Quantitative Systematic Trader - PhD: 2026
On-siteSydney, New South Wales, Australia
Job Summary
Investigate ideas by immersing in market data, leveraging mathematics, statistics, and programming to discover patterns that transform into trading signals. Run signals through our backtesting environment to assess performance, then work with technologists to embed profitable strategies into electronic trading systems. Actively monitor real-time performance in financial markets and collaborate with researchers and strategists to collect feedback and brainstorm new projects. Participate in a comprehensive orientation covering options pricing, proprietary datasets, and data analysis techniques, followed by unlimited discussion opportunities on the trading floor.
Required Qualifications
- PhD in a quantitative field such as Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, or Economics
- Solid, analytical problem-solving skills
- Excellent logical reasoning
- Strong communication skills in a fast-paced and/or highly collaborative environment
- Experience writing code to process and analyze large sets of data, especially in Python
Desired Qualifications
- Experience in C++ or other low level programming languages
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