Quantitative Developer | Trading Team

At Jump Trading Group, we are dedicated to pioneering research and pushing the limits of scientific knowledge in the realms of Mathematics, Physics, and Computer Science. Our mission is to apply groundbreaking research to the global financial markets. We foster a unique culture that values innovation, creativity, intellectual honesty, and a competitive spirit, all while emphasizing collaboration and mutual respect. Here, we believe that our collective success is built on the individual talents of our team members.With a commitment to excellence, we integrate world-class talent, robust infrastructure, and an intense focus on research to develop and enhance trading strategies across various asset classes and time horizons. Our involvement in the competitive and rapidly evolving equities market is facilitated through diverse business operations. Our researchers collaborate on projects that delve into specific market opportunities, latency variations, and diverse research methodologies, including Machine Learning and Deep Learning. Our collaborative environment strikes a balance between focused expertise and the flexibility to explore innovative ideas without rigid hierarchies.We are currently seeking experienced Quantitative Developers to join our dynamic “mixed frequency” research team, where project horizons range from minutes to days. This fast-paced, flat structure empowers each team member while expecting high levels of performance and engagement in our global research and development efforts.

Galaxy Digital Services is a global company focused on digital assets and advanced data center infrastructure. Based in New York City, the team builds products and services that support finance and artificial intelligence, with a strong emphasis on blockchain technology and digital asset innovation. The company operates across North America, Europe, the Middle East, and Asia, serving institutions, startups, and developers who are shaping the future of Web3 and AI. Under the leadership of CEO and Founder Michael Novogratz, Galaxy Digital Services brings together deep crypto expertise and institutional experience. The platform covers trading, investment banking, asset management, staking, self-custody, and tokenization technology, as well as investments in high-performance data center infrastructure for AI and computing needs in the United States. More information about the company's businesses and products is available at www.galaxy.com. Our Values Strive for Excellence. Be Selective for Greater Impact. Align Closely, Operate Freely. Embrace Open Disagreement. Foster Independent Decision-Making. Assemble Exceptional Teams. Role overview The Vice President of Quantitative Development will join the Crypto trading desk in New York City. This role focuses on collaborating with traders, quantitative analysts, and developers to design, implement, and refine market-making and quantitative trading strategies. The work environment values innovation, rapid iteration, and teamwork. Requirements Extensive experience in software development and quantitative analysis Strong understanding of financial markets, especially in FX and Crypto trading Ability to work closely with cross-functional teams to deliver trading solutions Your profile The ideal candidate brings a track record of technical proficiency and a collaborative approach. Success in this position requires a deep background in both programming and quantitative finance, with a focus on the unique challenges of digital asset markets.

About MonacoExperience lightning-fast execution and unmatched institutional depth with Monaco. Our platform, crafted by seasoned Wall Street professionals and innovative crypto builders from top-tier institutions, offers a comprehensive trading ecosystem for spot, perpetual contracts, and prediction markets. Our state-of-the-art execution engine is designed with a focus on performance, compliance, and capital efficiency, uniting diverse asset classes into a seamless trading experience. More than just an exchange, Monaco is establishing the future of a global trading network.The RoleWe are seeking a Lead Quantitative Developer to spearhead the design and implementation of systematic risk management frameworks. In this pivotal role, you will be responsible for the architecture, execution, and upkeep of Monaco's central risk engines across various products and asset classes. This is a unique opportunity to collaborate closely with our founders and contribute to delivering an unparalleled trading experience.Key ResponsibilitiesDirect the design and development of the core risk engine, including a sophisticated multi-instrument margining system that integrates both crypto and real-world assets.Influence the design and expansion of additional products (e.g., Decentralized Options Vaults, iterative looping vaults) with a priority on risk management.Who You AreOver 6 years of experience in systematic trading and/or quantitative development roles, particularly across diverse asset classes including both crypto and traditional markets.A thorough understanding of crypto market microstructure (including oracle design) and the risk management frameworks employed in existing centralized and decentralized exchanges, alongside traditional finance models (such as VaR, SPAN, SIMM).Proficient in Rust programming language.A proactive individual capable of generating ideas and executing them while maintaining a solid grasp of technical intricacies.Bonus qualifications:Previous experience on an exchange risk management team.Knowledge of low-level architecture and hardware optimization.

Join Kirin as a Quantitative Research Intern focusing on the exciting field of prediction markets. This role offers a unique opportunity to immerse yourself in trading strategies while working with live capital. You will have the autonomy to make impactful decisions and witness the direct results of your efforts in a dynamic environment.Key Responsibilities:Create, evaluate, and deploy quantitative trading strategies across US equities and cryptocurrency markets.Oversee trading operations, including executing trades in real-time, managing risks, and determining position sizes.Continuously enhance and optimize existing algorithms to boost trading performance.Conduct market analyses to uncover profitable trading opportunities using statistical and machine learning techniques.Produce regular performance reports and articulate insights effectively to the team.Qualifications:Strong foundation in quantitative analysis, algorithmic trading, and statistical modeling.Proficiency in programming languages such as Python, TypeScript, Go, or Rust.Demonstrated interest or experience in cryptocurrency trading and/or US equity markets.Familiarity with trading platforms, data analysis tools, and understanding of market microstructure.Exceptional problem-solving abilities with a keen eye for detail.Capable of working independently and making swift decisions in high-pressure situations.Compensation Structure:Participate in a transparent profit-sharing model where you will trade using the company's capital, aligning your incentives directly with performance outcomes.

Quick FactsRole: Quantitative ResearcherLocation: 5 days/week @ NYC HQBase Salary: $200K to $325KEquity: Competitive initial grant plus annual performance-based bonusesAbout MomentMoment is at the forefront of developing innovative trading and portfolio management technology. Our flagship product suite encompasses high-throughput market data pipelines, automated smart order routing algorithms, real-time portfolio ledgering and position tracking, as well as advanced portfolio optimization techniques.Founded in 2023 by a dynamic team of quantitative traders and researchers from Citadel and Jane Street, we have successfully secured over $100 million in funding from notable investors including Andreessen Horowitz and Index Ventures. Our technology supports critical operations for financial institutions managing assets exceeding $8 trillion.The Research Team at Moment tackles complex challenges such as:Executing over 100K variable portfolio optimizations within seconds.Creating machine learning models to predict relative value and future performance of fixed income securities.Formulating risk models to assess the tracking error across portfolios.Developing AI agents to conduct credit research, construct custom portfolios, and automate essential portfolio management functions.You're a Great Fit If...You are a quantitative researcher or trader, with a willingness to consider strong candidates from other fields.You possess a bachelor's degree or PhD in Mathematics, Physics, Statistics, Economics, or Computer Science.You have experience writing production-ready code in Python.You are resourceful and eager to tackle challenges.You enjoy collaborating closely with clients; at Moment, researchers also act as product managers.Preferred QualificationsExperience in fixed income quantitative research.Familiarity with numerical optimization techniques.Knowledge of factor and risk models.Experience with Polars.Proficiency in machine learning pipelines.Experience with multi-modal LLMs.BenefitsHealth Insurance401k

Join Hudson River Trading (HRT) as a Mid-Frequency Quantitative Researcher, where you will play a pivotal role in the development of systematic trading strategies that leverage cutting-edge statistical methodologies across diverse datasets. You will implement innovative trading models driven by unique market behavior predictions while utilizing HRT's state-of-the-art research and trading infrastructure. As a vital member of our dynamic team, you will actively engage in all facets of strategy development, including alpha generation, portfolio optimization, and the design of trade execution algorithms. Your responsibilities will encompass not only prototyping and researching various strategy components but also coding to bring your concepts to life. A passion for programming is essential for success in this role.

At Noise Trading, we redefine market creation by tapping into the nuances of culture and social attention. Our innovative platform establishes the world's first financial contracts based on attention, ensuring perpetual liquidity, narrowing spreads, and fostering deep, efficient markets that remain adaptable to the ever-evolving conversation landscape. By succeeding in our mission, we aspire to become the backbone of liquid attention.Our dynamic team operates from SoHo, New York City, leveraging advanced technology and creative strategies to lead in this new frontier.Key ResponsibilitiesManage and enhance our proprietary trading systems to secure consistent and scalable returns.Implement rigorous risk-management strategies: adjust parameters, monitor for anomalies, and enforce necessary controls.Analyze real-time market data, adapt trading strategies as needed, and collaborate closely with our technology teams.Prepare and present detailed trading reports and post-trade analyses.Recognize system limitations, propose innovative enhancements, and devise next-generation trading strategies.QualificationsBachelor’s degree in a STEM field (e.g., Mathematics, Engineering, Computer Science); we encourage recent graduates to apply.Demonstrated analytical skills, comfort with ambiguity, and a methodical approach to problem-solving.Familiarity with programming or scripting languages such as Python, C++, or equivalent.Outstanding communication abilities, a quick learner, and strong self-management skills.Preferred: Experience in competitive strategy environments like gaming, poker, or chess.We offer a competitive full-time salary range of $108,000-$120,000, plus performance bonuses. This complies with New York City's Pay Transparency Law. Full-time employees at Noise Trading also qualify for additional compensation elements, including equity and benefits based on the role.

Join Gauntlet, a pioneer in quantitative research and optimization of decentralized finance (DeFi) economics. We specialize in managing market risk, optimizing growth, and ensuring the economic integrity of protocols that facilitate the majority of spot trading, borrowing, and lending activities within the DeFi space. Our commitment is to protect and enhance the largest protocols and networks, building institutional-grade vaults that provide risk-adjusted on-chain yields for capital at scale, crafted by some of the sharpest quantitative minds in the crypto industry, guided by extensive research.As of November 2025, we proudly manage over $2 billion in total value locked (TVL) across our vaults and optimize risk and incentives for over $42 billion in customer TVL. Our cutting-edge research continuously shapes our risk models, alerts, and analysis, making us one of the most cited institutions in the realm of DeFi, including among academic circles. Operating as a Series B company, we are home to approximately 75 talented employees, embracing a remote-first approach with a primary base in New York City.At Gauntlet, we harness automated risk models and off-chain intelligence to create institutional-grade vaults that deliver scalable, risk-adjusted DeFi yields. Our curated strategies span platforms such as Morpho, Drift, Symbiotic, and Aera, with a robust portfolio of Prime, Core, and Frontier vaults.Our mission is to foster understanding and adoption of future financial systems. We operate with the discipline of seasoned traders and the skepticism of risk managers: sizing trades carefully, applying rigorous stress testing, and executing decisions decisively. We believe that transparency is key: the label, package, and contents must align perfectly, ensuring no surprises—only dependable, predictable vaults.As a Senior Software Engineer on our derivatives trading team, you will play a pivotal role in developing the core infrastructure that powers our product offerings and trading systems. Collaborating with a team rich in experience across technology and finance, you will help build the backbone of our high-performance derivatives trading strategies. This role places you close to trading operations, allowing you to take ownership of critical infrastructure from end to end and to deploy systems that manage real capital in active crypto markets.

About Us:At FalconX, we are a pioneering team dedicated to transforming institutional access to the cryptocurrency markets. With our operations positioned at the crossroads of traditional finance and advanced technology, we tackle the most pressing challenges in the industry. Navigating the digital asset market can be intricate and disjointed, characterized by a lack of products and services that support diverse trading strategies and liquidity akin to traditional financial markets. FalconX serves as a comprehensive solution for all digital asset strategies, empowering our clients with seamless navigation through the constantly evolving cryptocurrency landscape.Location: New York City | Team: Trading Technology | Employment Type: Full-TimeAs a market leader in serving hedge funds, asset managers, and financial institutions, we are in the process of building a next-generation platform that facilitates high- and low-touch trading workflows across spot, derivatives, and structured products.Your Role:We are seeking a highly skilled Senior Trading Systems Developer with extensive experience in low-latency Java and/or Rust. You will be responsible for architecting and developing our cutting-edge trading applications and execution platform, which will be pivotal in supporting complex electronic trading algorithms, including automated market making and quantitative trading strategies. Your work will involve core components that are integral to our execution stack, such as market-data ingestion, order management, risk checks, session control, and high-throughput venue connectivity.In this role, you will design and create scalable, low-latency components that maintain resilience under heavy loads and are tightly integrated with our execution stack and internal trading frameworks.Key Responsibilities:Develop low-latency services on Aeron, including OMS/EMS components, market-data pipelines, and venue gateway connectivity.Integrate with exchange APIs utilizing FIX, REST, WebSocket, and venue-specific protocols.Model intricate order lifecycles, state machines, and execution workflows into robust, observable, fault-tolerant services.Design and maintain SBE message schemas and facilitate high-throughput message-bus communication on Aeron.Oversee the complete software development lifecycle (SDLC) for your domain: design, test, deploy, and monitor.Collaborate closely with quant, trading, infrastructure, and data teams to guarantee the execution stack operates effectively.

Vola Dynamics stands at the forefront of software innovation and research in advanced options analytics. Our renowned volatility fitting tools and high-speed option pricing engines set the benchmark for industry standards, empowering leading hedge funds, proprietary trading firms, market makers, and global banks to make informed decisions.As a Quantitative Researcher, you will delve into pioneering challenges in volatility modeling and options valuation, covering both vanilla and exotic options across diverse asset classes. You will implement your innovative solutions using a state-of-the-art C++ and Python library relied upon by the most elite market participants. Joining a rapidly expanding team, your contributions will yield immediate and significant impacts.This role represents one of the most exhilarating opportunities in the field of quantitative finance today.

Comity develops financial frameworks aimed at supporting the next generation of energy systems. The team’s mission centers on improving reliability, transparency, and efficiency in energy, with a long-term vision for fully renewable and autonomous systems. Statistical learning and convex optimization form the backbone of their technical approach. The company’s leadership includes Stanford alumni and professionals with expertise in complex systems, machine learning, and structured finance, drawing on experience from organizations such as Apple, Bluevine, Affirm, Square, and Google. Comity is backed by investors including Maverick Ventures and Caffeinated Capital. Offices are located in Chicago, New York City, and San Francisco. Role overview This Quantitative Researcher position centers on portfolio optimization for Comity’s power trading strategies. The role is based in New York. Early team members have a direct hand in shaping portfolio design, research priorities, technology choices, and company culture. What you will do Create information systems to monitor and guide multi-strategy, market-specific autonomous trading systems. Establish acceptance criteria for new trading strategies. Partner with risk management to conduct risk assessments and quantitative risk modeling. Collaborate with software engineers, quantitative researchers, and finance teams to bring new assets to market and reach business objectives. Requirements Experience managing P&L as a quantitative portfolio manager. Strong foundation in applied mathematics, probability, statistics, and numerical algorithms. Knowledge of optimization techniques used in finance. Proficiency in programming, particularly Python. Graduate degree in mathematics, statistics, machine learning, computer science, physics, or a related quantitative discipline. Strong communication and collaboration skills.

Hudson River Trading (HRT) is seeking a dedicated Electronic Trading Support Engineer to join our dynamic Trade Operations (TradeOps) team in New York City, with opportunities in Austin, Chicago, and Dublin. This pivotal role involves managing our state-of-the-art electronic trading environment, renowned for its efficiency and robustness. You will be responsible for configuring, monitoring, and optimizing trading systems, addressing risk, regulatory requirements, and development tasks. The TradeOps team is committed to automating procedures and preparing for unexpected challenges. Your responsibilities will range from debugging processes to ensure timely market openings, to making critical decisions balancing compliance, risk, and profitability during trading hours, as well as implementing new trading strategies smoothly.

Hudson River Trading (HRT) stands as a premier quantitative trading and investment firm, renowned for our innovative strategies across multiple asset classes. At the heart of our achievements is our powerful compute cluster, the backbone of our trading strategies that continuously evolve and excel.We invite creative and analytical minds to join our team as a Storage Developer. In this pivotal role, you will enhance the data storage libraries and tools utilized by our Research teams, driving the development of state-of-the-art trading strategies. Your journey will involve deep exploration of C++ and advanced storage solutions, all while working at scale to facilitate groundbreaking research. Collaborate with a team of talented developers who are eager to push the limits of technology and make a significant impact.

Role Overview The City of New York is hiring a Director of Trade Shop to lead operations in New York City. This position guides the trade shop team, focusing on operational quality and service efficiency. Key Responsibilities Oversee day-to-day operations of the trade shop Develop and implement tactical plans to meet service goals Manage budgets and track resource allocation Promote continuous improvement across all trade shop activities What We’re Looking For Proven experience in trade management Strong leadership and team-building skills Focus on operational excellence and quality standards Ability to drive efficiency and foster improvement

At Trexquant, a cutting-edge systematic hedge fund, we leverage a multitude of statistical algorithms to navigate global equity, futures, and other markets. Our approach harnesses extensive datasets to create comprehensive feature sets, utilizing advanced machine learning techniques to unearth trading signals and integrate them into market-neutral portfolios. We are actively seeking talented individuals from diverse backgrounds, including data science, physics, engineering, economics, and programming, to pioneer the next wave of machine learning strategies that adeptly forecast the movements of liquid financial assets.As a Quantitative Researcher, you will engage in the development of market-neutral signals, meticulously parse and analyze large datasets, and collaborate with the Data and Strategy Research team to construct a variety of predictive models. While we welcome expertise across all asset classes, our immediate focus lies on equities, futures, commodities, and event-driven research.

About Bridgewater AssociatesBridgewater Associates is a leading asset management firm dedicated to providing innovative insights and collaboration for the most discerning global institutional investors.Our investment approach is grounded in a relentless desire to comprehend the intricacies of global markets and economies, utilizing cutting-edge technology to validate and implement age-old, universal investment principles.Founded in 1975, we pride ourselves on a culture of independent thought and a steadfast commitment to excellence. By nurturing an environment of openness, transparency, and inclusivity, we aim to decipher the most complex issues in investment strategy, management, and corporate culture.For more information about Bridgewater, please visit our website.

Join Hudson River Trading (HRT) as a Risk Engineer and become a vital part of our Risk team in the vibrant city of New York. In this dynamic role, you will play a key part in developing our risk function and managing all risk aspects faced by HRT. Immerse yourself in the thrilling, fast-paced world of electronic trading while collaborating with exceptionally skilled professionals across various sectors of the business. This role presents a unique challenge with a broad scope across HRT's global trading operations. The ideal candidate is highly driven, eager to quickly grasp new concepts, and possesses a strong understanding of the critical role of risk management in a trading context. You should feel equally at ease working independently or as part of a team.

Compensation: $120k – $170k + meaningful equityAbout the RoleJoin Onyx Odds as a Data Analyst specializing in Trading and Operations. This position is pivotal in leveraging data to enhance our trading strategies and operational efficiency within the dynamic world of sports prediction.Your ResponsibilitiesTrading AnalyticsAnalyze odds, lines, and market movements to inform trading decisions.Create and manage dashboards to track trading performance and risk levels.Identify trends and anomalies in sports data to uncover opportunities.Develop models and tools aimed at enhancing pricing accuracy and operational efficiency.Collaborate with the trading team to optimize strategies using data-driven insights.Operations AnalyticsMonitor and report on essential operational metrics across our platform.Examine user behavior, transaction processes, and overall platform performance.Pinpoint bottlenecks and inefficiencies, proposing actionable improvements.Support forecasting and capacity planning initiatives.Maintain data integrity and accuracy within operational systems.Cross-Functional CollaborationWork alongside product, engineering, and finance teams to align data-driven insights with business objectives.

PatientPoint is a digital health company focused on improving patient experiences and outcomes. The team works to influence patient behaviors and drive positive change in healthcare environments. This role supports PatientPoint’s mission to reach millions of patients nationwide. Role Overview The Trade Shows & Events Manager will lead the planning and execution of trade shows and events for the Client Solutions division. This position is central to PatientPoint’s customer engagement, acquisition, and retention strategies. The manager will work closely with the VP of Events to select which events to attend, define objectives for each, and set the performance metrics that measure success. Main Responsibilities Collaborate with the VP of Events and the Client Solutions Marketing and Sales teams to develop the overall event strategy. Location This position is based in New York City, NY.

About Five RingsFive Rings is a pioneering proprietary trading firm dedicated to blending strategy, innovation, and technology to navigate today’s dynamic global markets. With offices located in New York, Boca Raton, London, and Amsterdam, we engage in a diverse array of domestic and international trading activities, spanning both well-established and niche markets. Our team perpetually seeks new opportunities, meticulously evaluates their risks and rewards, and develops innovative strategies and tools to capitalize on them.We foster an open culture that promotes the sharing of knowledge and ideas across all departments of the firm.LINK: Trading Systems Development Intensive ProgramThis program is designed for current sophomores (second-year university students).Where: Five Rings Headquarters, New York City, NYWhen: August 10th - 14th, 2026This Summer 2026, Five Rings will conduct an immersive, 5-day workshop focusing on the design and development of trading systems technologies. Utilizing our advanced C++ and Python development environment on Linux and guided by our experienced software developers, participants will explore a wide spectrum of topics, including network protocol stacks, distributed systems, C++23, and the fundamentals of automated trading system programming. We invite current sophomores to apply for this intensive experience at our Brookfield Place office in New York City.