Quantitative Researchers at Xantium are responsible for researching and developing mathematical models used to identify investment and trading opportunities in the global financial markets.

The process is collaborative, involving direct access to and guidance from senior quantitative portfolio managers and engineers with years of experience across all major markets. Our Quantitative Researchers learn a range of skills including various research
techniques as well as how to work with different types of data, markets and asset classes. 

Examples of responsibilities include:

• Analyzing and evaluating financial and alternative datasets
• Researching existing and developing new techniques in machine learning
• Researching, developing and implementing quantitative trading signals/models
• Developing and maintaining modeling infrastructure
• Supporting production trading operations

Quantitative Researcher applicants should have a PhD (or equivalent) that involved intense mathematics or statistics. We may consider candidates without PhDs, provided they can demonstrate strong competitive math backgrounds and strong academic records

Compensation: Quantitative Researchers in New York can expect to earn $175,000 to $225,000+ base. Total compensation for all Quantitative Researchers also includes a large annual bonus which is guaranteed in year one and based on employee and firm performance thereafter.

At Xantium, our Quantitative Developers build software and frameworks that power our quantitative trading. Quantitative Developer responsibilities vary depending on the team and scope. These individuals may have Research Engineer, Software Developer, or other titles elsewhere. The common thread for our Quantitative Developers is strong programming combined with quantitative acumen

Projects for a Quantitative Developer may include:

• Providing fast market data to a trading system
• Building an integrated research and execution framework for fast predictors
• Creating simulation and research frameworks in a cloud environment
• Providing a robust research framework for a new asset class

Our tech stack is a blend of Python and C++ that runs both on-prem and in the cloud.

Compensation:  Quantitative Developers in New York can expect to earn $175,000 to $225,000+ base.  Total compensation for all Quantitative Developers also includes a large annual bonus which is guaranteed in year one and based on employee and firm performance thereafter.

Quantitative Volatility Traders (QVTs) collaborate with developers and researchers to implement Xantium's derivatives trading strategies. Their roles require established Python coding skills, strong mental math, and developed market intuition.

Initial responsibilities include trading system monitoring and improvement; some roles also involve individual trade execution and support. Over time and with guidance from senior team members, all QVTs grow to better understand how the range of Xantium’s volatility strategies are developed and optimized.

We are seeking multiple QVTs for a rapidly growing team. At this time, candidates with derivatives experience in the following underlying asset types are particularly attractive: equities (single name and index), commodities, and fixed income.

All applicants should have:

• 1-3+ years of fulltime experience trading derivatives or developing options trading systems
• Bachelor’s degree (or higher) in hard sciences (e.g., mathematics, computer science, physics, engineering, etc.)
• Strong Python coding skills

Compensation: Quantitative Volatility Traders in New York can expect to earn $150,000 to $225,000+ base. Total compensation for all Quantitative Volatility Traders also includes a large annual bonus which is guaranteed in year one and based on employee and firm performance thereafter.

Orchestrade Specialist

Xantium is building a brand-new post-trade platform – this fast-paced, greenfield project is a top initiative for the firm.

We are seeking a highly skilled professional with a blend of technical and financial expertise to join our Operations Software Engineering team as an Orchestrade Specialist. This role involves collaborating with developers and finance teams to build and manage complex financial systems, and ensuring the seamless migration to the Orchestrade platform.

Key responsibilities include:

• Collaborate with developers and finance teams to integrate Orchestrade with other enterprise systems.
• Oversee the deployment, administration and maintenance of the Orchestrade system, ensuring high availability and performance.
• Implement and optimize financial models, curves, and risk analytics within the Orchestrade environment.
• Conduct system performance monitoring, troubleshooting, and implement improvements.
• Provide technical support and training to end-users, enhancing their ability to leverage the Orchestrade platform effectively.
• Stay abreast of industry trends and technological advancements to keep our systems at the forefront of financial technology.

Requirements:

• Bachelor's degree in Computer Science, Finance, Engineering, or a related field.
• Strong hands-on experience with Orchestrade
• Proficiency in programming and scripting languages (e.g., Python, SQL) for automation and system integration.
• Experience with C#/.NET for Orchestrade customization is a plus.
• Strong understanding of financial instruments, risk analytics, and market data.
• Excellent analytical and problem-solving skills.
• Strong communication and interpersonal skills, with the ability to work collaboratively across departments

Compensation: Orchestrade Specialist in New York can expect to earn $150,000 to $225,000+ base.  Total compensation for all Orchestrade Specialist also includes a large annual bonus which is guaranteed in year one and based on employee and firm performance thereafter.