About Akuna:  

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models.  

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London and Singapore. 

What you’ll do as a SOFR Options Trader at Akuna: 

We are seeking an experienced electronic options trader to join our SOFR desk. This is a mid-to-senior level role with a clear path to full desk ownership for the right candidate. You will be responsible for making markets and managing risk across CME SOFR options while collaborating with our floor team to maximize profitability.   

You will work at the intersection of trading, technology, and quantitative research. Akuna’s SOFR desk combines systematic pricing infrastructure with trader judgment – you’ll be expected to manage your positions decisively while actively contributing to the automation and tooling that drives the desk’s edge forward. This is a role for someone who takes genuine ownership, brings intellectual curiosity to every aspect of the business, and thrives in a high-performance, collaborative environment. In this role, you will: 

• Profitably manage a SOFR options portfolio with full responsibility for P&L and dynamic risk management within prescribed limits
• Make two-sided markets across the SOFR options complex (SR3, S0, S2), maintaining disciplined risk across the curve
• Develop and refine volatility surface models, term structure analysis, and hedging strategies in close collaboration with our quant and technology teams
• Identify structural opportunities and flow-driven inefficiencies in the short-end rates market and act on them decisively
• Partner with our technology team to evaluate, improve, and expand the automated trading infrastructure underpinning the desk – including contributing directly to strategy logic, parameter optimization, and signal development
• Analyze desk data and market microstructure to continuously improve pricing, execution quality, and risk-adjusted returns
• Contribute to the broader Akuna trading community through cross-desk collaboration, knowledge sharing, and mentorship of junior traders 

Qualities That Make Great Candidates: 

• 2+ years of experience trading SOFR, Eurodollar, or short-term interest rate options in an electronic market making environment, with clear P&L accountability
• Deep understanding of options theory – Greeks, vol surface construction, term structure dynamics, and interest rate curve relationships
• Proven risk management discipline: comfortable managing positions under pressure and across varied market regimes
• Entrepreneurial self-starter who takes initiative and acts decisively, with a strong sense of ownership over their book and their desk’s performance
• Technically engaged: able to analyze data, optimize parameters, and work hands-on with trading systems.
• Bachelor’s degree in Engineering, Economics, Statistics, Mathematics, Computer Science, Actuarial Science, or a related quantitative field
• Strong quantitative and analytical instincts, with the ability to react quickly and accurately to rapidly changing market conditions
• Collaborative mindset: able to communicate clearly and efficiently with quant researchers, technologists, and risk managers while fostering productive relationships across the firm
• Detail-oriented and rigorous in approach, with a drive to continuously learn and improve 
• The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role

Additional Experience We Value: 

• Specific experience with CME SR3 market microstructure and electronic liquidity provision
• Familiarity with swap curve dynamics, OIS, Fed Funds, or broader fixed income context
• Experience building or improving trading tools, pricing models, or automation in Python, C++, or similar
• Track record of mentorship 

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

IMC Americas, Inc. has multiple openings for Trader (REQ#4461664101) in Chicago, IL and Brooklyn, NY.

Your Core Responsibilities

• Develop, maintain, and enhance mathematical models, strategies, and trading system components for quantitative proprietary trading in collaboration with developers (10%).
• Independently design and implement changes to trading models, strategies, and systems from end-to-end, including conceiving of proposed changes, creating a testing plan, and performing tests, and implementing changes (15%).
• Analyze, interpret, and model financial, economic, and industry data to optimize trading and maximize revenue generation using existing internal tools (15%).
• Create custom analysis tools for use at the firm to perform research beyond available analysis tools (5%).
• Prepare and present high-quality financial analysis and reports following IMC global guidelines (15%).
• Perform daily operational tasks on the trading desk, ensuring systems are running correctly and escalating as needed to designated contacts (15%).
• Supervise and mentor graduate traders and interns (10%).
• Train graduate traders through the firm's traineeship (5%).
• Contributing to planning and prioritization decisions of future projects on their trading desk (5%).
• Monitoring and managing a trading firm's risk exposure (5%).

Partial telecommuting permitted. Multiple positions available. Requisition Number: 4461664101

Your Skills and Experience

This position requires a Bachelor's degree, or foreign equivalent, in Mathematics, Econometrics, Computer Science, Financial Engineering, Physics, or similarly quantitative and mathematical field and one (1) year of experience in the job offered or a related position.

Must have experience in the following skills:

• Developing, maintaining, and enhancing mathematical models, strategies, and trading system components for quantitative proprietary trading in collaboration with developers;
• Operating trading strategies through a range of market circumstances, having a thorough understanding of risk at any point in time;
• Rolling out and verifying new features on trading strategies;
• Managing a trading firm's risk exposure;
• Using Python and python coding libraries, including Pandas, NumPy, and SciPy to assist in quantitative analysis; and
• Experience trading products and navigating compliance regulations in trading markets. 

Requires FINRA Certifications: (1) SIE and (2) Series 57.

#LI-DNI

Your Core Responsibilities

• Collaborate with Traders to evaluate and enhance the performance of IMC’s existing proprietary trading models using advanced mathematical and analytical methods.
• Design quantitative methods to gather and analyze historical market data, trading statistics or new data sources and use the result of that research as the basis for new trading strategies.
• Translate trading strategies into mathematical models, algorithms, and other complex computational programs to realize the combined vision of the trading team.
• Build custom computational data analysis tools to explore new quantitative research ideas; design mathematical models to test, visualize and refine trading ideas before implementation.
• Apply rigorous analytical and quantitative techniques to solve complex problems presented by new and existing proprietary trading strategies.
• Coordinate with developers to implement new and improved quantitative trading models and launch them into production on IMC’s proprietary trading platform.
• Conduct all quantitative trading research, development, and implementations according to internal best practices to keep IMC’s trading ecosystem logical and consistent.

Partial telecommuting permitted. Multiple positions available. Requisition Number: 4453348101

Your Skills and Experience

This position requires a Masters degree, or foreign equivalent, in finance, financial mathematics, financial engineering, computational mathematics or similarly quantitative and mathematical field and six (6) months of experience in the job offered or a quantitative and mathematical role or a related position.

Must have demonstrated experience in each of the following skill(s): 

• Application of analytical and quantitative techniques to solve complex problems
• Design and implementation of mathematical models and algorithms;
• Development and use of computational data analysis tools for research
• Statistical programming techniques and best practices;
• Financial theory, financial mathematics, or financial engineering.

Skills can be gained concurrently or as part of education curriculum, co-op, or internship.

#LI-DNI

Your Core Responsibilities

• Collaborate with Traders to evaluate and enhance the performance of IMC’s existing proprietary trading models using advanced mathematical and analytical methods.
• Design quantitative methods to gather and analyze historical market data, trading statistics or new data sources and use the result of that research as the basis for new trading strategies.
• Translate trading strategies into mathematical models, algorithms, and other complex computational programs to realize the combined vision of the trading team.
• Build custom computational data analysis tools to explore new quantitative research ideas; design mathematical models to test, visualize and refine trading ideas before implementation.
• Apply rigorous analytical and quantitative techniques to solve complex problems presented by new and existing proprietary trading strategies.
• Coordinate with developers to implement new and improved quantitative trading models and launch them into production on IMC’s proprietary trading platform
• Conduct all quantitative trading research, development, and implementations according to internal best practices to keep IMC’s trading ecosystem logical and consistent.

Partial telecommuting permitted. Multiple positions available.

Quantitative Researcher (Requisition ID: 4453347101)

Your Skills and Experience

This position requires a PhD, or foreign equivalent, in Finance, Financial Mathematics, Financial Engineering, Statistics, Computational Mathematics or similarly quantitative and mathematical field.

Must have demonstrated experience in each of the following skill(s):

• Application of analytical and quantitative techniques to solve complex problems;
• Designing and implementing mathematical models and algorithms, including linear modeling, convex optimization, and numerical methods for large-scale data and parameter estimation;
• Developing and using computational data analysis tools for research;
• Statistical programming techniques (including Python or C++) and designing and executing independent quantitative research projects, including formulation of hypotheses, development of models, empirical testing, and clear documentation of results;
• Time series analysis, applied statistics, and theoretical mathematics (such as probability, measure theory/real analysis, and linear algebra);
• Implementing algorithms, conducting data analysis, and building research pipelines using numerical and scientific computing libraries (such as NumPy, pandas, SciPy) and version control (such as Git);
• Experience with time series modeling and forecasting, including stochastic processes and state-space or related frameworks, such as applied to real-world data; and
• Conducting literature reviews and replicating and extending prior work with methodological rigor and reproducibility.

#LI-DNI

AIR’s Employment & Economic Opportunity Program is seeking a Quantitative Researcher to work on research projects to improve education, training, and workforce opportunities for youth and adults. This position will support a portfolio of federally, state, and philanthropically funded research and evaluation projects focused on education, workforce development, and economic opportunity, including large‑scale studies, evaluations, and analytic initiatives serving federal agencies, states, and national partners. 

The Researcher will play a key role in the design, execution, data analysis, and dissemination of rigorous applied research. The role is well‑suited for a collaborative researcher who combines strong analytic skills with the ability to translate complex findings into clear, actionable products for diverse audiences.

This position has the flexibility to work remotely within the United States (U.S.) or from one of AIR’s U.S. office locations. This does not include U.S. territories. 

About AIR:

Founded in 1946 and headquartered in Arlington, Virginia, the American Institutes for Research (AIR) is a nonpartisan, not-for-profit organization that conducts behavioral and social science research and delivers technical assistance to address some of the most pressing challenges in the United States and globally. We generate evidence and apply data-driven solutions that expand opportunities and improve lives for all.

The Role

Quantitative research is a key driver of innovation at CTC and one of the pillars upon which our firm is built. As a Quantitative Researcher, you’ll operate near the tip of the spear in a collaborative, dynamic environment. This includes close partnership with other researchers, traders, and engineers on quantitative problem-solving, trading strategy generation, back-testing, statistical analysis, and system design. Our environment of collaborative innovation and intellectual curiosity allows us to share in our victories while continually challenging ourselves to stretch the limits of our creativity. Take advantage of this opportunity to apply the scientific method to business problems as part of one of our Quant teams at CTC! 

We prioritize team matching at the outset of our hiring process, thoughtfully considering which of our two teams (Vol Overlay or Delta Force) offers the best fit for each candidate’s strengths and interests while also aligning to the firm’s highest priority needs. 

What We’re Looking For   

We are seeking a Quantitative Researcher who can seamlessly blend academic rigor with practical application in our fast-paced trading environment. This individual will partner with our Trading and Technology teams to strengthen, scale, and evolve the firm's trading capabilities. The ideal candidate will possess a unique combination of analytical prowess, programming skills, and eye for business, driving innovation and results in quantitative finance. 

Responsibilities 

• Analyze market data to come up with economic and microstructure hypotheses 
• Build predictive and explanatory models to describe financial markets 
• Add revenue by applying thorough research processes to real life business problems 
• Contribute to ongoing improvement of research and trading infrastructure 

Qualifications 

• PhD in Science or Engineering fields (e.g. Statistics, Mathematics, Applied Mathematics, or Operations Research) 
• Proven ability to conduct independent, high-quality research 
• Exceptional ability to communicate complex ideas and research results, both in writing and verbally 
• Unwavering commitment to quality, coupled with a drive for delivering commercial outcomes. 
• Demonstrated expertise in applying quantitative modeling techniques to large, complex datasets 
• Strong track record of publications in an industry setting 
• Advanced Python programming skills 

Nice to Have 

• Proficiency in C++ 
• Experience in financial markets 
• Experience using NumPy and Pandas libraries 
• Experience with the software development lifecycle 

IMC is looking for an Accounting Manager to join the US Accounting team. The Finance team operates closely with our Trading and Technology teams to manage the liquidity required to run a high-performance organization.

Key Responsibilities

• Take ownership of the monthly close process by delivering consistent and accurate closings.
• Prepare monthly journal entries and reconciliations for multiple entities.
• Assist and back up in the accounts payable, accounts receivable, and treasury management functions.
• Analyze account fluctuations at the entity level on a monthly and ad-hoc basis.
• Identify automation opportunities within the accounting and finance functions to implement improvement initiatives and support efficiency improvements.
• Manage inter-company recharges and allocations.
• Update and maintain procedural documentation.
• Collaborate with mid-office, procurement, and financial planning and analysis teams to produce reliable and timely reporting.
• Facilitate process improvement to reduce closing cycle time.
• Document and deliver support for various regulatory and financial audits.
• Assist with annual audit and work with external audit team.
• Ensure timely, accurate completion of related special project and analysis work and other ad hoc tasks as requested by other senior members of finance.

Required Qualifications

• Bachelor’s degree in accounting or finance; CPA certification preferred
• 5+ years of experience in the financial services or technology industry
• Series 27 and experience with broker dealer regulatory reporting a plus
• Experience with Workday preferred
• High proficiency in Excel required, AI tools experience a plus
• Strong attention to detail and effective communication skills (oral and written) at all organizational levels
• Strong interpersonal, organizational, problem-solving, and timemanagement skills
• A proactive attitude and an out-of-the-box thinker who is comfortable working in a fast-paced environment

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:
DV Trading is seeking an experienced, high-performing trader to deploy and scale profitable strategies on a best-in-class proprietary platform. This role is designed for individuals with a demonstrated ability to generate alpha who are looking for greater autonomy, access to capital, and a high-performance environment without the constraints of traditional institutions.

The platform supports a wide range of experience levels—from highly established traders who operate independently end-to-end, to developing traders who may benefit from support in areas such as research, technology, or execution. Resources across quant research, engineering, and infrastructure are available to help accelerate strategy development and growth.

Job Responsibilities:

• Independently manage and scale a proprietary trading strategy
• Develop, refine, and optimize models, signals, and execution frameworks
• Take full ownership of risk, positioning, and P&L
• Leverage DV’s technology, infrastructure, and support to expand your book
• Collaborate with traders, quants, and engineers to enhance strategy performance

Requirements:

• Minimum 2+ years of experience at a proprietary trading firm, hedge fund, or bank
• Demonstrated, consistently profitable trading strategy (all asset classes considered)
• Proven track record of live performance (beyond backtesting)
• Strong return on capital (ROC)
• Experience contributing to or leading successful trading teams
• Ability to communicate effectively across functions, including leadership, risk, compliance, engineering, and legal

Benefits: 

• Discretionary bonus eligibility
• Medical, dental, and vision insurance
• HSA, FSA, and Dependent Care Options
• Employer Paid Group Term Life and AD&D insurance
• Voluntary LTD, Life & AD&D insurance
• Flexible Vacation policy
• Retirement plan with employer match

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:
DV Trading is seeking an experienced, high-performing trader to deploy and scale profitable strategies on a best-in-class proprietary platform. This role is designed for individuals with a demonstrated ability to generate alpha who are looking for greater autonomy, access to capital, and a high-performance environment without the constraints of traditional institutions.

The platform supports a wide range of experience levels—from highly established traders who operate independently end-to-end, to developing traders who may benefit from support in areas such as research, technology, or execution. Resources across quant research, engineering, and infrastructure are available to help accelerate strategy development and growth.

Job Responsibilities:

• Independently manage and scale a proprietary trading strategy
• Develop, refine, and optimize models, signals, and execution frameworks
• Take full ownership of risk, positioning, and P&L
• Leverage DV’s technology, infrastructure, and support to expand your book
• Collaborate with traders, quants, and engineers to enhance strategy performance

Requirements:

• Minimum 2+ years of experience at a proprietary trading firm, hedge fund, or bank
• Demonstrated, consistently profitable trading strategy (all asset classes considered)
• Proven track record of live performance (beyond backtesting)
• Strong return on capital (ROC)
• Experience contributing to or leading successful trading teams
• Ability to communicate effectively across functions, including leadership, risk, compliance, engineering, and legal

Benefits: 

• Discretionary bonus eligibility
• Medical, dental, and vision insurance
• HSA, FSA, and Dependent Care Options
• Employer Paid Group Term Life and AD&D insurance
• Voluntary LTD, Life & AD&D insurance
• Flexible Vacation policy
• Retirement plan with employer match

Annual compensation range $100-200K base + profit share with meaningful upside

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:
DV Trading is seeking an experienced, high-performing trader to deploy and scale profitable strategies on a best-in-class proprietary platform. This role is designed for individuals with a demonstrated ability to generate alpha who are looking for greater autonomy, access to capital, and a high-performance environment without the constraints of traditional institutions.

The platform supports a wide range of experience levels—from highly established traders who operate independently end-to-end, to developing traders who may benefit from support in areas such as research, technology, or execution. Resources across quant research, engineering, and infrastructure are available to help accelerate strategy development and growth.

Job Responsibilities:

• Independently manage and scale a proprietary trading strategy
• Develop, refine, and optimize models, signals, and execution frameworks
• Take full ownership of risk, positioning, and P&L
• Leverage DV’s technology, infrastructure, and support to expand your book
• Collaborate with traders, quants, and engineers to enhance strategy performance

Requirements:

• Minimum 2+ years of experience at a proprietary trading firm, hedge fund, or bank
• Demonstrated, consistently profitable trading strategy (all asset classes considered)
• Proven track record of live performance (beyond backtesting)
• Strong return on capital (ROC)
• Experience contributing to or leading successful trading teams
• Ability to communicate effectively across functions, including leadership, risk, compliance, engineering, and legal

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:
DV Trading is seeking an experienced, high-performing trader to deploy and scale profitable strategies on a best-in-class proprietary platform. This role is designed for individuals with a demonstrated ability to generate alpha who are looking for greater autonomy, access to capital, and a high-performance environment without the constraints of traditional institutions.

The platform supports a wide range of experience levels—from highly established traders who operate independently end-to-end, to developing traders who may benefit from support in areas such as research, technology, or execution. Resources across quant research, engineering, and infrastructure are available to help accelerate strategy development and growth.

Job Responsibilities:

• Independently manage and scale a proprietary trading strategy
• Develop, refine, and optimize models, signals, and execution frameworks
• Take full ownership of risk, positioning, and P&L
• Leverage DV’s technology, infrastructure, and support to expand your book
• Collaborate with traders, quants, and engineers to enhance strategy performance

Requirements:

• Minimum 2+ years of experience at a proprietary trading firm, hedge fund, or bank
• Demonstrated, consistently profitable trading strategy (all asset classes considered)
• Proven track record of live performance (beyond backtesting)
• Strong return on capital (ROC)
• Experience contributing to or leading successful trading teams
• Ability to communicate effectively across functions, including leadership, risk, compliance, engineering, and legal

Benefits: 

• Discretionary bonus eligibility
• Medical, dental, and vision insurance
• HSA, FSA, and Dependent Care Options
• Employer Paid Group Term Life and AD&D insurance
• Voluntary LTD, Life & AD&D insurance
• Flexible Vacation policy
• Retirement plan with employer match

Annual compensation range $100-200K base + profit share with meaningful upside

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

Mintel is an international leader in providing consumer market research and competitive intelligence tools as well as in delivering customized consulting solutions to top-tier organizations. With group headquarters in the United Kingdom, and U.S. headquarters in Chicago, Mintel has been a market leader for over 50 years. 

Mintel seeks an Associate Principal, Insights – Food & Drink to be part of our Chicago-based Mintel Food and Drink team. The Associate Principal role serves as a future-focused expert for a variety of Mintel’s clients, delivering insightful, high-impact content and client engagement that shapes strategic thinking. With deep category expertise, this role focuses on synthesizing data and trends to craft compelling analyses that help clients anticipate change and stay ahead of their competitors. A successful candidate is a self-starter who is adept at telling the story behind the data. You will be comfortable sharing insights in a variety of formats, including written content, and both remote and in-person presentations. 

This is a hybrid role based in Chicago. Travel may be required based on client and engagement need.  

What You Will Be Doing: 

• Creating Insightful, Topic-Based Dialogues: You will work with Mintel’s international client base of major global food and drink manufacturers, retailers, and ingredient and packaging suppliers. You will lead forward-looking client engagements by presenting insights in person and via webinars and analyst calls. [Approximately 50% of your time]
• Translating Data into Actionable Insights: You will deliver insights and analysis at the category and broader consumer level through monthly articles and presentations. [Approximately 50% of your time]
• Identifying Key Market Trends: You will pinpoint trends and developments within the Food and Drink industry and analyze all of Mintel's combined data holistically. As a Subject Matter Expert, you will also speak at conferences, briefings and major industry events.
• Building Strong Relationships: Collaborating with a wide range of colleagues across the company, including the commercial side of the business, our consulting division and several other teams. You will also act as a spokesperson for Mintel on topics related to food and drink externally, including interviews with trade press and other media. 

Who We Are Looking For: 

• A Researcher: You should have substantial prior experience in relevant research, marketing, shopper or consumer insights, branding or consulting roles within the food and drink space. You have the ability to identify patterns in data and understand what these patterns mean for consumers and brands, with proven success creating high-quality, actionable content.
• A Lateral Thinker: You are always searching for creative ideas and original solutions. You are able to spot innovations and connect the dots from a wide range of data sources to see how broader trends and themes are emerging. 
• Commercially Minded: You understand what our clients care about. You are dedicated to quality, ensuring accuracy and efficiency in your work to elevate Mintel as a top consumer insights company. You are experienced working directly with clients, understanding their challenges and helping to shape client growth opportunities.
• Naturally Curious: You are naturally curious and great at navigating internal and external data, asking second and third level questions to see the patterns behind data to craft expert analysis to be used by clients.
• Self-Directed: You take initiative to solve problems and uncover opportunities. You have a self-sufficient work ethic, entrepreneurial spirit and are naturally self-motivated. You welcome the ability to work in a fast-paced environment and work autonomously to manage and prioritize multiple projects at once.
• Great Communicator: You have extremely polished verbal and written communication skills and can adapt your communication style to internal and external partners. You are a confident public speaker with strong stage presence, comfortable engaging with internal and external stakeholders.
• A Collaborator: You bring energy to the table that encourages and develops internal relationships. You seek opportunities to collaborate with peers in your department and across the organization to ultimately elevate our clients' experience. 

Equal Opportunity Employer: Race/Color/Sex/Sexual Orientation/Gender Identity/Religion/National Origin/Disability/Vets 

The below reflects the range of base salary for this role at the time of this posting. An employee’s position within the salary range will be based on several factors including, but not limited to, skills, experience, and qualifications. The salary range for this role is: $80,000 USD to $100,000 USD.  

Alongside salary, Mintel offers a comprehensive benefits package including medical/dental/vision insurance, flexible spending accounts, health savings accounts, employer paid life and disability insurance, 401(k) with employer match and paid time off. We are invested in our employees' wellbeing, which is why we also offer flexible working hours, ClassPass subsidy, mental health benefit through Modern Health, paid volunteer time off, paid birthday leave and paid parental leave. 

#LI-BF1

Via is on a mission to create public transportation systems that provide far greater access to jobs, healthcare, and education. Our platform serves as the technology backbone for modern transit networks, transforming antiquated and siloed public transportation systems into smart, data-driven, and efficient digital networks. With hundreds of agency partners around the world, Via is recognized as the leading transportation technology and service provider globally.

As a Senior Account Executive at Via, you’ll lead sales for your region across both public and private sectors, helping cities move toward more inclusive, sustainable, tech-enabled transportation. You’ll own a revenue target and run your market end-to-end: finding opportunities, building the right relationships, and turning big mobility ideas into real, closed deals. As part of Via’s Partnerships team, you’ll go far beyond traditional sales. We work side-by-side with cities and private operators to define what great mobility looks like and turn it into real, deployed systems: moving fast, taking ownership, and holding ourselves to a high bar for impact.

This is a remote-first role based in the US Central region. We're ideally looking for candidates in Chicago or the broader Midwest, but are open to other locations including Texas.

What You'll Do

• Identify prospective partners in your territory and build meaningful and durable revenue-generating relationships with a diverse group of prospective clients, from elected officials to private-sector business leaders. Lead execution and strategy for full-cycle Sales efforts across your territory, working to make transit better for your community, and your region’s communities. 
• Strategically navigate your market’s unique buying landscape using research strong analytical skills to build compelling, data-driven business cases for our platform and demonstrate our value proposition across a range of verticals..
• Be a thought partner to prospective clients by educating and consulting with them to develop regional transit plans and find funding mechanisms within your market. 
• Champion our mission and technology as the “face of Via” by leading local marketing campaigns, speaking at conferences, and providing consistent thought leadership in the mobility space.

Who You Are

• You have a minimum of 8+ years of client facing experience with a record of achievement in the Sales, Business Development, Consulting, or similar space
• An educator, collaborator, and thought partner: you enjoy consultative sales processes, and know how to use data to build a compelling narrative
• A skilled and methodical researcher: you’re attracted to complex problems, and you’re not afraid to jump into new environments.
• Intuitive communicator; whether in customer conversations, product presentations, or written proposals, you always strike the right tone and communicate persuasively.
• Superb commercial intuition and exceptional judgment -- you know when to push and when to yield in maximizing the value of a potential deal.
• A reliable, motivated self-starter with a passionate growth mentality. You enjoy fast-paced environments, aren’t deterred by setbacks or pivots, and thrive in roles requiring a very high degree of responsibility.
• An excellent team player; you’re a meaningful individual contributor, and a mentor to others on your team. You view successes as team efforts, and enjoy working with others.
  

Compensation and Benefits

• Final salary will be determined by the candidate’s experience, knowledge, and skills. Salary reflected does not include equity or variable pay, where applicable
• Base Salary Range: $145,000-$165,000
• We are proud to offer a generous and comprehensive benefits package, including free medical plans and 401K matching.

Via is on a mission to create public transportation systems that provide far greater access to jobs, healthcare, and education. Our platform serves as the technology backbone for modern transit networks, transforming antiquated and siloed public transportation systems into smart, data-driven, and efficient digital networks. With hundreds of agency partners around the world, Via is recognized as the leading transportation technology and service provider globally.

As an Account Executive at Via, you’ll lead sales for your region across both public and private sectors, helping cities move toward more inclusive, sustainable, tech-enabled transportation. You’ll own a revenue target and run your market end-to-end: finding opportunities, building the right relationships, and turning big mobility ideas into real, closed deals. As part of Via’s Partnerships team, you’ll go far beyond traditional sales. We work side-by-side with cities and private operators to define what great mobility looks like and turn it into real, deployed systems: moving fast, taking ownership, and holding ourselves to a high bar for impact.

This is a remote-first role based in the US Central region. We're ideally looking for candidates in Chicago or the broader Midwest, but are open to other locations including Texas.

What You'll Do

• Identify prospective partners in your territory and build meaningful and durable revenue-generating relationships with a diverse group of prospective clients, from elected officials to private-sector business leaders. Lead execution and strategy for full-cycle Sales efforts across your territory, working to make transit better for your community, and your region’s communities. 
• Strategically navigate your market’s unique buying landscape using research strong analytical skills to build compelling, data-driven business cases for our platform and demonstrate our value proposition across a range of verticals..
• Be a thought partner to prospective clients by educating and consulting with them to develop regional transit plans and find funding mechanisms within your market. 
• Champion our mission and technology as the “face of Via” by leading local marketing campaigns, speaking at conferences, and providing consistent thought leadership in the mobility space.

Who You Are

• You have a minimum of 4+ years of client facing experience with a record of achievement in the Sales, Business Development, Consulting, or similar space
• An educator, collaborator, and thought partner: you enjoy consultative sales processes, and know how to use data to build a compelling narrative
• A skilled and methodical researcher: you’re attracted to complex problems, and you’re not afraid to jump into new environments.
• Intuitive communicator; whether in customer conversations, product presentations, or written proposals, you always strike the right tone and communicate persuasively.
• Superb commercial intuition and exceptional judgment -- you know when to push and when to yield in maximizing the value of a potential deal.
• A reliable, motivated self-starter with a passionate growth mentality. You enjoy fast-paced environments, aren’t deterred by setbacks or pivots, and thrive in roles requiring a very high degree of responsibility.
• An excellent team player; you’re a meaningful individual contributor, and a mentor to others on your team. You view successes as team efforts, and enjoy working with others.
  

Compensation and Benefits

• Final salary will be determined by the candidate’s experience, knowledge, and skills. Salary reflected does not include equity or variable pay, where applicable
• Base Salary Range: $85,000-$110,000
• We are proud to offer a generous and comprehensive benefits package, including free medical plans and 401K matching.

Working as a coder at Hudson River Trading (HRT) means working on a small, highly productive, and efficient team. You may see "trading" in our name and assume you'll be relegated to some dark corner to code for the "business," but that could not be further from the truth! 

At HRT, an automated trading firm based in NYC, the code you write *is* our business, so it is everyone's job to make sure our developers have everything they need to do their jobs well.

As a member of the AI Tools team, you will be responsible for increasing productivity across the company by integrating the newest AI tools into our users’ workflows. Whether it’s for a Python developer writing a web app, a C++ developer speeding up order execution, a researcher investigating trade signals, or even Business Development meeting with vendors - we are focused on deploying what works.

This is an exciting opportunity to help build and define the AI tooling ecosystem at HRT. You will have to navigate the rapidly evolving options in this space, and adapt them to our own internal systems. You might be fixing auth one day, comparing vendors the next, and coding a new MCP the third. 

Responsibilities

• Help us develop software that improves productivity for every office and department at HRT while using the latest technologies and techniques in software engineering and the broader AI tooling ecosystem.
• HRT has many high-impact areas where we are integrating AI tools; here’s what you could work on:
• Writing a custom MCP wrapper around internal resources.
• Fine-tuning a new code completion model.
• Deploying a new coding assistant across all developer and researcher environments.
• Developing evaluations and iterating on an autonomous coding agent.
• Collaborating with security to improve AI sandboxing.
• Presenting and educating users on best practices.

Profile

• You’re one of the top devs in your current organization, as measured by productivity, technical capability, and helpfulness to other devs.
• Experience deploying and maintaining applications. You’ve managed an application from the design phase through the production phase.
• You’re comfortable with defining direction in an environment of ambiguity and uncertainty. The AI tooling space changes rapidly.
• You really like to work with people who challenge you and make you better at what you do.
• In your spare time you code, tinker, read, explore, break things, and have an insatiable curiosity for all things AI and computer-related.

Qualifications

• Completed a Bachelor's or Master's degree in Computer Science, Engineering, or a related technical field. If you are currently pursuing your Bachelor's degree, please apply to our Campus/New Grad opportunities.
• Python experience is required, daily use of most recent standards preferred.
• C++ and JavaScript (TypeScript, React) experience a plus.
• Experience with the AI tooling ecosystem (use coding assistants/agentic workflows, ideally have built your own customizations).
• Superior design, debugging, and problem solving skills.
• Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication.

The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

Hudson River Trading (HRT) is a quantitative trading firm at the forefront of technological innovation. We build and deploy cutting-edge systems within one of the world’s most advanced computing environments to power our global trading operations. Our non-siloed, collaborative coding environment empowers talented engineers to make significant contributions and see their impact daily. At HRT, you'll be challenged to solve the most complex problems in trading alongside many of the brightest minds in the field.

We are seeking highly motivated and skilled Research Engineers who will work very closely with our Algo Developer (Quant Research) trading teams. These roles require exceptional programming fundamentals, a strong user focus, and the ability to thrive in a fast-paced environment with constantly evolving requirements. Multitasking and context switching are inherent aspects of this role, through which you will gain insight into the ideation and execution of some of the world's most sophisticated trading strategies.  

Research Engineers at HRT work on a wide variety of projects. Examples include:

• Designing highly customized quantitative systems that enable Algo Developers to easily express and backtest new predictive signals.
• Building world-class research tooling to speed up Algo Developers’ research iteration.
• Aiding the development and deployment of very large deep learning models for HRT’s live trading.
• Improving HRT’s monetization systems which turn our predictions into profitable trades.
• Evaluating sim vs. live differences to improve the fidelity of our simulations.
• Building systems to monitor and manage live trading.
• Specializing in specific time horizons, from high frequency trading to mid-to-low frequency hedge fund-style strategies.
• Working across a very wide variety of asset classes (from equities to fixed income to options) and regions (from North America to Asia Pacific) – you’ll interact with markets across the world!

Responsibilities

• Design, develop, and maintain robust, performant, and scalable software systems.
• Optimize existing codebases for performance, reliability, and efficiency.
• Debug complex issues across distributed systems in a time-sensitive environment.
• Optimize both the mechanics and ergonomics of Algo Developer research workflows; this requires developing a deep intuition for research methodologies.
• Balance the short term goals of individual trading teams with the longer term goals of HRT’s generalized trading platforms across trading teams. Because we don’t work in a pod environment, REs on different trading teams are expected to share technology and ideas.

Qualifications

• Completed a Bachelor's or Master's degree in Computer Science, Engineering, or a related technical field. If you are currently pursuing your Bachelor's degree, please apply to our Campus/New Grad opportunities.
• Previous experience at a top-tier finance or technology company with an excellent track record of rapid advancement and superlative reviews.
• Experience with supporting internal users is preferred; bonus if you have real hands-on experience with quant research and/or ML/Deep Learning platforms.
• Experience with python numerical, ML and data-oriented libraries is a big plus (e.g. pandas, scikit, pytorch, etc.)
• Candidates should be prepared for technical interviews in either Python or C++. While there is no hard language requirement for RE roles, proficiency in one of these languages will be assessed during the interview process.
• Kindness and empathy is a real requirement. No “smart jerks” at HRT. 
• Strong understanding of data structures, algorithms, and design principles.
• Excellent communication skills, both written and verbal.
• HRT ships every day. The ability to thoughtfully, methodically, and reliably deploy new software and features is a critical skill. 
• If you have management experience, that’s always a bonus – but even so, expect to code!

The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

For more info about interviewing at HRT, see this blog!

About Akuna: 

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore. 

What you’ll do as a Quantitative Strategist at Akuna: 

Akuna's Quantitative Trading and Research team is looking to add Quant Strategists to a team of mathematicians, statisticians and technologists. The successful candidate will play a crucial role in developing and enhancing our trading strategies by leveraging quantitative expertise and a deep understanding of financial markets. This position offers the opportunity to make a direct impact on our trading decisions and overall performance. The ideal candidate will possess strong programming skills, a creative mindset, and a passion for the intricacies of financial markets. In this role you will: 

• Design and develop production code for trading strategies, including pricing models, execution logic, and performance optimization while collaborating closely with researchers, traders, and system engineers.
• Analyze and incorporate market signals into our trading systems to enhance decision-making and performance outcomes.
• Advance our existing codebase by proposing new solutions, optimizations, and improvements that align with trading goals.
• Participate in the rapid prototyping of cutting-edge trading solutions driven by quantitative analysis and market research.
• Stay ahead of industry trends and developments in financial markets to inform strategy adjustments and innovations.
• Respond quickly and accurately to rapidly changing market conditions, solving mathematical and coding challenges as they arise.
• Engage in ongoing learning and development to deepen understanding of financial markets and enhance strategic initiatives. 

Qualities that make great candidates: 

• Bachelor’s, Master’s, or PhD degree in a technical field, such as Engineering, Computer Science, Mathematics, or Physics (or a related subject), with degree completion required upon employment. 
• 3+ years of experience in a quantitative or programming role, preferably within the finance or trading sectors.
• Proficient programming skills in Python (C++ is a plus) 
• Desire and ability to learn the complexities of financial markets and trading mechanisms.
• Deep understanding of fields such as Linear Algebra, Numerical Methods, Statistics, Optimization, Signal Processing, Computer Architecture, Machine Learning, and Heterogeneous/High-Performance Computing.
• Exceptional analytical and problem-solving skills, with the ability to react quickly and effectively to rapidly changing market conditions.
• Strong interest in financial markets and trading is highly valued.
• The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role   

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore. 

What you’ll do as a Quantitative Researcher at Akuna: 

Akuna's Prediction Markets team is looking to add a Quantitative Researcher focused on sports related contracts. The successful candidate will play a crucial role in developing Akuna’s sports pricing capabilities, working closely with development and trading teams to refine and deploy these models alongside our strategies. This position offers the opportunity to make a direct impact on an exciting new desk at Akuna. The ideal candidate will possess strong programming and analytical skills, a creative mindset, and a passion for sports. In this role you will:   

• Design and develop data capture pipelines to enable the pricing of a variety of sports contracts (match outcomes, player props, in-game events)
• Develop and calibrate pricing models using historical data in service of in-play quoting of sports contracts.
• Build and maintain internal tooling to facilitate all aspects of the research pipeline
• Work closely with trading and development to deploy models into production trading strategies, bridging the gap from research to production with an ownership mentality 

Qualities that make great candidates: 

• Bachelor’s, Master’s, or PhD degree in a technical field, such as Engineering, Computer Science, Mathematics, or Physics (or a related subject)
• Proficient programming skills in Python (C++ is a plus)
• 2+ years of experience in a quantitative or programming role, preferably within the trading sector.
• Deep understanding of fields such as Linear Algebra, Numerical Methods, Statistics, Optimization, and Machine Learning
• Strong interest in sports and quantitative modeling. 

We are especially interested in high agency individuals who have practical experience in financial markets and see the recent rise in prediction markets as an opportunity to ply their trade to a new domain they find more dynamic and exciting: sports. If you are a working quant and a sports data nerd, we want to hear from you! 

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

About Akuna: 

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London and Singapore.

What you'll do as an Options Trader at Akuna:

We are seeking experienced Options Traders to join our dynamic team at Akuna Capital. The ideal candidate will be a motivated individual with a desire to make an immediate impact at a growing firm. Akuna gives all new Traders the opportunity to learn from the most successful members of our trading team and apply their previously gained knowledge and experience quickly. In this role, you will:  

• Profitably manage a derivatives portfolio and be responsible for dynamically managing risk to ensure portfolio is under prescribed risk limits 
• Work with our technology and quant teams to ensure existing algorithms are functioning properly 
• Analyze data to optimize parameters 
• Introduce improvements to our algorithms to best provide liquidity 

Qualities that make great candidates:

• 0-1+ years of market making experience (responsibility for PnL and risk)
• Bachelor’s Degree in Engineering, Economics, Statistics, Mathematics, Computer Science, Actuarial Science or a related/equivalent field
• Strong math aptitude, numerical, and quantitative analysis skills
• Entrepreneurial self-starter ready to work in a fast paced, team environment
• Passionate about problem-solving and finding creative solutions in an ever changing market 
• The ability to communicate effectively and efficiently while fostering external professional relationships
• Detail-oriented 
• The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

About Akuna:

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models.

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London and Singapore.

What you’ll do as a Software Engineer on the Data Engineering team at Akuna:

We are a data-driven organization, leveraging our data as a key competitive advantage essential to our success. The Akuna Data Engineering team is composed of world-class talent responsible for designing, building, and maintaining the systems, applications, and infrastructure needed to collect, store, process, manage, and query Akuna’s data assets. The Akuna Data Engineering team plays a crucial role in ensuring that trustworthy data is available, reliable, and accessible to support various data-driven initiatives within Akuna’s Quant, Trading, and Business Operations business units.   

In this role, you will:

• Work within a growing Data Engineering division supporting the strategic role of data at Akuna
• Drive the ongoing design and expansion of our data platform across a wide variety of data sources, supporting an array of streaming, operational and research workflows
• Work closely with Trading, Quant, Technology & Business Operations teams throughout the firm to identify how data is produced and consumed, helping to define and deliver high impact projects
• Build and deploy batch and streaming pipelines to collect and transform our rapidly growing Big Data set within our hybrid cloud architecture utilizing Kubernetes/EKS, Kafka/MSK and Databricks/Spark.
• Mentor junior engineers in software and data engineering best practices
• Produce clean, well-tested, and documented code with a clear design to support mission critical applications
• Build automated data validation test suites that ensure that data is processed and published in accordance with well-defined Service Level Agreements (SLA’s) pertaining to data quality, data availability and data correctness
• Challenge the status quo and help push our organization forward, as we grow beyond the limits of our current tech stack

Qualities that make great candidates:

• BS/MS/PhD in Computer Science, Engineering, Physics, Math, or equivalent technical field
• 5+ years of professional experience developing software applications
• Java/Scala experience required – Python experience a significant plus
• Highly motivated and willing to take ownership of high-impact projects upon arrival
• Prior hands-on experience with data platforms and technologies such as Delta Lake, Spark, Kubernetes, Kafka, ClickHouse, and/or Presto/Trino
• Experience building large-scale batch and streaming pipelines with strict SLA and data quality requirements
• Must possess excellent communication, analytical, and problem-solving skills
• Demonstrated experience working with diverse data sets and frameworks across multiple domains – financial data experience not required, but a strong plus
• Recent hands-on experience with AWS Cloud development, deployment and monitoring necessary
• Demonstrated experience working on an Agile team employing software engineering best practices, such as GitOps and CI/CD, to deliver complex software projects
• The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role

Please note that level/title will be determined upon the conclusion of the interview process. If you are a current student or recent graduate, please take a look at our Entry Level and Intern positions.

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

About Akuna: 

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London and Singapore.

What you’ll do as a Performance Engineer at Akuna:

We are seeking to grow our Performance Engineering Team, which is focused on a rigorous and holistic approach to improving software, hardware, and strategy performance. This team is responsible for maintaining and increasing our competitiveness at the various exchanges Akuna does business with around the globe. As a member of this multidisciplinary team, you will be responsible for investigating new opportunities for optimizations and bringing these ideas to fruition. This can be achieved through software optimizations, analysis of hardware, orchestration of physical installations, analysis of exchange specific protocols, or building tools for gauging Akuna’s performance. In this role, you will:

• Contribute to the design and implementation of our trading engine by increasing its performance with projects such as benchmarking systems, evaluating new devices, latency, and throughput analysis
• Develop tools and applications for benchmarking new devices and software
• Assist with performance troubleshooting and identify key opportunities for improvement
• Use a data driven approach to collaborate with relevant Trading, Quant, and Technology teams to expand and improve our systems, footprint, and latency across different strategies and exchanges
• Review and analyze how we leverage our proprietary systems, identifying potential bottlenecks and considering how we can improve our technology stack to better our trading success

Qualities that make great candidates:

• BS/MS/PhD in technical field - Computer Science, Math, Physics, Engineering
• Strong C++ or Python programming background with demonstrated experience developing performant, scalable applications
• Experience analyzing and tuning operating systems, compilers, networking, IO subsystems, or accelerators
• Exposure to statistical and experimental methods and tools for testing performance
• Highly collaborative in nature - excellent written and verbal communication skills
• Ability to work on cross-functional teams including Trading, Development, IT, and Quant
• The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

About Akuna:

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore. 

What you’ll do as a Quantitative Researcher at Akuna:

Akuna’s Trading and Research teams are seeking Quant Researchers to join a multidisciplinary group of mathematicians, statisticians, technologists and traders. These teams drive the development of trading strategies and predictive models by combining quantitative rigor with deep expertise in financial markets. 

We are looking for talented researchers who can apply and develop machine learning algorithms to contribute to Akuna’s strategy portfolio. In this role, you will: 

• Develop trading strategies using statistical and machine learning algorithms
• Drive improvements in predictive models through rigorous signal and feature research
• Design and optimize machine learning workflows to support scalable, efficient, and reproducible research
• Bring a results-driven mindset paired with strong collaboration and communication skills. 

Qualities that make great candidates: 

• 3+ years of strong professional work experience in statistics, machine learning or related area
• BS/MS/PhD degree in a technical field – Engineering, Computer Science, Math, Physics, or similar
• Proven research background in academic or professional environment
• Programming experience in Python or C++
• Expertise in statistics and machine learning
• Financial experience or knowledge of trading is a plus
• The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want all groups to feel empowered to apply, even if you don’t meet every qualification. We welcome your application and encourage you to take the first steps toward your future with us! 

Please note that level/title, as well as team placement, will be determined upon the conclusion of the interview process. If you are a current student or recent graduate, please take a look at our Entry Level and Intern positions. 

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

About Akuna: 

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore. 

What you’ll do as a Junior Quantitative Researcher at Akuna: 

Akuna's Prediction Markets team is looking to add a Junior Quantitative Researcher focused on sports related contracts. The successful candidate will play a crucial role in developing Akuna’s sports pricing capabilities, working closely with development and trading teams to refine and deploy these models alongside our strategies. This position offers the opportunity to make a direct impact on an exciting new desk at Akuna. The ideal candidate will possess strong programming and analytical skills, a creative mindset, and a passion for sports. In this role you will:   

• Design and develop data capture pipelines to enable the pricing of a variety of sports contracts (match outcomes, player props, in-game events)
• Develop and calibrate pricing models using historical data in service of in-play quoting of sports contracts.
• Build and maintain internal tooling to facilitate all aspects of the research pipeline
• Work closely with trading and development to deploy models into production trading strategies, bridging the gap from research to production with an ownership mentality 

Qualities that make great candidates: 

• Bachelor’s, Master’s, or PhD degree in a technical field, such as Engineering, Computer Science, Mathematics, or Physics (or a related subject)
• Proficient programming skills in Python (C++ is a plus)
• Deep understanding of fields such as Linear Algebra, Numerical Methods, Statistics, Optimization, and Machine Learning
• Strong interest in sports and quantitative modeling. 

We are especially interested in high agency individuals who are keenly interested in sports and prediction markets. Previous experience at a trading firm is valued but not necessary. If you have a strong quantitative background, have been working on personal projects trading Kalshi or Polymarket, and you want the opportunity to grow at a company with deep trading expertise, we want to hear from you! 

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

As a Graduate Quantitative Researcher, you will develop, refine and implement algorithmic trading strategies that shape the future of electronic trading. Working alongside a research team of mathematicians, scientists and technologists, you will leverage vast data sets to construct complex models to predict market movements. With your expertise in statistics and exceptional analytical and research skills, you will develop innovative solutions that are foundational to Optiver’s trading strategies.

This opportunity is also available in our New York City and Austin offices.

What you’ll do:

Your onboarding

You will participate in Optiver’s comprehensive Global Academy and be equipped with the knowledge needed to make an impact the moment you join your team. The comprehensive training covers trading theory and Optiver’s tech stack to hone your skills for your role. In addition, you will be paired with a dedicated mentor who will empower you to take ownership of your work and make a difference.

Your responsibilities

As a Quantitative Researcher, you will have the opportunity to contribute to several key areas:

• Using statistical models and machine learning to develop trading algorithms.
• Leveraging big data technologies to analyze high-frequency trading strategies, market microstructure and financial instruments to identify trading opportunities.
• Building stochastic models to determine the fair value of financial derivatives.
• Combining quantitative analysis and high-performance implementation to ensure the efficiency and accuracy of pricing engines and libraries.

What you’ll get:

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle the toughest problems in the financial markets.

In addition, you’ll receive:

• A performance-based bonus structure unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool.
• The opportunity to work alongside best-in-class professionals from over 40 different countries.
• Ownership over initiatives that directly solve business problems.
• 401(k) match up to 50% and fully paid health insurance.
• 25 paid vacation days alongside market holidays.
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more.

Who you are:

• PhD in Mathematics, Statistics, Computer Science, Physics, or a related STEM field, with outstanding academic achievements
• Expected to graduate by mid-2026 and available to start full-time employment upon graduation
• Solid foundation in mathematics, probability, and statistics
• Excellent research, analytical, and modeling skills
• Independent research experience
• Proficiency in any programming language
• Experience in machine learning, with practical applications in time-series analysis and pattern recognition
• Strong interest in working in a fast-paced, collaborative environment
• Fluent in English with strong written and verbal communication skills

Who we are: 

At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilising the market no matter the conditions. With a focus on continuous improvement, we prioritise safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.

Optiver is supportive of US immigration sponsorship for this role.

*We accept one application per role per year. If you have previously applied to this position during this season and have been unsuccessful, you can reapply once the next recruitment season begins in 2026.

As a Senior Data Analyst, you will join our Financial Planning & Analytics (FP&A) team and partner closely with HR, Finance and Talent Acquisition stakeholders to deliver data analysis and reporting that drives people-related decisions across the organization.

This is a hands-on, technical role. You will spend most of your time building dashboards, writing code, engineering data pipelines, and translating stakeholder requirements into production-ready analytics solutions. You will also serve as a key analytical partner to HR leadership — providing actionable insights on workforce trends, talent acquisition, compensation, employee engagement, and organizational effectiveness. The ideal candidate is a strong data analyst who is equally comfortable working with HR and financial data, can operate independently, and thrives in a fast-paced environment with extensive ad-hoc reporting requirements.

Your Core Responsibilities: 

• BI Development & Data Engineering
  • Design, develop, and maintain dashboards and reports for HR, Talent Acquisition, and FP&A stakeholders using Qlik or similar BI tools (Tableau, Power BI)
  • Build and maintain Python-based ETL pipelines to extract, transform, and load data from HRIS, ATS, finance systems, and other internal sources into the analytics database
  • Own the full product delivery cycle for analytics solutions: requirements gathering, design, development, testing, and deployment to production
  • Extend and optimize the analytics database to support new data sources and evolving reporting needs
  • Ensure data quality, consistency, and reliability across all pipelines and reporting assets
  • Build and automate reporting workflows to reduce manual effort and improve scalability
• HR Reporting & Analytics
  • Develop and maintain standard HR metrics and recurring reports covering headcount, attrition, diversity & inclusion, compensation equity, and employee engagement
  • Build and support recruitment dashboards to track recruitment-funnel progress, pipeline characteristics, and time-to-fill metrics
  • Partner with HR Business Partners (HRBPs) to translate data requests into clear reports and visualizations
  • Conduct ad hoc analyses on people data to support HR and business decision-making
  • Leverage SQL and Python to query large HR datasets, perform statistical analyses, and develop predictive models (e.g., attrition risk, flight risk scoring)
• FP&A & Workforce Planning Support
  • Support FTE forecasting and headcount budgeting processes by building and maintaining models and reports in partnership with Finance and HR/Recruitment teams
  • Contribute to annual HR planning cycles, including headcount forecasting, workforce cost modeling, and scenario analysis
  • Track and manage FTE movement against budget
  • Analyze workforce trends to identify patterns and risk areas relevant to financial planning
• Stakeholder Partnership & Communication
  • Act as a trusted analytical advisor to HR and Finance to understand their needs and proactively surface findings
  • Present data, trends, and insights to both technical and non-technical audiences in clear, concise formats
  • Collaborate with other BI Developers and Engineers within BP&A to maintain shared data standards, governance practices, and documentation
  • Demonstrate curiosity in understanding business context, using that understanding to deliver solutions that balance standardization with practical requirements

Your Skills and Experience: 

• 5+ years of experience as a Data Analyst, BI Developer, Financial Analyst, or similar analytics role
• Demonstrated proficiency in Python and SQL, including writing clean, production-ready code; experience working with large datasets
• Proven experience building reporting and dashboard solutions in Qlik, Tableau, Power BI, or a comparable BI tool
• Demonstrated experience developing and maintaining ETL pipelines and data architecture
• Working knowledge of at least one HRIS platform (Workday, SAP SuccessFactors, Oracle, ADP, or equivalent)
• Excellent communication and interpersonal skills; ability to work directly with non-technical stakeholders and present findings clearly
• Self-driven and comfortable working independently in a dynamic environment with shifting priorities and heavy ad-hoc reporting needs
• Familiarity with data privacy regulations as they apply to employee and people data
• Bachelor's degree in Computer Science, Finance, Statistics, Information Systems or other quantitative field
• Exposure to FP&A processes such as headcount budgeting, FTE forecasting, or workforce cost modeling preferred
• Experience working with HR data including HRIS, ATS, compensation, and headcount data is a plus
• Familiarity with HR metrics frameworks, people analytics best practices, and DEI reporting preferred

Please note that immigration sponsorship is not offered for this specific opening.

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

DRW is seeking a Senior Quantitative Trader (Delta One) to join the FICCO options trading business. This individual will operate as an embedded quantitative research and trading lead within an established discretionary and systematic options platform, with a mandate to design, deploy, and scale futures-driven systematic strategies that complement and enhance the broader FICCO options franchise.

This role focuses on delta-one strategy development, systematic futures execution, portfolio hedging, and quantitative signal generation across global futures markets. The individual will partner closely with options traders to integrate futures-based signals, directional overlays, and risk-efficient hedging frameworks into the broader derivatives platform.

This position is suited for someone with demonstrated PnL ownership, deep quantitative expertise, and experience building scalable, systematic trading frameworks within derivatives markets.

Key Responsibilities

• Design, develop, and deploy systematic delta-one futures trading strategies across global markets (rates, FX, commodities, equities)
• Build and refine delta-driven signal generation frameworks to support both standalone futures strategies and options portfolios
• Implement robust futures-based hedging methodologies to optimize portfolio risk across the FICCO options business
• Develop and execute directional options overlays grounded in quantitative futures signals
• Understand and manage risk across live strategies, including exposure, volatility, liquidity, and cross-asset correlations
• Partner closely with developers and trading infrastructure teams to productionize models and optimize execution
• Conduct rigorous research, backtesting, and performance attribution analysis
• Continuously iterate on models to improve signal quality, scalability, and capital efficiency
• Contribute to portfolio construction and capital allocation decisions within the FICCO platform

Qualifications

• 7+ years of experience in systematic trading, preferably in futures and listed derivatives
• Proven track record of direct PnL ownership in a quant-driven trading environment
• Strong understanding of derivatives pricing, volatility dynamics, and risk modeling
• Deep experience in signal research, statistical modeling, and alpha generation
• Fluency in Python and experience working with large-scale datasets
• Strong knowledge of market microstructure and execution optimization
• Ability to independently drive research while collaborating effectively within a trading team

Preferred Background

• Experience trading across global futures markets (equities, rates, commodities, FX)
• Experience integrating options strategies within systematic futures frameworks
• Familiarity with portfolio construction, capital allocation, and risk budgeting models
• Experience working within or alongside an options trading desk
• Advanced degree in Mathematics, Statistics, Physics, Engineering, Computer Science, or related field

The annual base salary range for this position is $150,000 to $250,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

[#LI-JW1] 

The Role: 

• We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies

Job Responsibilities (include, but not limited to the following)

• Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
• Independently lead, manage and grow quantitative investment portfolio (portfolio will have a separately identifiable track record)
• Autonomy to build your own research pipeline and grow your team

• 2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe
• Strong programming skills in mainstream quant programming languages, such as Python and C++
   

The Independent Portfolio Manager Opportunity:

• Transparent and formula-based compensation
• Meaningful allocation with growth potential based on performance and scalability
• Access to a deep and broad menu of datasets supported by a dedicated data team
• Cross-asset execution led by a multi-regional trading team
• Opportunity for select engagement with the CIO Office in support of your research and strategy development

• Core Benefits: Fully paid medical and dental insurance for employees and dependents, flexible spending account, 401k, fully paid parental leave, generous PTO (paid time off) that consists of:
  • twenty vacation days that are pro-rated based on the employee’s start date, at an accrual of 1.67 days per month,
  • three personal days, and
  • ten sick days.
• Perks: Employee discounts for gym memberships, wellness activities, healthy snacks, casual dress code
• Training: learning and development courses, speakers, team-building off-site
• Employee resource groups

Pay Transparency:

WorldQuant is a total compensation organization where you will be eligible for a base salary, discretionary performance bonus, and benefits.

To provide greater transparency to candidates, we share base pay ranges for all US-based job postings regardless of state.  We set standard base pay ranges for all roles based on job function and level, benchmarked against similar stage organizations.  When finalizing an offer, we will take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

The Base Pay Range For This Position Is $150,000 – $200,000 USD.

At WorldQuant, we are committed to providing candidates with all necessary information in compliance with pay transparency laws.  If you believe any required details are missing from this job posting, please notify us at WQHR_US@WorldQuant.com, and we will address your concerns promptly.

#LI-JG1

The Role: 

• We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies

Job Responsibilities (include, but not limited to the following)

• Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
• Lead, manage and grow quantitative investment portfolio
• Contribute to broader firm research and strategic initiatives

• 2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe
• Strong programming skills in mainstream quant programming languages, such as Python and C++

The Book Portfolio Manager Opportunity:

• Transparent and formula-based compensation
• Opportunities to contribute to other research and strategy initiatives
• Access to WorldQuant’s alpha pool, portfolio management tools and innovative technology platforms
• Access to a deep and broad menu of datasets supported by a dedicated data team
• Cross-asset execution led by a multi-regional trading team
• Participation in internal research conferences and forums
• Autonomy to build your own strategies along with several opportunities for collaboration and mentorship
• Access to AI and Machine Learning opportunities applied to financial markets

• Core Benefits: Fully paid medical and dental insurance for employees and dependents, flexible spending account, 401k, fully paid parental leave, generous PTO (paid time off) that consists of:
  • twenty vacation days that are pro-rated based on the employee’s start date, at an accrual of 1.67 days per month,
  • three personal days, and
  • ten sick days.
• Perks: Employee discounts for gym memberships, wellness activities, healthy snacks, casual dress code
• Training: learning and development courses, speakers, team-building off-site
• Employee resource groups

Pay Transparency:

WorldQuant is a total compensation organization where you will be eligible for a base salary, discretionary performance bonus, and benefits.

To provide greater transparency to candidates, we share base pay ranges for all US-based job postings regardless of state.  We set standard base pay ranges for all roles based on job function and level, benchmarked against similar stage organizations.  When finalizing an offer, we will take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

The Base Pay Range For This Position Is $150,000 – $200,000 USD.

At WorldQuant, we are committed to providing candidates with all necessary information in compliance with pay transparency laws.  If you believe any required details are missing from this job posting, please notify us at WQHR_US@WorldQuant.com, and we will address your concerns promptly.

#LI-GO1
#LI-JG1

We are always looking to connect with exceptional talent. Please send us your information and we will respond with any opportunities. 

3Red Partners does not accept unsolicited resumes from 3rd party vendors. Any unsolicited resumes will become property of our team. 

3Red Partners LLC, a proprietary trading firm headquartered in Chicago, is seeking a Quant to join the team. 3Red Partners is committed to leveraging technology and math to implement competitive trading strategies. Our team has extensive, global experience in a wide variety of asset classes, risk management, and leading trading technologies. We focus our efforts on hiring extremely talented and motivated individuals to collaborate with each other and compete in the world’s financial markets.

The Quant will have the opportunity to work in one of our offices focusing on expanding and optimizing current and future trading opportunities. We are seeking a candidate that is searching for an opportunity to make a real impact, deliver value, and work within an experienced team.

Your impact:

• Work with the team to optimize the current strategy components and identify new trading opportunities
• Research and test alphas to improve existing tools and identify methods to increase trading efficiency  
• Focus on enhancing the production trading system and rewriting existing trades and signals

Your skills:

• A Bachelor's, Master's, or PhD degree with an emphasis in Computer Science or a STEM related field (e.g. Mathematics, Statistics, Physics, Data Science, etc.) with more than 2 years of relevant work experience
• Experience with Python, C++, and machine learning tools
• Ability to understanding the optimization and profiling of trading systems with proven success of developing models in a low latency trading environment
• Strong multi-tasking skills, including the ability to prioritize and work on multiple projects at one time

Our perks:

3Red offers a competitive compensation and benefits package. In addition to a base salary, we offer performance-based bonuses, reflecting our commitment to rewarding excellence. We also provide comprehensive health benefits, a 401k plan, commuter and wellness reimbursements, as well as several learning and development perks. Our casual dress code, weekly lunches, and team events foster a welcoming and collaborative workplace culture. At our Chicago headquarters, we enhance the workday with fully stocked pantries offering snacks and drinks, a Zen Room for relaxation, and an environment designed to support productivity and well-being.

The expected salary range for this position is $150,000 to $250,000, depending on qualifications, experience, and skills.

3Red Partners does not accept unsolicited resumes from 3rd party vendors. Any unsolicited resumes will become property of our team. 

Polar Operations LLC (dba IMC Markets) has multiple openings for Software Engineer- Data (REQ#4461663101) in Chicago, IL and Brooklyn, NY.

Your Core Responsibilities

• Implement software features and components for IMC's trading systems (25%).
• Design software solutions independently and make architectural decisions (10%).
• Debug and fix software issues in trading systems (5%).
• Identify complex multi-component issues, perform root cause analysis, and implement preventative solutions (5%).
• Ensure code quality and system reliability through comprehensive automated testing (10%).
• Contribute to the automated testing framework, own critical trading system components and ensure reliability, performance, and scalability across regions (5%).
• Participate in code reviews (10%).
• Monitor system performance and trading operations (5%).
• Collaborate with traders and other teams to understand requirements and deliver solutions (10%).
• Participate in planning, estimate complexity of tasks, and help balance technical debt with feature development (5%).
• Participate in planning, estimate complexity of tasks, and help balance technical debt with feature development (5%).
• Mentor and guide junior developers and interns, helping them understand IMC's systems and development practices (10%).

Partial telecommuting permitted. Multiple positions available Requisition Number: 4461663101

Your Skills and Experience

This position requires a Bachelor's degree, or foreign equivalent, in Computer science, Computer Engineering, or a similarly quantitative and technical field and one (1) year of experience in the job offered or a related occupation.

• Must have at least one (1) year of experience in each of the following skill(s):
• Applying analytical and engineering techniques to solve complex problems programmatically;
• Programming with Java, C/C++, or Python;
• Developing and implementing algorithms and data structures;
• Software development lifecycle and best practices;
• Designing and developing software applications in a collaborative, cross-functional environment;
• Experience building Kafka streaming applications and maintaining Kafka clusters;
• Experience building applications/pipelines with Big Data backends (such as S3, HDFS, Databricks, or Iceberg);
• Experience with Apache Spark or Apache Flink; (9) Experience with common data-science toolkits;
• Experience with Kubernetes and Docker;
• Experience with monitoring tools such as Prometheus/Grafana, Alert Manager, Alerta and OpsGenie; and
• Unix scripting experience (such as bash or python).

#LI-DNI

Polar Operations LLC (dba IMC Markets) has multiple openings for Python Software Engineer (REQ#4461661101) in Chicago, IL and Brooklyn, NY.

Your Core Responsibilities

• Implement software features and components for IMC's trading systems (25%).
• Design software solutions independently and make architectural decisions (10%).
• Debug and fix software issues in trading systems (5%).
• Identify complex multi-component issues, perform root cause analysis, and implement preventative solutions (5%).
• Ensure code quality and system reliability through comprehensive automated testing (10%).
• Contribute to the automated testing framework, own critical trading system components, and ensure reliability, performance, and scalability across regions (5%).
• Participate in code reviews (10%).
• Monitor system performance and trading operations (5%).
• Collaborate with traders and other teams to understand requirements and deliver solutions (10%).
• Participate in planning, estimate complexity of tasks, and help balance technical debt with feature development (5%).
• Mentor and guide junior developers and interns, helping them understand IMC's systems and development practices (10%).

Partial telecommuting permitted. Multiple positions available. Requisition #: 4461661101

Your Skills and Experience

This position requires a Bachelor’s degree, or foreign equivalent, in Computer science, Computer Engineering, or a similarly quantitative and technical field and one (1) year of experience in the job offered or a related occupation.

Must have at least one (1) year of experience in each of the following skill(s):

• Applying analytical and engineering techniques to solve complex problems programmatically;
• Programming with Python;
• Developing and implementing algorithms and data structures;
• Software development lifecycle and best practices;
• Designing and developing software applications in a collaborative, cross-functional environment;
• Experience with DevOps, databases, big data, or frontend frameworks;
• Experience with Docker, Kubernetes, and Linux environments;
• Experience working with financial data;
• Foundational knowledge of quantitative trading concepts and equity/index options;
• Exposure to web/API frameworks such as FastAPI and React;
• Experience with automated testing and CI/CD pipelines;
• Experience collaborating with trading desks and developing software for use in a quantitative trading environment;
• Experience with the following tools: Team City, JIRA ticket management, Gerrit code review tool, GitLab, uv, Gitlab CI, py-spy, memray, and Python Packaging; and
• Experience with the following libraries: Pandas, Polars, NumPy, Tensorflow, Scikit, scikit-learn, cvxpy, and Pytest.

#LI-DNI

Polar Operations LLC (dba IMC Markets) has multiple openings for C++ Software Engineer (REQ#4461662101) in Chicago, IL and Brooklyn, NY.

Your Core Responsibilities

• Implement software features and components for IMC's trading systems (25%).
• Design software solutions independently and make architectural decisions (10%).
• Debug and fix software issues in trading systems (5%).
• Identify complex multi-component issues, perform root cause analysis, and implement preventative solutions (5%).
• Ensure code quality and system reliability through comprehensive automated testing (10%).
• Contribute to the automated testing framework, own critical trading system components, and ensure reliability, performance, and scalability across regions (5%).
• Participate in code reviews (10%).
• Monitor system performance and trading operations (5%).
• Collaborate with traders and other teams to understand requirements and deliver solutions (10%).
• Participate in planning, estimate complexity of tasks, and help balance technical debt with feature development (5%).
• Mentor and guide junior developers and interns, helping them understand IMC's systems and development practices (10%).

Partial telecommuting permitted. Multiple positions available Requisition Number: 4461662101

Your Skills and Experience

This position requires a Bachelor’s degree, or foreign equivalent, in Computer science, Computer Engineering, or a similarly quantitative and technical field and one (1) year of experience in the job offered or a related occupation.

Must have at least one (1) year of experience in each of the following skill(s):

• Applying analytical and engineering techniques to solve complex problems programmatically;
• Programming with modern C++ in a low-latency environment;
• Developing and implementing algorithms and data structures;
• Software development lifecycle and best practices;
• Designing and developing software applications in a collaborative, cross-functional environment;
• Experience with software development for hardware platforms;
• Experience collaborating with trading desks and developing software for use in a quantitative trading environment;
• Experience with the following tools: C++ standard library, Bazel, Team City, JIRA ticket management, Gerrit code review tool, Clang / GCC, GDB, MagicTrace/perf, Valgrind, and Compiler Sanitizers; and
• Experience with the following libraries: GMock/Gtest and Clang / GCC.

#LI-DNI

Optiver is expanding its Systematic Options Trading Team and seeking exceptional Quantitative Researchers and Traders to drive its next phase of growth. You’ll join a team at the forefront of designing and optimizing our automated systems that work autonomously or alongside our operational options traders. With significant resources, cutting-edge infrastructure, and a collaborative environment, you'll help shape the direction of our trading systems and execution models.

What you’ll do

• Design, develop, and refine systematic trading strategies to optimize market reactions, order placement, and execution in order to maximize trading performance
• Utilize modelling, machine learning, and other techniques to gather insights from data in this pursuit

What you’ll get

You’ll join a culture of collaboration and excellence, surrounded by curious thinkers and creative problem-solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, collectively tackling some of the toughest challenges in the financial markets.

In addition, you’ll receive:

• The opportunity to work alongside best-in-class professionals from over 40 different countries
• A highly competitive compensation package
• Global profit-sharing pool and performance-based bonus structure
• 401(k) match up to 50%
• Comprehensive health, mental, dental, vision, disability, and life coverage
• 25 paid vacation days alongside market holidays
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

Who you are

• 3+ years of index options experience focused on systematic trading
• BS, MS, or PhD in a quantitative or technical field
• Strong analytical and mathematical skills, with a track record of applying them to trading problems
• Proficient in programming (Python, C++, or similar)
• Collaborative team player with experience working across departments and partnering closely with development
• A self-starter who identifies opportunities to make an impact

Who we are:
At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilising the market no matter the conditions. With a focus on continuous improvement, we prioritise safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.

Optiver is growing our Systematic Volatility Trading team and looking for an exceptional Quantitative Researcher to join us in the early stages. This is a rare opportunity to help define the direction of a fully automated options trading strategy, leveraging cutting-edge research to drive performance and profitability.

What you’ll do:

• Develop and refine alpha-driven strategies for fully automated options trading
• Research and implement novel signals, models, and execution techniques to optimize trading performance
• Play a key role in shaping the future of the team

What you’ll get:

• The opportunity to work alongside best-in-class professionals from over 40 different countries
• A highly competitive compensation package
• Global profit-sharing pool and performance-based bonus structure
• 401(k) match up to 50%
• Comprehensive health, mental, dental, vision, disability, and life coverage
• 25 paid vacation days alongside market holidays
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

Who you are:

• 4-5+ years of quantitative research experience, focused on alpha generation in equity or index options
• BS, MS, and/or PhD in a quantitative or technical field
• Strong individual contributor who thrives in a fast-paced, high-ownership environment.
• Strong programming and data analysis skills (Python, C++, or similar)
• Ability to think differently, challenge assumptions, and identify unique trading opportunities
• Excited to be an early-stage team member, helping to build and scale a world-class systematic vol trading effort

Who we are:

At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilizing the market no matter the conditions. With a focus on continuous improvement, we prioritize safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.

Optiver is seeking Quantitative Researchers to join our High-Frequency Trading (HFT) Team, where we run fully automated trading strategies powered by Machine Learning. As part of this high-impact, collaborative team, you’ll play a key role in developing, improving, and executing trading strategies, directly shaping our research and execution pipeline.

What you'll do:

• Conduct alpha, signal, and feature research, developing models to enhance predictions and improve trading algorithms
• Collaborate with peers to review research, solve complex problems, and refine trading strategies
• Optimize research workflows to increase efficiency and effectiveness
• Contribute to strategic discussions, helping shape the future direction of the business

What you'll get:

You’ll join a culture of collaboration and excellence, surrounded by curious thinkers and creative problem-solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, collectively tackling some of the toughest challenges in the financial markets.

In addition, you’ll receive:

• The opportunity to work alongside best-in-class professionals from over 40 different countries
• A highly competitive compensation package
• Global profit-sharing pool and performance-based bonus structure
• 401(k) match up to 50%
• Comprehensive health, mental, dental, vision, disability, and life coverage
• 25 paid vacation days alongside market holidays
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

Who you are:

• 2+ years of quantitative research experience on a successful futures/equities trading team
• Proven track record of developing profitable trading strategies, with strong analytical and mathematical skills
• Experience in computationally intensive research
• BS, MS, and/or PhD in a quantitative or technical field
• Proficiency in programming languages (C++, C, Python, Java)
• A highly collaborative team player, valuing diverse perspectives and building strong partnerships
• A self-starter who takes initiative, sets ambitious goals, and proactively identifies opportunities for impact

Who we are:
At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilising the market no matter the conditions. With a focus on continuous improvement, we prioritise safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.

Optiver is seeking Quantitative Researchers to join our High-Frequency Trading (HFT) Team, where we run fully automated trading strategies powered by Machine Learning. As part of this high-impact, collaborative team, you’ll play a key role in developing, improving, and executing trading strategies, directly shaping our research and execution pipeline.

What you'll do:

• Conduct alpha, signal, and feature research, developing models to enhance predictions and improve trading algorithms
• Collaborate with peers to review research, solve complex problems, and refine trading strategies
• Optimize research workflows to increase efficiency and effectiveness
• Contribute to strategic discussions, helping shape the future direction of the business

What you'll get:

You’ll join a culture of collaboration and excellence, surrounded by curious thinkers and creative problem-solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, collectively tackling some of the toughest challenges in the financial markets.

In addition, you’ll receive:

• The opportunity to work alongside best-in-class professionals from over 40 different countries
• A highly competitive compensation package
• Global profit-sharing pool and performance-based bonus structure
• 401(k) match up to 50%
• Comprehensive health, mental, dental, vision, disability, and life coverage
• 25 paid vacation days alongside market holidays
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

Who you are:

• 2+ years of quantitative research experience on a successful futures/equities trading team
• Proven track record of developing profitable trading strategies, with strong analytical and mathematical skills
• Experience in computationally intensive research
• BS, MS, and/or PhD in a quantitative or technical field
• Proficiency in programming languages (C++, C, Python, Java)
• A highly collaborative team player, valuing diverse perspectives and building strong partnerships
• A self-starter who takes initiative, sets ambitious goals, and proactively identifies opportunities for impact

Who we are:
At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilising the market no matter the conditions. With a focus on continuous improvement, we prioritise safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.

Optiver is seeking Quantitative Researchers to join our High-Frequency Trading (HFT) Team, where we run fully automated trading strategies powered by Machine Learning. As part of this high-impact, collaborative team, you’ll play a key role in developing, improving, and executing trading strategies, directly shaping our research and execution pipeline.

What you'll do:

• Conduct alpha, signal, and feature research, developing models to enhance predictions and improve trading algorithms
• Collaborate with peers to review research, solve complex problems, and refine trading strategies
• Optimize research workflows to increase efficiency and effectiveness
• Contribute to strategic discussions, helping shape the future direction of the business

What you'll get:

You’ll join a culture of collaboration and excellence, surrounded by curious thinkers and creative problem-solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, collectively tackling some of the toughest challenges in the financial markets.

In addition, you’ll receive:

• The opportunity to work alongside best-in-class professionals from over 40 different countries
• A highly competitive compensation package
• Global profit-sharing pool and performance-based bonus structure
• 401(k) match up to 50%
• Comprehensive health, mental, dental, vision, disability, and life coverage
• 25 paid vacation days alongside market holidays
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

Who you are:

• 2+ years of quantitative research experience on a successful futures/equities trading team
• Proven track record of developing profitable trading strategies, with strong analytical and mathematical skills
• Experience in computationally intensive research
• BS, MS, and/or PhD in a quantitative or technical field
• Proficiency in programming languages (C++, C, Python, Java)
• A highly collaborative team player, valuing diverse perspectives and building strong partnerships
• A self-starter who takes initiative, sets ambitious goals, and proactively identifies opportunities for impact

Who we are:
At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilising the market no matter the conditions. With a focus on continuous improvement, we prioritise safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.

Optiver Chicago is seeking a seasoned Data Engineer to support and advance the data capabilities of our local research team and contribute to our broader Lakehouse architecture vision. In this role, you'll work with cutting-edge tools like Databricks, Apache Spark, and Delta Lake, translating experimental research workflows into scalable, production-grade systems.

As a critical engineering presence in Chicago, you'll directly influence local data strategy while collaborating with our Global Research and Data Platform teams. Your work will drive real-time insights, enable predictive analytics, and power decision-making across the trading lifecycle.

This role combines hands-on data engineering, cross-regional collaboration, and platform innovation—all within a high-performance, data-driven environment.

What you’ll do:

• Design, build, and maintain reliable ETL/ELT pipelines using Spark, Structured Streaming, Databricks, and our in-house high-performance tools
• Optimize and productionize research workflows with a strong focus on scalability, resilience, and performance tuning
• Collaborate with power users to develop and share reusable patterns, templates, and onboarding pathways
• Define, document, and enforce data engineering best practices
• Mentor junior engineers and drive a culture of continuous learning and DataOps excellence

What You’ll Get

• Immediate impact on the data systems powering world-class research and real-time trading decisions.
• A unique opportunity to shape Lakehouse engineering in the United States and influence global data architecture.
• High autonomy to own complex workflows and template “how-to” solutions across teams.
• Close collaboration with quant researchers and traders to unlock predictive insights and trading alpha.
• Partnership with best-in-class engineers across Chicago, Amsterdam, and Sydney.

In addition, you’ll receive:

• The opportunity to work alongside best-in-class professionals from over 40 different countries
• 401(k) match up to 50%
• Comprehensive health, mental, dental, vision, disability, and life coverage
• 25 paid vacation days alongside market holidays
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

Who you are:

• 5+ years of hands-on experience in data engineering, delivering robust pipelines at scale
• Advanced Python skills and deep experience with Apache Spark and the Databricks platform
• Familiarity with Delta Lake, streaming data systems (e.g., Kafka), and distributed compute environments
• Solid understanding of cloud-native data architectures (preferably AWS) and infrastructure cost optimization principles
• Proficiency in relational databases (e.g., PostgreSQL) and modern orchestration tools
• Bonus: Experience with system-level languages (e.g., C++, Rust) and exposure to MLOps or MLflow
• Proven ability to lead projects independently and deliver outcomes in fast-paced environments
• Clear communicator who collaborates well with researchers, traders, and engineers alike
• Enthusiastic mentor and strong advocate for engineering rigor and platform scalability
• Bachelor’s or Master’s degree in Computer Science, Engineering, or a related technical discipline

Who we are:

At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilizing the market no matter the conditions. With a focus on continuous improvement, we prioritize safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.

Optiver Chicago is seeking a seasoned Data Architect to support and advance the data capabilities of our local research team and contribute to our broader Lakehouse architecture vision. In this role, you'll work with cutting-edge tools like Databricks, Apache Spark, and Delta Lake, translating experimental research workflows into scalable, production-grade systems.

As a critical engineering presence in Chicago, you'll directly influence local data strategy while collaborating with our Global Research and Data Platform teams. Your work will drive real-time insights, enable predictive analytics, and power decision-making across the trading lifecycle.

This role combines hands-on data engineering, cross-regional collaboration, and platform innovation—all within a high-performance, data-driven environment.

What you’ll do:

• Design, build, and maintain reliable ETL/ELT pipelines using Spark, Structured Streaming, Databricks, and our in-house high-performance tools
• Optimize and productionize research workflows with a strong focus on scalability, resilience, and performance tuning
• Collaborate with power users to develop and share reusable patterns, templates, and onboarding pathways
• Define, document, and enforce data engineering best practices
• Mentor junior engineers and drive a culture of continuous learning and DataOps excellence

What You’ll Get

• Immediate impact on the data systems powering world-class research and real-time trading decisions.
• A unique opportunity to shape Lakehouse engineering in the United States and influence global data architecture.
• High autonomy to own complex workflows and template “how-to” solutions across teams.
• Close collaboration with quant researchers and traders to unlock predictive insights and trading alpha.
• Partnership with best-in-class engineers across Chicago, Amsterdam, and Sydney.

In addition, you’ll receive:

• The opportunity to work alongside best-in-class professionals from over 40 different countries
• 401(k) match up to 50%
• Comprehensive health, mental, dental, vision, disability, and life coverage
• 25 paid vacation days alongside market holidays
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

Who you are:

• 5+ years of hands-on experience in data engineering, delivering robust pipelines at scale
• Advanced Python skills and deep experience with Apache Spark and the Databricks platform
• Familiarity with Delta Lake, streaming data systems (e.g., Kafka), and distributed compute environments
• Solid understanding of cloud-native data architectures (preferably AWS) and infrastructure cost optimization principles
• Proficiency in relational databases (e.g., PostgreSQL) and modern orchestration tools
• Bonus: Experience with system-level languages (e.g., C++, Rust) and exposure to MLOps or MLflow
• Proven ability to lead projects independently and deliver outcomes in fast-paced environments
• Clear communicator who collaborates well with researchers, traders, and engineers alike
• Enthusiastic mentor and strong advocate for engineering rigor and platform scalability
• Bachelor’s or Master’s degree in Computer Science, Engineering, or a related technical discipline

Who we are:

At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilizing the market no matter the conditions. With a focus on continuous improvement, we prioritize safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.

As a Graduate Quantitative Researcher, you will develop, refine and implement algorithmic trading strategies that shape the future of electronic trading. Working alongside a research team of mathematicians, scientists and technologists, you will leverage vast data sets to construct complex models to predict market movements. With your expertise in statistics and exceptional analytical and research skills, you will develop innovative solutions that are foundational to Optiver’s trading strategies.

This opportunity is also available in our Chicago and Austin offices.

What you’ll do:

Your onboarding

You will participate in Optiver’s comprehensive Global Academy and be equipped with the knowledge needed to make an impact the moment you join your team. The comprehensive training covers trading theory and Optiver’s tech stack to hone your skills for your role. In addition, you will be paired with a dedicated mentor who will empower you to take ownership of your work and make a difference.

Your responsibilities

As a Quantitative Researcher, you will have the opportunity to contribute to several key areas:

• Using statistical models and machine learning to develop trading algorithms.
• Leveraging big data technologies to analyze high-frequency trading strategies, market microstructure and financial instruments to identify trading opportunities.
• Building stochastic models to determine the fair value of financial derivatives.
• Combining quantitative analysis and high-performance implementation to ensure the efficiency and accuracy of pricing engines and libraries.

What you’ll get:

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle the toughest problems in the financial markets.

In addition, you’ll receive:

• A performance-based bonus structure unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool.
• The opportunity to work alongside best-in-class professionals from over 40 different countries.
• Ownership over initiatives that directly solve business problems.
• 401(k) match up to 50% and fully paid health insurance.
• 25 paid vacation days alongside market holidays.
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more.

Who you are:

• PhD in Mathematics, Statistics, Computer Science, Physics, or a related STEM field, with outstanding academic achievements
• Expected to graduate by mid-2026 and available to start full-time employment upon graduation
• Solid foundation in mathematics, probability, and statistics
• Excellent research, analytical, and modeling skills
• Independent research experience
• Proficiency in any programming language
• Experience in machine learning, with practical applications in time-series analysis and pattern recognition
• Strong interest in working in a fast-paced, collaborative environment
• Fluent in English with strong written and verbal communication skills

Who we are: 

At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilising the market no matter the conditions. With a focus on continuous improvement, we prioritise safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.

Optiver is supportive of US immigration sponsorship for this role.

*We accept one application per role per year. If you have previously applied to this position during this season and have been unsuccessful, you can reapply once the next recruitment season begins in 2026.

As a Graduate Quantitative Researcher, you will develop, refine and implement algorithmic trading strategies that shape the future of electronic trading. Working alongside a research team of mathematicians, scientists and technologists, you will leverage vast data sets to construct complex models to predict market movements. With your expertise in statistics and exceptional analytical and research skills, you will develop innovative solutions that are foundational to Optiver’s trading strategies.

This opportunity is also available in our Chicago and New York City offices.

What you’ll do:

Your onboarding

You will participate in Optiver’s comprehensive Global Academy and be equipped with the knowledge needed to make an impact the moment you join your team. The comprehensive training covers trading theory and Optiver’s tech stack to hone your skills for your role. In addition, you will be paired with a dedicated mentor who will empower you to take ownership of your work and make a difference.

Your responsibilities

As a Quantitative Researcher, you will have the opportunity to contribute to several key areas:

• Using statistical models and machine learning to develop trading algorithms.
• Leveraging big data technologies to analyze high-frequency trading strategies, market microstructure and financial instruments to identify trading opportunities.
• Building stochastic models to determine the fair value of financial derivatives.
• Combining quantitative analysis and high-performance implementation to ensure the efficiency and accuracy of pricing engines and libraries.

What you’ll get:

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle the toughest problems in the financial markets.

In addition, you’ll receive:

• A performance-based bonus structure unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool.
• The opportunity to work alongside best-in-class professionals from over 40 different countries.
• Ownership over initiatives that directly solve business problems.
• 401(k) match up to 50% and fully paid health insurance.
• 25 paid vacation days alongside market holidays.
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more.

Who you are:

• PhD in Mathematics, Statistics, Computer Science, Physics, or a related STEM field, with outstanding academic achievements
• Expected to graduate by mid-2026 and available to start full-time employment upon graduation
• Solid foundation in mathematics, probability, and statistics
• Excellent research, analytical, and modeling skills
• Independent research experience
• Proficiency in any programming language
• Experience in machine learning, with practical applications in time-series analysis and pattern recognition
• Strong interest in working in a fast-paced, collaborative environment
• Fluent in English with strong written and verbal communication skills

Who we are: 

At Optiver, our mission is to improve the market by injecting liquidity, providing accurate pricing, increasing transparency and stabilising the market no matter the conditions. With a focus on continuous improvement, we prioritise safeguarding the health and efficiency of the markets for all participants. As one of the largest market making institutions, we are a respected partner on 100+ exchanges across the globe.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.

Optiver is supportive of US immigration sponsorship for this role.

*We accept one application per role per year. If you have previously applied to this position during this season and have been unsuccessful, you can reapply once the next recruitment season begins in 2026.

The Business Development team at Braze shapes future revenue success every day. It is the team at the forefront of identifying, understanding and helping potential customers build, enhance or transform their customer engagement offering.

Business Development Representatives (BDRs) at Braze grow into skilled commercial players and are trailblazers and action leaders when it comes to: 

• Identifying target accounts
• Developing email and phone campaigns
• Engaging C-suite prospects
• Demonstrating the value of Braze
• Qualifying early stage deals

BDR is a multi-faceted role, kept fresh and exciting by day-to-day priorities like building account strategies with Account Executives, discovery phone calls, meetings with leaders and executives across accounts, building personalized email sequences and attending events to generate new leads. The ultimate goal is to generate high quality relationships that transform into high quality new business opportunities.

Every individual has a personal quota, and shares a team goal. The team is collaborative, communicative and we are always the first to take action. There’s a lot of support and camaraderie with plenty of room to be proactive and take control of your own sales success. It is one of the most energetic, fun teams at Braze! 

BDRs gain huge value from working together at our amazing offices.  BDRs at Braze have a hybrid schedule, which means they will be in office a minimum of 3 days a week. This allows our team to thrive in a learning environment together.

WHAT YOU'LL DO

BDR is a high impact role. The BDR will research accounts, develop and action a communication plan (via phone, email, LinkedIn, video etc) to generate new business opportunities (pipeline). There are proven processes to follow, several intuitive user friendly tools to use and KPIs to keep momentum up. BDR’s prioritize outreach to prospects: the more relevant stakeholders we can speak with, the more likely we are to be successful in that account.

BDRs will manage their own meetings, and bring in other internal stakeholders as needed. They conduct high-level conversations with C-suite executives about their business goals, customer engagement and marketing challenges/opportunities with a view to understanding and ‘qualifying’ the opportunity. BDRs also deliver value-orientated pitches and solution demonstrations.

Ultimate success for a BDR is to generate the volume and value of deals required to hit their quota, and bring great new brands to Braze! This is done by meeting outreach KPIs, setting meetings and carrying out great discovery and qualification. The commission plan is uncapped, so once a BDR hits quota, they can keep on earning.

There is advancement potential for consistently successful BDRs, with personalized development plans, coaching and internal resources to plan for the next rewarding role at Braze.

WHO YOU ARE

• Adaptable
• Action orientated
• Precise and engaging communicator (written and verbal)
• Strong researcher
• Creative
• Problem solver
• Intellectually curious
• Self aware/coachable
• Intrinsically motivated
• Well organized and accountable
• Relentlessly tenacious

For candidates based in the United States, the pay range for this position at the start of employment is expected to be between $45,000 and $54,000/year with an expected On Target Earnings (OTE) between $75,000 and $90,000/year (including bonus or commission). Your exact offer may vary depending on multiple individualized factors, including market location, job-related knowledge, skills, and experience. 

The Business Development team at Braze shapes future revenue success every day. It is the team at the forefront of identifying, understanding and helping potential customers build, enhance or transform their customer engagement offering.

Business Development Representatives (BDRs) at Braze grow into skilled commercial players and are trailblazers and action leaders when it comes to: 

• Identifying target accounts
• Developing email and phone campaigns
• Engaging C-suite prospects
• Demonstrating the value of Braze
• Qualifying early stage deals

BDR is a multi-faceted role, kept fresh and exciting by day-to-day priorities like building account strategies with Account Executives, discovery phone calls, meetings with leaders and executives across accounts, building personalized email sequences and attending events to generate new leads. The ultimate goal is to generate high quality relationships that transform into high quality new business opportunities.

Every individual has a personal quota, and shares a team goal. The team is collaborative, communicative and we are always the first to take action. There’s a lot of support and camaraderie with plenty of room to be proactive and take control of your own sales success. It is one of the most energetic, fun teams at Braze! 

BDRs gain huge value from working together at our amazing offices.  BDRs at Braze have a hybrid schedule, which means they will be in office a minimum of 3 days a week. This allows our team to thrive in a learning environment together.

WHAT YOU'LL DO

BDR is a high impact role. The BDR will research accounts, develop and action a communication plan (via phone, email, LinkedIn, video etc) to generate new business opportunities (pipeline). There are proven processes to follow, several intuitive user friendly tools to use and KPIs to keep momentum up. BDR’s prioritize outreach to prospects: the more relevant stakeholders we can speak with, the more likely we are to be successful in that account.

BDRs will manage their own meetings, and bring in other internal stakeholders as needed. They conduct high-level conversations with C-suite executives about their business goals, customer engagement and marketing challenges/opportunities with a view to understanding and ‘qualifying’ the opportunity. BDRs also deliver value-orientated pitches and solution demonstrations.

Ultimate success for a BDR is to generate the volume and value of deals required to hit their quota, and bring great new brands to Braze! This is done by meeting outreach KPIs, setting meetings and carrying out great discovery and qualification. The commission plan is uncapped, so once a BDR hits quota, they can keep on earning.

There is advancement potential for consistently successful BDRs, with personalized development plans, coaching and internal resources to plan for the next rewarding role at Braze.

WHO YOU ARE

• Adaptable
• Action orientated
• Precise and engaging communicator (written and verbal)
• Strong researcher
• Creative
• Problem solver
• Intellectually curious
• Self aware/coachable
• Intrinsically motivated
• Well organized and accountable
• Relentlessly tenacious

For candidates based in the United States, the pay range for this position at the start of employment is expected to be between $45,000 and $54,000/year with an expected On Target Earnings (OTE) between $75,000 and $90,000/year (including bonus or commission). Your exact offer may vary depending on multiple individualized factors, including market location, job-related knowledge, skills, and experience. 

As a Quantitative Researcher, you will work with a team to develop a variety of signals, models, and strategies for trading financial markets. As part of the role, you will be responsible for the design and implementation of various components of our research system, and you will evaluate their effectiveness by using rigorous statistical methods. As part of a small team with exposure to multiple areas of research, you will have the opportunity to rapidly grow your knowledge of quantitative finance.

Candidate requirements:

• Active PhD graduates or Postdocs pursuing a degree in mathematics, statistics, machine learning, physics, computer science, or other scientific discipline 
• Exceptional mathematical, analytical, and problem-solving ability
• Programming proficiency in Python or C++
• Experience in solving data-intensive problems a plus
• Demonstrated ability to complete statistical or applied mathematical research a plus
• Successful participation in mathematical competitions a plus e.g., IMO, Putnam
• Prior experience in a quantitative role within a trading environment a plus

Desired qualities: 

• Intellectually curious, creative, and rigorous
• Willingness to challenge assumptions and revise opinions in the face of compelling evidence
• Self-motivated and highly productive, with a strong sense of urgency and accountability
• Willing to take ownership of one’s work, working both independently and within a small team
• Meticulous attention to detail
• Ability to manage and prioritize multiple threads of work
• Able to work across disciplines
• Excellent communication and collaboration skills
• Comfortable providing and receiving actionable feedback in a collaborative team setting

As a Quantitative Research Intern, you will collaborate closely with a team to develop and implement quantitative trading signals, models, and strategies. Our role offers the opportunity to design, implement, and evaluate research systems components using rigorous statistical methodologies. As part of the team, you will gain exposure to diverse research areas, accelerating your expertise in quantitative finance.

Requirements:

• Active student pursuing a BS, MS, or PhD in mathematics, statistics, machine learning, physics, computer science, or other scientific disciplines with an expected graduation date between Fall 2027 and Spring 2028.
• Demonstrated proficiency in quantitative analysis and problem-solving
• Proficiency in Python programming 
• Prior experience tackling data-intensive challenges, conducting and completing statistical or applied mathematical research 
• Successful participation in mathematical competitions is a plus e.g., IMO, Putnam
• Prior experience in a quantitative role within a trading environment a plus

Desired qualities: 

• Intellectually curious, creative, and rigorous
• Willingness to challenge assumptions and revise opinions in the face of compelling evidence
• Self-motivated and highly productive, with a strong sense of urgency and accountability
• Willing to take ownership of one’s work, working both independently and within a small team
• Meticulous attention to detail
• Ability to manage and prioritize multiple threads of work
• Able to work across disciplines
• Excellent communication and collaboration skills
• Comfortable providing and receiving actionable feedback in a collaborative team setting

As a Quantitative Researcher, you will collaborate closely with a team to develop and implement quantitative trading signals, models, and strategies. Our role offers the opportunity to design, implement, and evaluate research systems components using rigorous statistical methodologies. As part of the team, you will gain exposure to diverse research areas, accelerating your expertise in quantitative finance. 

Requirements:

• A Bachelor’s degree (BS) in mathematics, statistics, machine learning, physics, computer science, or other scientific disciplines is required.
• Candidates may have up to 3 years of professional experience or be actively pursuing a BS or MS in these fields, with an expected graduation date in 2026 or 2027. 
• Demonstrated proficiency in quantitative analysis and problem-solving
• Proficiency in Python programming 
• Prior experience tackling data-intensive challenges, conducting and completing statistical or applied mathematical research 
• Successful participation in mathematical competitions is a plus e.g., IMO, Putnam
• Prior experience in a quantitative role within a trading environment a plus

Desired qualities: 

• Intellectually curious, creative, and rigorous
• Willingness to challenge assumptions and revise opinions in the face of compelling evidence
• Self-motivated and highly productive, with a strong sense of urgency and accountability
• Willing to take ownership of one’s work, working both independently and within a small team
• Meticulous attention to detail
• Ability to manage and prioritize multiple threads of work
• Able to work across disciplines
• Excellent communication and collaboration skills
• Comfortable providing and receiving actionable feedback in a collaborative team setting

Aquatic is looking for exceptional Quantitative Researchers to create and improve proprietary trading models and strategies while working closely with engineers and senior leaders across the firm. Quantitative Researchers within Aquatic work on a variety of trading strategies and research projects, with the opportunity to conduct independent research and originate research topics over time.

Specific responsibilities range from utilizing financial and other data in an effort to create or improve predictive models, developing and/or leveraging leading-edge statistical and machine-learning models to enhance the research and development system, creating algorithms to monetize the predictive signals.

Technical requirements:

• At least 4+ years of full-time professional experience
• Bachelors, Masters, PhD or Postdoc candidates in finance, computer science, mathematics, statistics, machine learning, physics, or other scientific discipline
• Solid mathematical and analytical ability; exceptional problem-solving and modeling ability
• Demonstrated ability to complete high level, statistical or applied mathematical research
• Prior experience in a quantitative role within a trading environment a plus
• Experience in solving highly complex, data intensive problems
• Programming proficiency in any of the following: Python, C++, Java or R

Behavioral requirements:

• Strong research hygiene
• Self-motivated and highly-productive, with a strong sense of ownership and urgency
• Intellectually curious, creative, and rigorous
• Excellent communication and collaboration skills
• Meticulous attention to detail
• Able to work across disciplines
• Willing to take ownership of his/her work, working both independently and within a small team
• Driven and tenacious approach with desire to build something scratch

The base salary for this role is anticipated to be between $150,000 and $300,000, which is based on information at the time of posting. This position may also be eligible for additional forms of compensation, such as a discretionary bonus, and benefits. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their unique skills, qualifications and relevant experience.

Reach3 Insights – Senior Research Consultant (Tech/Financial Services)

Rival Group, comprised of Rival Technologies and Reach3 Insights, is an award-winning global insights firm on a mission to transform the insights industry through the power of AI-accelerated, mobile messaging-based conversational insights.

Rival Technologies is solving a massive problem in the research industry by building the world’s first, enterprise-grade conversational insights platform. We engage with consumers & business audiences via organic mobile messaging-based techniques to capture rich, in-the-moment qual/quant human insights at scale. 

Reach3 is a full-service research consultancy that develops scalable, conversational insight solutions for today’s modern, agile enterprise. Featuring immersive, in-the-moment research designs, intelligent data sciences and dynamic digital storytelling, our approach delivers deep experiential insights that inspire action.

Here is a link to a demo video that shows us in action. 

But, why us for your next career move? 

When you join Reach3, you’ll get to help pioneer a new way of capturing & delivering insights, working directly with senior consultants and industry leaders who are passionate about the power of our approaches to drive business success across a variety of industries and global brands. We pride ourselves on our culture that’s built on trust and hard work (while still having a good time!) and leadership that invests in you, your development and career growth. Not to mention, we have a lineup of top-notch Fortune 100 clients that many could only dream of working with! 

A few more reasons why you should choose Reach3:   

• We’re proud to have hub offices in Chicago, Vancouver, and Toronto, with team members working in a flexible hybrid and remote model. For this role, our priority is hiring candidates based in or near our Chicago. However, we have hubs in other Tech/Financial markets, such as NYC, Boston, San Francisco, and Portland. 
• We offer a Home Office Stipend, Monthly Internet and Cellphone Stipend to make sure you are comfortable, connected and well set up in your space.  
• We compensate fairly. We are committed to pay equity/fair pay practices and closing the gender salary gap. Our compensation package proudly includes: 
• In determining salary, Reach3 Insights considers many factors including the successful candidate’s skillset and experience as well as internal equity. The salary range for this position is $85,000 to $110,000, with the upper portion typically reserved for tenured employees who have developed extensive job knowledge and expertise within the company. 
• Comprehensive paid time off that covers vacation, sick, and personal days. 
• Health benefits with Canada Life.
• Health spending account.
• Volunteer and professional development days.
• RRSP matching program.
• Profit Sharing Plan.

Interested? Yeah. We thought you might be. 

As a Senior Research Consultant at Reach3, you will: 

• Manage all stages of the market research project cycle including: 
  • Designing and developing questionnaires and discussion guides, 
  • Overseeing data collection & ensuring strict quality control, 
  • Identifying and writing up analytical findings, 
  • Visualizing and reporting quantitative and qualitative findings, 
  • Report writing and taking deliverables to the next level, 
  • Working with marketing research software packages. 
• Help to proactively nurture and develop strategic client relationships
• Mentor & manage junior researchers on the project execution & client management process.  
• Bring an exceptional drive and entrepreneurial mindset, while also being highly organized related to planning and implementing both strategic and tactical project timelines.
• Be an enduring, positive and collaborative member of the team who genuinely cares about all facets of the company, our strategy and reputation in the market. 

Reach3’s next Senior Research Consultant will bring: 

• Exceptional hands-on research expertise, including questionnaire design, sample frame development, field management, analysis planning, data visualization and creative report writing. 
• Incredible attention to detail and be highly organized, with an ability to manage multiple projects at once and consistently shifting priorities and timelines.
• Strong written and verbal communication skills – someone who is unafraid of asking questions or for help when they face roadblocks.
• A passion to learn, achieve and accomplish great things.
• Enthusiasm for coaching & training junior researchers, as well as be mentored by your senior colleagues.
• Skill with technology and social media, as well as online market research methodologies and technology platforms.
• An innate ability to find the story in the numbers, and to sift through qualitative & qualitative data to extract meaningful nuggets and insights.
• Creative data visualization and reporting skills – someone who develops reports that always impress colleagues and clients.
• A passion for unlocking the power of consumer insights to help drive agile decision making. 

 This may be the right opportunity for you if you have: 

• University or College degree.
• 5+ years of relevant, hands-on work experience, preferably with a supplier side organization.  
• Background in Technology or Financial Services industries.
• Exposure to sophisticated market research practices including a wide variety of quantitative and qualitative research methods.
• Experience managing end-to-end market research projects, including: 
  • Designing and developing questionnaires and discussion guides, 
  • Identifying and writing up analytical findings, 
  • Visualizing and reporting quantitative and qualitative data, 
  • Report writing and taking deliverables to the next level, 
  • Working in marketing research software packages. 
• Exposure to mentoring & managing junior researchers
• Strong Microsoft Office skills, Excel and PowerPoint, in particular, as well as a quick learner of new technologies/software.
• Analytical/ Logic and Reasoning orientation.
• Strong numeric and problem-solving orientation.
• Strong detail orientation.
• Strong client service orientation.
• Strong written & verbal communication skills. 

Apply Now! 

If you think you’re a good fit, please connect with us ASAP with your resume. Please note, you must be eligible to work in the US to be considered for this role. At Reach3, we value the unique qualities and experiences that each candidate brings to the table. We believe in a personal approach to hiring and take the time to thoroughly review each resume ourselves. Rest assured, we do not use AI or automated systems to review or filter resumes. Every application is carefully reviewed by our hiring team to ensure a fair and personalized evaluation process. If you don’t see yourself fully reflected in every job requirement listed on the posting above, we still encourage you to reach out and apply. Research has shown that individuals in underrepresented groups often only apply when they feel 100% qualified. We are committed to creating a more equitable, inclusive, and diverse company and we strongly encourage applicants of all genders, ages, ethnicities, cultures, abilities, sexual orientations, and life experiences to apply. 

Reach3 welcomes applications from people with disabilities. Support is available upon request for candidates taking part in all aspects of the selection process. Finally, we know from time-to-time emergencies happen and you may need to reschedule an interview - we understand and encourage you to be in communication without worrying about losing the opportunity or your credibility. 

No recruiters and no phone calls, please! 

We are proud to be an equal opportunity workplace committed to building a team culture that celebrates diversity and inclusion. Reach3 Insights Inc. provides equal employment opportunity to all employees and applicants without regard to race, religion, age, ancestry, gender, sex, sexual orientation, national origin, citizenship status, physical or mental disability, veteran status, marital status, or any other characteristic protected by applicable law.  

Reach3 Insights – Research Consultant (Tech/Financial Services)

Rival Group, comprised of Rival Technologies and Reach3 Insights, is an award-winning global insights firm on a mission to transform the insights industry through the power of AI-accelerated, mobile messaging-based conversational insights.

Rival Technologies is solving a massive problem in the research industry by building the world’s first, enterprise-grade conversational insights platform. We engage with consumers & business audiences via organic mobile messaging-based techniques to capture rich, in-the-moment qual/quant human insights at scale. 

Reach3 is a full-service research consultancy that develops scalable, conversational insight solutions for today’s modern, agile enterprise. Featuring immersive, in-the-moment research designs, intelligent data sciences and dynamic digital storytelling, our approach delivers deep experiential insights that inspire action.

Here is a link to a demo video that shows us in action. 

But, why us for your next career move? 

When you join Reach3, you’ll get to help pioneer a new way of capturing & delivering insights, working directly with senior consultants and industry leaders who are passionate about the power of our approaches to drive business success across a variety of industries and global brands. We pride ourselves on our culture that’s built on trust and hard work (while still having a good time!) and leadership that invests in you, your development and career growth. Not to mention, we have a lineup of top-notch Fortune 100 clients that many could only dream of working with! 

A few more reasons why you should choose Reach3:   

• We’re proud to have hub offices in Chicago, Vancouver, and Toronto, with team members working in a flexible hybrid and remote model. For this role, our priority is hiring candidates based in or near our Chicago office. However, we have hubs in other Tech/Financial markets, such as NYC, Boston, San Francisco, and Portland. 
• We compensate fairly. We are committed to pay equity/fair pay practices and closing the gender salary gap. Our compensation package proudly includes: 
• In determining salary, Reach3 Insights considers many factors including the successful candidate’s skillset and experience as well as internal equity. The salary range for this position is $65,000 to $85,000, USD with the upper portion typically reserved for tenured employees who have developed extensive job knowledge and expertise within the company. 
• We offer a Home Office Stipend, Monthly Internet and Cellphone Stipend to make sure you are comfortable, connected and well set up in your space.  
• Profit Sharing Plan
• 401k matching program.
• Comprehensive paid time off that covers vacation, sick, and personal days. 
• Volunteer and Professional Days

Interested? Yeah. We thought you might be. 

As a Research Consultant at Reach3, you will: 

• Be responsible for assisting in the management of all stages of the market research project cycle, including, 
  • Designing and developing questionnaires and discussion guides, 
  • Overseeing data collection & ensuring strict quality control, 
  • Identifying and writing up analytical findings, 
  • Visualizing and reporting quantitative and qualitative findings, 
  • Report writing and taking deliverables to the next level, 
  • Working with marketing research software packages. 
• Help to proactively nurture and develop strategic client relationships
• Work closely and effectively with team members across the organization
• Bring an exceptional drive and entrepreneurial mindset, while also being highly organized and detail orientated
• Be an enduring, positive, and collaborative team member 

Reach3’s next Research Consultant will bring: 

• Hands-on research exposure, including questionnaire design, sample frame development, field management, analysis planning, data visualization and creative report writing. 
• Incredible attention to detail and be highly organized, with an ability to manage multiple projects at once and consistently shifting priorities and timelines.
• Strong written and verbal communication skills – someone who is unafraid of asking questions or for help when they face roadblocks.
• A passion to learn, achieve and accomplish great things.
• Skill with technology and social media, as well as online market research methodologies and technology platforms.
• An innate ability to find the story in the numbers, and to sift through qualitative & qualitative data to extract meaningful nuggets and insights.
• Creative data visualization and reporting skills – someone who develops reports that always impress colleagues and clients.
• A passion for unlocking the power of consumer insights to help drive agile decision making. 

 This may be the right opportunity for you if you have: 

• University or College degree.
• 2+ years of relevant, hands-on work experience, preferably with a supplier side organization. 
• Background in Technology and Financial Services industries.
• Exposure to sophisticated market research practices including a wide variety of quantitative and qualitative research methods.
• Exposure to managing end-to-end market research projects, including: 
  • Designing and developing questionnaires and discussion guides, 
  • Identifying and writing up analytical findings, 
  • Visualizing and reporting quantitative and qualitative data, 
  • Report writing and taking deliverables to the next level, 
  • Working in marketing research software packages. 
• Strong Microsoft Office skills, Excel and PowerPoint, in particular, as well as a quick learner of new technologies/software.
• Analytical/ Logic and Reasoning orientation.
• Strong numeric and problem-solving orientation.
• Strong detail orientation.
• Strong client service orientation.
• Strong written & verbal communication skills.  

Apply Now! 

If you think you’re a good fit, please connect with us ASAP with your resume. Please note, you must be eligible to work in the US to be considered for this role. At Reach3, we value the unique qualities and experiences that each candidate brings to the table. We believe in a personal approach to hiring and take the time to thoroughly review each resume ourselves. Rest assured, we do not use AI or automated systems to review or filter resumes. Every application is carefully reviewed by our hiring team to ensure a fair and personalized evaluation process. If you don’t see yourself fully reflected in every job requirement listed on the posting above, we still encourage you to reach out and apply. Research has shown that individuals in underrepresented groups often only apply when they feel 100% qualified. We are committed to creating a more equitable, inclusive, and diverse company and we strongly encourage applicants of all genders, ages, ethnicities, cultures, abilities, sexual orientations, and life experiences to apply. 

Reach3 welcomes applications from people with disabilities. Support is available upon request for candidates taking part in all aspects of the selection process. Finally, we know from time-to-time emergencies happen and you may need to reschedule an interview - we understand and encourage you to be in communication without worrying about losing the opportunity or your credibility. 

No recruiters and no phone calls, please! 

We are proud to be an equal opportunity workplace committed to building a team culture that celebrates diversity and inclusion. Reach3 Insights Inc. provides equal employment opportunity to all employees and applicants without regard to race, religion, age, ancestry, gender, sex, sexual orientation, national origin, citizenship status, physical or mental disability, veteran status, marital status, or any other characteristic protected by applicable law.