Quantitative Traders

Location: New York City (Trading floor access available; NYC-based strongly preferred)

Quantitative traders at Quantitative Strategies Group develop, test, and refine systematic trading strategies, monitor risk, and iterate on performance. Work is self-directed, with accountability to firm-wide risk standards and disciplined capital constraints. Capital is allocated dynamically and is expected to be productive. If results do not justify continued deployment, capital may be reduced or reallocated over time.

This role is intended for individuals who want to build a long-term trading business within a proprietary trading firm and who are comfortable being evaluated primarily on results, process quality, and risk management. There are no guaranteed timelines, outcomes, or compensation.

QSG provides trading floor access in our NYC office, including dedicated seats for traders who utilize the office consistently and visitor desks for traders who are in periodically. While traders have autonomy over their workflow, we have found that traders who utilize the office consistently tend to progress faster due to tighter feedback loops around risk, capital allocation, infrastructure, and live trading decisions. For that reason, we strongly prefer candidates who plan to be NYC-based and utilize the office regularly.

Remote arrangements are limited and considered case-by-case. They are typically appropriate only after a trader has demonstrated sustained performance and the ability to operate independently within QSG’s risk and operational framework.

• Being evaluated primarily on profitability and risk-adjusted performance over time
• Having capital reduced or reallocated if results do not justify continued deployment
• Working without a formal training program or guaranteed progression
• Taking full ownership of research decisions, failures, and outcomes
• Iterating quickly and discarding ideas that do not perform
   

• Strong proficiency in Python, SQL, .NET, or similar languages used for research and trading
• Strong quantitative, analytical, academic, or professional background
• Demonstrated independent interest in markets through research, modeling, backtesting, or strategy development
• Ability to operate independently with accountability to QSG’s risk and operational framework
• No conflicting non-compete, confidentiality, or non-disclosure agreements
• Work authorization: Must be authorized to work in the United States without employer sponsorship now or in the future. QSG does not provide visa sponsorship. If, assuming your status does not change, you would require sponsorship at any point to continue working in the U.S., you are not eligible.
   

In addition, candidates should demonstrate at least one of the following:

• Strong machine learning background, ideally applied to financial or time-series data
• Experience designing and implementing a quantitative trading strategy, including research, backtesting, and evaluation under realistic assumptions
   

Please submit your resume along with a brief personal overview describing your quantitative background, interest in trading, and any relevant research, strategies, or ideas. Attach all materials as a single PDF.

Selected candidates may be asked to complete a short candidate project. Based on that work, a subset of candidates will be invited to interviews.

• Structure: Independent contractor arrangement
• QSG trades firm capital and fully backs its traders. Traders do not contribute personal capital.
• Compensation (NYC pay transparency): Base pay/rate range: $0–$0 per year. Additional compensation is performance-based profit share based on net trading profits; no guaranteed compensation.