market insights; Factor research; Risk premia research; Alpha research; Empirical edge; Cross-asset linkages; Regime work", "qualificationsBasic" : "Extensive research experience, Trading experience, Investment experience, 8+ years experience, Demonstrated quantitative track record, Evidence of proprietary work, Ability to write differentiated insights", "qualificationsPreferred" : "Former systematic traders, Quant researchers, Quant analysts", "remoteFriendly" : true, "workSiteFlexibility" : "Flexible", "rawDescription" : "Smartkarma connects independent investment research analysts to institutional asset managers, such as sovereign wealth funds, hedge funds, pension funds, boutiques and family offices. Smartkarma’s cloud-based platform leverages the latest in technology to provide a network for independent research analysts to curate and monetize research in an innovative and new way. * Independent analysts covering more than 4,000 companies now contribute to Smartkarma’s cloud-based platform. * Insights are published daily with active minute-by-minute discussions, where themes and ideas are debated, discussed and questioned among a community of experts, in real time. * Over 200 leading institutional asset managers have subscribed, including sovereign wealth funds, global asset managers, hedge funds, boutiques and family offices, worldwide. * Our top 10 clients alone have over $14 trillion under management. Our investors include Sequoia Capital, Singapore Exchange (SGX), Wavemaker Partners, Jungle Ventures and Spring Seed. Only applications on Smartkarma's website (https://www.smartkarma.com/home/insight-providers/) will be accepted. In general, looking for former/current systematic traders and quant researchers / analysts: * Experts in systematic strategies across equities, equity derivatives and multi-asset (index and single-name listed and OTC options, futures, etc); * Strong research hygiene: signal research, feature engineering, robust backtesting across horizons, realistic frictions and clear validation; * Ability to combine market intuition with statistical learning to create and maintain differentiated proprietary datasets and models (unique data collection, cleaning, normalisation, mapping, signal construction and production pipelines) that are hard to replicate and deliver repeatable edge; * Strong writing and communication skills: able to articulate and defend research views clearly in published insights and in discussions with institutional clients; Example of deliverables: * Actionable trade and investment ideas based on statistically validated signals and market intuition; * Factor, risk premia and alpha research; * Event-driven and catalyst frameworks (earnings, guidance, corporate actions, index changes, macro prints) with empirical edge and playbooks; * Cross-asset linkages and regime work (risk-on/off, inflation, rates sensitivity, liquidity, positioning and flows); You will also be expected to offer a high-touch service for select institutional clients ## Qualifications * Extensive research, trading or investment experience for institutional clients (8 yrs+); * Demonstrated quantitative track record and evidence of proprietary work (datasets, models, tooling, strategy research); * Ability to write differentiated insights for professional investors (structured, concise, defensible). ## Additional Information All your information will be kept confidential according to EEO guidelines.", "summaryDescription" : "Independent Quantitative Analyst at Smartkarma. Skills: Systematic trading, Quantitative research, Financial instruments, Data analysis. Create proprietary datasets. 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