Quantitative Researcher in New York City | Shape Multi-Million Dollar Trading Strategies

We are seeking a brilliant and driven Quantitative Researcher to join our elite team at Apex Quantitative Strategies. In this core role, you will directly design, test, and deploy the sophisticated statistical and machine learning models that drive our global trading profits. This is a rare opportunity to see your research translated into real-time capital markets action with immediate, measurable impact.

About the Role

You will operate at the intersection of academic theory and pragmatic finance. Your primary mission is to discover and operationalize new sources of alpha—uncorrelated, predictive signals—across global equities, futures, and foreign exchange markets. You will own the full research lifecycle: from hypothesis generation and data acquisition (including alternative datasets) to rigorous backtesting, simulation, and eventual deployment into our production trading infrastructure. Collaboration is key; you will work closely with portfolio managers, software engineers, and other researchers in a meritocratic, idea-driven culture.

Your Daily Impact Will Include:

• Conducting deep exploratory data analysis on massive, complex datasets.
• Building and iterating on predictive models using advanced statistics, time series analysis, and machine learning.
• Writing clean, efficient, and robust code (primarily in Python and C++) to test strategies in a high-performance research environment.
• Critiquing your own work and others’ through a rigorous, scientific lens to ensure statistical validity and robustness.
• Presenting research findings and strategy proposals to the investment committee.

Requirements

We are targeting individuals with a proven aptitude for abstract reasoning and a passion for solving incredibly difficult problems. The bar is high, but the rewards reflect that.

Essential Qualifications:

• Education: PhD (or exceptional Master’s) in a quantitative discipline such as Computer Science, Statistics, Mathematics, Physics, or Electrical Engineering from a top-tier university.
• Experience: 2+ years of professional quantitative research experience, ideally within a hedge fund, prop trading firm, or high-frequency trading environment. Exceptional recent PhD graduates will also be considered.
• Technical Skills: Mastery of Python (NumPy, pandas, scikit-learn) for research and analysis. Strong proficiency in C++ or Java for performance-critical implementation. Expert-level knowledge of statistical inference, probability theory, and econometrics.
• Mindset: Intrinsic curiosity, relentless drive, and the ability to thrive in a fast-paced, ownership-focused setting. You must be a clear communicator capable of explaining complex methodologies.

Nice-to-Have Attributes:

• Prior experience with large-scale, low-latency trading systems.
• Familiarity with major financial data vendors (Bloomberg, Refinitiv) and alternative data sources.
• Publications in top-tier academic journals or conference proceedings.
• Experience with cloud computing platforms (AWS, GCP) and distributed computing frameworks.

Compensation & Benefits

We believe in exceptional compensation for exceptional talent. Your total reward reflects your direct contribution to the firm’s success.

Salary Range

Estimated Total Annual Compensation: $250,000 – $500,000+ USD

This package comprises a competitive base salary and a substantial performance-based bonus tied directly to the profitability of the strategies you develop. For researchers at the peak of their game, total compensation has no upper bound.

World-Class Benefits Package:

• Comprehensive health, dental, and vision insurance with 100% premium coverage for you and your dependents.
• Generous 401(k) match and profit-sharing plan.
• Flexible time off policy and a culture that respects deep work.
• Annual continuing education and conference stipend.
• State-of-the-art office in Manhattan with premium amenities, catered lunches, and a collaborative, low-ego environment.
• Relocation assistance for exceptional candidates from outside the New York metropolitan area.

Our Culture & The Apex Difference

Apex Quantitative Strategies is not a typical finance firm. We are a collective of scientists and engineers obsessed with finding truth in data. We operate with radical transparency, flat hierarchies, and a singular focus on intellectual rigor. There are no unnecessary meetings, no corporate bureaucracy—just the best tools, the cleanest data, and the freedom to pursue your most innovative ideas. You will be surrounded by peers who challenge you and elevate your work every day. This is for those who want to build a legacy, not just a resume.

If you are a world-class problem solver who is motivated by the prospect of turning complex mathematical insights into millions of dollars in trading revenue, we want to hear from you. Please submit your CV, a cover letter detailing your most proud research project, and (optionally) a link to your GitHub or academic publications for our confidential review.