Your future role within QRT

• Your core objective is to create high quality predictive signals.
• By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities.
• Share and discuss research results, methodology, data sets and processes with other researchers.

Your present skillset

• Pursuing an advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering.
• Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus.
• Capacity to multi-task in a fast paced environment while keeping strong attention to detail.
• Coding skills required in at least one leading programing language (Python, R, Matlab and /or C++, C#).
• Experience in exploring large datasets across multiple time frames is a plus.

To apply please submit your details below and on https://mon-vie-via.businessfrance.fr/

Eligible candidates: Final-year PhD students or postdoctoral researchers

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.   

Over the years, QRT has invested in a global research and execution platform which has been deployed to cover all geographies and asset classes. This platform covers a broad spectrum from high to low frequency trading systems. Our culture is centred around technology, automation, and industrialized processes. We operate in multiple languages from C++ to Python and embrace open-source software.  

Your future role within QRT 

You will join a team of quantitative researchers to learn how to design trading algorithms in a real-world data environment – a fast track to become a seasoned quantitative researcher. Surrounded by peers who have successfully transitioned from academia to applied research, you will receive mentorship from experienced professionals who will help you translate your theoretical expertise into real-world impact. The research environment at QRT is designed to be collaborative and intellectually stimulating. 

Within one of QRT's systematic teams - spanning high, mid, and low-frequencies - your core objective will be to develop high-quality predictive signals: 

• Leverage access to vast and diverse datasets to identify hidden statistical patterns and market opportunities. 

• Collaborate with fellow researchers to exchange ideas and refine methodologies. 

• Translate theoretical models into production-ready signals. 

• Lead the full research cycle - from idea generation to implementation. 

Your present skillset 

• Holding or pursuing a PhD (final year) degree in a quantitative field such as statistics, mathematics, physics, biology, computer science, or engineering. 

• A pragmatic attitude towards translating theoretical models into real-world data problems.   

• Proficiency in Python (preferred) or another leading programming language such as R, MATLAB, C++, or C#. 

• Experience working with large datasets across multiple time frames (a plus). 

• Ability to multitask in a fast-paced environment with attention to detail. 

• Intellectual curiosity to explore new data, solve complex problems, and connect ideas across disciplines. 

• Ability to work autonomously, in a collegial and collaborative setting, and with colleagues from diverse backgrounds and areas of expertise. 

• Strong communication skills. 

• Fluency in English (additional languages are a plus). 

Interviewing:   

• Apply online: All applications are reviewed by our Talent Acquisition Team, on a rolling basis. 

• Interviews: Conducted on-site or via Teams, they assess both your technical expertise and alignment with our collaborative culture. 

We invite candidates for the Quantitative Research position to take part in one of our Data Challenges. This task is designed to give you insight into the daily responsibilities of the role and allows us to assess your abilities and interest: Challenge data (ens.fr) 

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance 

Your future role within QRT

• Your core objective is to create high quality predictive signals.
• By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities.
• Share and discuss research results, methodology, data sets and processes with other researchers.
• Implement the signals and the relevant datasets within the global execution platform.
• Monitor signal behaviour and model performance over time.
• You would lead the full strategy research cycle from signal generation to implementation.

Your present skillset

• Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering.
• Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus.
• Capacity to multi-task in a fast paced environment while keeping strong attention to detail.
• Coding skills required in at least one leading programming language (Python, R, Matlab and /or C++, C#).
• Experience in exploring large datasets across multiple time frames is a plus.
• Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes and connect the dots between multiple fields.
• Capacity to work with autonomy within a collegial and collaborative environment.
• Strong capacity to communicate with technologists, data scientists and traders across the globe.
• Proven track record in delivering successful systematic strategies.

ABOUT THE JOB

We are seeking a hardcore Systems Engineering, Integration, and Test (SEIT) Engineer to own the execution and reality-check of our true System of Systems (SoS) architecture. If our “Left-Side” Systems Engineers are the architects, you are the Chief Engineer of Reality. You own the entire Systems V for a given problem set, but your anchor is firmly planted on the "Right Side." You are not a compliance checker, a QA tester, or someone who lives entirely in spreadsheets or JAMA. You are the forcing function that brings disjointed software, hardware, and autonomy subsystems together into a singular, field-ready, system of systems capability.

Your mission is to build a "steel thread" for any given capability, the fastest path to getting a baseline, end-to-end system working in the real world, ensure it is validated for the customer’s use case, and then relentlessly iterate to make it robust. You will partner tightly with TPMs, Software Engineers (SWEs), and "Left-Side" SEs to take paper architectures and smash them into rigorous mathematical and physical reality. When the software team blames the hardware team, you are the one who steps into the SITL/HITL lab or the field, parses the logs, puts a scope on the wire, diagnoses the root cause, and drives the solution. If you thrive in high-velocity, hardware-rich environments where the ultimate metric is "execution," this is the job for you.

WHAT YOU’LL DO

• Lead the hands-on integration of complex, heterogenous hardware (legacy platforms, 3rd-party sensors, and internal products) and software. Prove the baseline end-to-end data flow first, then scale the complexity.
• You are the ultimate technical authority for Verification, Validation (V&V), and fielding. You will translate Systems Readiness Reviews (SRRs) into Systems Requirements Documents (SRDs) and SRDs into aggressive, real-world campaigns.
• Take Interface Control Documents (ICDs) and prove them on the bench and in the water. When a third-party "black box" doesn't play nice with our network, you are the primary investigator debugging the physical, electrical, and data boundaries.
• Act as the lead anomaly hunter. Conduct multidisciplinary triage across mechanical, electrical, software, and network domains during integration and field testing.
• Partner directly with TPMs (who own schedule) to balance technical risk and resource allocation. Feed ruthless, data-driven feedback loops back to the SWEs and Left-Side SEs to drive immediate product improvements.
• Own the execution of critical downstream milestones. You will write the test plans, build the Hardware-in-the-Loop (HITL) rigs, and lead the execution for readiness reviews and acceptance tests.
• Travel to the field and customer sites to lead complex operational deployments, ensuring the system transitions smoothly from R&D to operational dominance and customer success.
• Ability to travel as required for program support, proposal support, and stakeholder meetings.

REQUIRED QUALIFICATIONS

• 8+ years of rigorous Systems Engineering, Integration, and Test experience, with a heavy emphasis on the Right Side of the V (subsystem integration, HITL/SITL testing, V&V, and field execution).
• A proven track record of taking complex, multi-domain systems from the lab bench to operational environments at a breakneck pace. You must know how to make disparate systems talk.
• "Hands-on" DNA. You are as comfortable reading a Python script or parsing a JSON payload as you are debugging a serial connection or analyzing network traffic (Wireshark, TCP/IP, UDP).
• Demonstrated experience acting as the technical "glue" between highly specialized software, electrical, and mechanical engineering teams.
• Experience running formal customer sell-off milestones (FAT, SAT) and fielding products in unforgiving environments.
• Ability to travel 20% with potential surges above 20%
• Must be authorized to work in the United Kingdom

PREFERRED QUALIFICATIONS

• Experience operating, integrating, and troubleshooting complex systems in a maritime or subsea environment (acoustic sensors, underwater navigation, comms relays), but Maritime domain experience is not required.
• Proficiency in scripting and data analysis tools (Python, bash, MATLAB) to rapidly parse logs, automate test rigs, and visualize system performance in the field.
• Familiarity with Linux operating systems, RTOSes, and edge-compute architectures.
• Familiarity with building and utilizing Hardware-in-the-Loop (HITL) and Software-in-the-Loop (SITL) test infrastructures.
• Experience with subsea operational procedures, launch and recovery systems (LARS), and offshore test execution.

ABOUT THE JOB

Anduril is seeking a Stress Engineer to join the Maneuver Dominance team in our London office. The Maneuver Dominance (MD) Team at Anduril develops aerial robotic systems designed to operate in large coordinated teams in concert with ground maneuver forces. We are chartered to add to Anduril’s list of successful aerial drone platforms like Ghost, Altius, or Roadrunner. Here you will work on core product development for unmanned rotorcraft and complex systems, including but not limited to analysis and development of a novel payload carriage and release system, analysis and testing of the system. The ideal candidate would be practical, hands-on and a self starter with high growth potential.

WHAT YOU'LL DO

• Own and drive the analysis of the payload carriage and release system for a novel aircraft type.
• Use first principles as a basis for every decision and discern the right level of analysis to apply. Apply and execute progressively more complex analysis methods (hand calculations, spreadsheet, and MATLAB/Python first-order models) as appropriate to the situation.
• Develop appropriate computational models and simulations to predict stress distribution, natural frequencies, load paths, deformation, fracture, and fatigue life as needed to meet design schedules.
• Work in collaboration with Mechanical Design Engineers to create and refine design solutions based on best practice.
• Participate in technical efforts to define requirements, propose possible solutions, and establish a methodology for evaluating and verifying mechanical systems from a stress perspective. This will involve close collaboration with partner organizations, in both the UK and US.
• Support the design, instrumentation selection, execution, and data processing of tests to validate models and predictions, including static, dynamic, vibration and fatigue tests.
• Actively contribute to the enhancement of team tools, templates, processes, and standards.
• Cultivate a vibrant, positive, dedicated, educational, and enjoyable collaborative work environment.
• Travel to test sites and vendors to support development test activities as needed.

REQUIRED QUALIFICATIONS

• BEng, BSc, MEng, MSc or higher in mechanical or aerospace engineering, or equivalent work experience.
• 10+ years in a technical engineering role in a professional aerospace setting, with demonstrated track record of successful stakeholder management, consensus building and successful project delivery.
• Strong proficiency in FEA software (ANSYS or Abaqus preferred) solution sequences for linear and non-linear static analyses.
• Experience in NX/Teamcenter and proficiency in CAD software with specific emphasis on complex fixturing and tooling design.
• Proficiency in Matlab or Python (or equivalent) for developing analytical models, data acquisition, and automation.
• Strong technical knowledge in core engineering principles, fundamental mechanics of composite and metallic materials, design, analysis and testing.
• Deep understanding of load paths, design practices, and hand calculations to design robust structurally efficient assemblies.
• An excellent communicator, experienced in report writing and the development and delivery of presentations across a range of settings.
• Eligible to obtain and maintain an active U.K. security clearance.

PREFFERED QUALIFICATIONS

• Experience with design and development of payload carriage and release systems.
• Experience in rotorcraft stress analysis.
• Demonstrated passion for aviation, aerospace, and/or unmanned systems.
• Outstanding leadership and interpersonal skills.

Hudson River Trading (HRT) is seeking exceptional full-time PhD students to join our Algorithm Development team. Algorithm Developers are responsible for building and maintaining the models that drive our trading. A typical day involves applying rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models. 

In this role, you will work alongside fellow Algorithm Developers and Software Engineers to research, develop, and test novel order execution and model training methods to increase trading efficiency. This will involve running models live on our high-performance trading infrastructure and analyzing daily performance to maintain ongoing profitability. You can expect to apply your advanced academic research experience and expertise to impactful real world problems in trading across time horizons and machine learning strategies.

Profile

• You’re excited to apply your research expertise to identify new opportunities in worldwide markets  
• You enjoy both self-guided research and collaborating with others to analyze and fix problems efficiently
• You are a critical thinker who can learn and implement new skills in a fast-changing environment

Qualifications

• You are a full-time PhD student in a quantitative discipline (math, physics, computer science, statistics, or a related program) who is eligible for full-time roles in 2026
• Fluency in Python
• Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
• Brilliant analytical and problem-solving skills
• Ability to work creatively and independently on long-term technical problems

The estimated base salary for this position is 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.

What You’ll Do:

The Physical AI Field Engineering team at CoreWeave works directly with enterprise engineering organizations to apply AI and machine learning to intractable physics challenges. This team partners closely with customers to validate the technical feasibility of AI solutions, demonstrate their value, and ensure that proposed solutions can be successfully deployed in real engineering environments.

By working closely with sales, product, and engineering teams, the group plays a critical role in helping customers understand how AI technologies can be applied to solve real-world engineering problems while providing product insights that help guide the evolution of the platform.

About the role:

• CoreWeave is seeking a Lead Solutions Architect to serve as a technical expert supporting enterprise customers exploring AI-driven solutions for engineering challenges.
• In this role, you will collaborate with sales teams and Deployment Strategists to understand customer requirements and design technical approaches that demonstrate the value of AI in complex engineering workflows.
• You will lead proof-of-value initiatives, prototype AI workflows, and validate technical feasibility using customer data.
• Your work will help ensure that proposed solutions are technically credible, deliver measurable value, and can be successfully transitioned to implementation teams.

Who You Are:

• 5+ years of experience in solutions engineering, solutions architecture, or technical consulting within a software, AI, or engineering technology environment.
• Experience designing or prototyping technical solutions that apply AI, data science, or advanced analytics to real-world business or engineering problems.
• Experience working directly with customers to gather technical requirements and translate them into deployable technical solutions.
• Experience leading proof-of-concept initiatives or feasibility assessments to validate the value of technical solutions.
• Experience communicating complex technical concepts clearly to both technical practitioners and senior stakeholders.
• Experience working collaboratively with cross-functional teams including sales, engineering, and product teams.
• Experience working in engineering-heavy industries such as automotive, energy, aerospace, or advanced manufacturing.
• Bachelor’s or Master’s degree in Engineering, Computer Science, Data Science, Mathematics, or a related technical field.

Preferred: 

• Experience working with AI/ML workflows or data science tooling.
• Experience programming or scripting in languages such as Python, MATLAB, R, or SQL.
• Experience working with simulation, CAE, or engineering R&D workflows.
• Experience supporting enterprise software sales cycles or technical evaluations.

Wondering if you’re a good fit? We believe in investing in our people, and value candidates who can bring their own diversified experiences to our teams – even if you aren't a 100% skill or experience match. Here are a few qualities we’ve found compatible with our team. If some of this describes you, we’d love to talk. 

• You enjoy solving complex technical problems and exploring how AI can unlock new engineering capabilities.
• You are curious about emerging AI technologies and how they can be applied to real-world industrial challenges.
• You enjoy collaborating with both technical and commercial teams to design solutions that deliver measurable value.
• You thrive in environments where learning, experimentation, and innovation are encouraged.

Why CoreWeave?

At CoreWeave, we work hard, have fun, and move fast!  We’re in an exciting stage of hyper-growth that you will not want to miss out on. We’re not afraid of a little chaos, and we’re constantly learning. Our team cares deeply about how we build our product and how we work together, which is represented through our core values: 

• Be Curious at Your Core
• Act Like an Owner
• Empower Employees
• Deliver Best-in-Class Client Experiences
• Achieve More Together

We support and encourage an entrepreneurial outlook and independent thinking. We foster an environment that encourages collaboration and enables the development of innovative solutions to complex problems. As we get set for takeoff, the organization's growth opportunities are constantly expanding. You will be surrounded by some of the best talent in the industry, who will want to learn from you, too. Come join us!  

The starting salary will be determined by job-related knowledge, skills, experience, and the market location. We strive for both market alignment and internal equity when determining compensation. In addition to base salary, our total rewards package includes a discretionary bonus, equity awards, and a comprehensive benefits program (all based on eligibility).

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 looking to bring on a Macro Analyst to join the London based research team. The role will be to work primarily with the Equity teams, however, DRW, as a multi-asset proprietary trading firm, provides the opportunity to collaborate in a wide range of products as well.  The goal is to work with trading teams to provide insight into Delta 1 and volatility pricing as well as the structuring of trades.  As a Macro Analyst, you will be responsible for understanding the current environment and market drivers and translating that into a forward-looking view.  We are looking for a results driven individual who enjoys the challenge of understanding a situation in a much greater level of detail than anyone else in the market.  In addition to providing daily research updates and real-time coverage for the traders, this role will be an opportunity to build a scalable process which can extend to sectors, indices, and cross asset coverage.  Another responsibility will be liaising with external data vendors to evaluate their products and working with software developers to implement a suitable database on which trade ideas can be generated.  Understanding the impact of events on derivatives markets will be a key driver of success.  This is a rare opportunity to be in a research role where ideas can be translated into trades quickly and efficiently and a chance to be associated with the resulting revenue stream.

Responsibilities:

• Provide real-time analysis on relevant macro stories and headlines
• Work with traders to structure trades around the research process output
• Develop sector wide themes and macroeconomic thesis
• Maintain dividend and earnings calendars
• Create implied probability distributions around important events
• Work with Software Engineers to develop automated web scrapers and other data analytics tools
• Manage external relationships with investor relations teams, sell side research desks and data vendors
• Engage with the DRW hiring process in order to help build out the team

Requirements:

• Strong understanding of financial markets and global macro themes Extreme attention to detail and accuracy
• Strong understanding of descriptive statistics
• Coding capability in R , Python, Matlab or similar statistical language
• Ability to synthesize qualitative and sometimes messy quantitative information, from often disparate and incomplete sources
• Experience working with large data sets
• Understanding of options pricing and greeks
• Confident communicator

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.

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Company Description:
The Tudor Group of companies is a group of affiliated companies engaged in investment management of client and proprietary assets.  Paul Tudor Jones II formed Tudor Investment Corporation, the first of the Tudor Group companies, in 1980.  The Tudor Group manages assets across fixed income, commodities, currencies, public and private equities, and related derivative instruments.  The investment strategies of the Tudor Group include, among others, discretionary global macro, quantitative global macro, quantitative equity market-neutral, and equity long-short.

Tudor offers summer internships to exceptional undergraduate, graduate and PhD students who are interested in applying their unique skills and backgrounds to the financial markets. Internship opportunities are available across our Revenue and Infrastructure departments (including Macro Trading, Flow of Funds, Software Development, Operations, Corporate Financial Reporting). The internship role availability also spans across the firm’s global offices. There is a minimum commitment of 10 weeks during summer. 

Program Highlights

Tudor’s internship program is structured to provide interns with both a practical hands-on learning experience and exposure to the various functions within a diverse, global macro strategy alternative investment firm. As a Tudor summer intern, you will have a unique opportunity to work at an intersection of investment management, quantitative analysis, and technology, and will work alongside some of the brightest minds in the industry, gaining first-hand knowledge of how a world-class alternative asset management firm operates. You will have the ability to build upon your technical skills and industry knowledge while gaining exposure to the firms’ senior business leaders. You will learn about the firms’ history, structure, culture, and core values; receive instruction from experienced members of the financial services community and attend social and networking events with peers and Tudor professionals.  

 Education and Skill Requirements:

• Bachelors, Masters, or PhD candidate with desire to work in the financial industry – Technical and quantitative majors/areas of focus are highly preferred for the select Revenue roles.
• Prior to the start of your summer internship at Tudor, you must have completed at least two (2) years of undergraduate studies
• A minimum cumulative GPA of 3.5
• Proficient in MS Office Suite (most specifically, Excel)
• Strong problem solving and quantitative skills
• High degree of intellectual curiosity
• Ability to communicate effectively in both verbal and written form
• Well-organized, detail-oriented, and able to focus in a dynamic environment
• Ability to prioritize and manage workload
• Hard-working, diligent, and eager to learn in an intellectual and collaborative environment
• Strong intuition and an ability to quickly learn new concepts in a fast-paced environment
• Personal accountability and strong work ethic
• Technical proficiency in one of more of the following programming languages (C++, Python, R, Java, MATLAB) are highly preferred for the select Revenue roles. 

Salary (for internships based in the U.S.):

Compensation for interns at Tudor has typically ranged from $35 to $55 per hour, with the actual salary dependent on various factors including, but not limited to, a candidate’s education level, work experience and credentials, and/or skill level, geographic location, and other market conditions.

Secretariat professionals are trusted in the highest-stakes legal, risk, and regulatory matters around the world.

When you join Secretariat, you become part of a rapidly growing elite team of bright minds and passionate problem-solvers. Your skills and expertise will be utilized on day one – working with the world’s most renowned investment funds, law firms, leading corporations, and influential institutions to answer complex questions that shape critical financial, economic, and strategic business decisions.

Our globally integrated teams are united by the ambition, energy, and commitment they bring to every challenge. We inspire and empower an open, collaborative culture that embraces ongoing professional development, recognition, diversity, and – most importantly – you.

Make your impact at Secretariat.

As part of our expanding Global Engineering and Scientific consulting team, you will work at the forefront of today’s most complex engineering and scientific challenges. You will be engaged in analysing failures of a myriad of products from a variety of industries from automotive, construction, consumer products, consumer electronics and medical devices to name a few.   Secretariat leverages our diverse technical expertise, and industry knowledge of a variety of structures and products to provide clients with world-class value to identify solutions that drive performance and safety.   

RESPONSIBILITIES 

Exceptional analytical skills, problem solving, communication skills, and creativity are the foundation for successful professionals at Secretariat.

• Conduct hands-on failure analysis investigations
• Contribute to cross-discipline investigations spanning multiple time zones
• Advise clients on the design, evaluation, and performance of electrical components, PCB layouts, power systems, and control systems, leveraging CAD‑based analysis and review tools. Develop test plans, and conduct experiments (such as simulation, validation, and performance tests) to diagnose faults, potential failures and, ensure reliability and performance.
• Assist with field inspections
• Prepare technically detailed documentation, including technical reports and schematics with a cross discipline team.
• Advising on global regulatory compliance and best manufacturing practices across relevant industries such as; automotive and consumer electronics.
• Conduct root cause analysis of failures involving battery systems, battery management systems (BMS), battery energy storage systems (BESS), electric vehicles (EVs), power electronics, and consumer electronic products. Perform proactive engineering assessments, including evaluating design adequacy, identifying latent risks, and assessing whether alternative engineering decisions or mitigations could have prevented or reduced issues.
• Communicate with clients, and counsel
• Assist with the preparation of technical reports
• Develop positive relationships with colleagues, peers, and clients
• Participate in the preparation of hearings, trials, and mediations
• Manage the day-to-day requirements of multiple engagements
• Provide project management and project budget oversight

QUALIFICATIONS

• Requisite professional designations and work experience:
• Masters or Ph.D. in Electrical Engineering, Systems Engineering, Physics, or related science.
• Experience applying electrical and power systems engineering principles across battery systems, battery management systems (BMS), battery energy storage systems (BESS), electric vehicles (EVs), power electronics, and consumer electronics. Experience working with electrical systems, power electronics or electrochemical storage technologies in a laboratory or applied engineering environment.
• Demonstrated proficiency with CAD and analytical tools, including Altium, SPICE, and MATLAB, to support engineering analysis, design review, and technical investigations would be advantageous.
• Experience designing and executing experimental and test programmes, including circuit‑level prototyping, validation testing, and the use of electrical diagnostic and measurement equipment
• Experience assessing failure mechanisms alongside system‑level design and operational decisions in real‑world industrial applications. Excellent verbal and written communication
• Intellectual curiosity with a passion to investigate and explore a vast array of problems, both within and outside of their area of technical specialization
• Strong deductive reasoning skills
• Able to quickly assimilate relevant information in unfamiliar situations and develop creative approaches and solutions necessary to resolve complex problems
• The desire to lead tasks associated with a growing practice within a rapidly growing firm
• The ability to travel as-needed
• Previous industry experience or consulting experience is highly valued
• Dual language fluency valued, but not required

Secretariat is an equal opportunity employer.  We celebrate diversity and are committed to creating an inclusive environment for all employees.  We offer competitive compensation and benefits, and we support the continuing professional development of our employees.

Job Description

This is an opportunity for students and researchers of advanced data modeling and statistical learning methods to apply these techniques to market prediction and systematic trading.

Job Responsibilities

• Pre-process (validate, clean, normalize, reduce dimension) very large data sets for model estimation and event studies
• Identify features and relationships useful for the predictive modeling of market dynamics

Desirable Candidates

• Undergraduate, MS, or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline
• Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
• Strong analytical and quantitative skills
• Demonstrated interest in financial markets and systematic trading
• Clear, concise, and proactive communicator
• Detail-oriented
• Willing to take ownership of his/her work, working both independently and within a small team

The annual base salary is $120,000-$180,000 (USD) which will be prorated based on internship start and end date. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.

ABOUT CUBIST

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

JOB DESCRIPTION

Researchers are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.

Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.

DESIRABLE CANDIDATES

• MS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline
• 3-7 years of experience in alpha driven quantitative research for equities, futures, fixed income, credit, and/or FX
• Strong analytical and quantitative skills
• Demonstrated ability to conduct independent research utilizing large data sets
• Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
• Detail-oriented
• Willing to take ownership of his/her work, working both independently and within a small team

We’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we’d love to learn more about what excites you.

Point72 Asset Management is seeking a Risk Manager specialized in Gas and Power Trading to join our Risk Management & Quantitative Research (RQR) team. 

The RQR team plays a vital role in the firm’s investment process, building a deeply rooted culture of efficient risk management and factful performance attribution. Risk managers will lead research efforts to identify opportunities for improved risk management, investment behavior, and portfolio construction, with the goal of helping the firm deliver superior risk-adjusted performance. The paramount mission of the team is to protect the firm from excessive levels of exposure and ensure that risk-taking is efficient and deliberate.

The Risk Manager will:

• Focus on the risk and activities of all Gas and Power Trading PMs as well as overall such risk across the Global Macro and Cubist Macro businesses. More specifically, this includes:
  • Identifying, capturing, and communicating material risks of the business, including credit, tail risk, liquidity, and convexity.
  • Ensuring that risk-taking at the individual portfolio level and at the firm level is efficient and deliberate, by setting appropriate risk guidelines and limits.
  • Developing and advancing stress testing and VaR frameworks.
  • Developing and maintaining a framework for capital allocation to maximize risk-adjusted returns and profitability at the various business levels and at the firm level.
  • Actively managing the firm’s risk exposures through regular meetings, analysis and insights.
  • Leading research efforts to develop innovative risk management approaches, tools and analytics by leveraging the collective knowledge of the platform. The goal is to enhance the quality of performance and improve the firm’s risk-adjusted return.
  • Enhancing management’s understanding of investment performance by developing intuitive and efficient frameworks for performance attribution and educating all internal constituencies on those frameworks.
• Provide additional support with other risk managers in managing the market risk across the Macro business.
• Manage and mentor Quantitative Analysts on the team.

We seek candidates with:

• Five or more years of experience as a risk manager or a portfolio manager, directly related to US and European power & gas products.
• Solid energy product knowledge and analytical rigor in terms of pricing models, risk sensitivities and the best practice for risk aggregation in a portfolio context
• Detailed understanding of risk management, portfolio construction, and trading.
• High level of proficiency in SQL and quantitative programming (e.g. Python, MATLAB, R); experienced in dealing with large data sets.
• Strong communication skills and prior experience interacting with portfolio managers.
• The ability to manage multiple tasks independently and deadlines in a fast-paced environment.
• Ability to proactively seek new ideas and solution to improve the status quo.
• Ability to work cooperatively with all levels of staff as part of a team.
• Excellent interpersonal skills and “emotional intelligence” – we seek a demonstrated ability to build relationships both internally and externally.
• Strong communication skills – an ability to clearly and concisely articulate complex ideas to senior management and portfolio managers is critical.
• A commitment to the highest ethical standards and to act with professionalism and integrity.

Point72 offers substantial career opportunities:

• We are a workplace where performance and integrity go hand in hand
• We are committed to personal and professional development
• We expect and reward innovation and creativity
• We create opportunities for long-term careers
• We measure success by the merits of the work, its quality and the results obtained

Point72 is a leading global alternative investment firm led by Steven A. Cohen. Building on more than 30 years of investing experience, Point72 seeks to deliver superior returns for its investors through fundamental and systematic investing strategies across asset classes and geographies. We aim to attract and retain the industry’s brightest talent by cultivating an investor-led culture and committing to our people’s long-term growth.

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

The quantitative trading teams at Jump Trading probe and examine the global markets, seeking to understand the complexities of various traded products and exchanges. They leverage their impeccable statistical analysis and data mining skills, using the results of their research to make forecasts and develop profitable predictive trading models.

What You'll Do:

Quantitative Researchers collect and analyze tens of thousands of data sets, identify patterns and extract insights into the complexities in financial markets. Researchers lean heavily on statistical analysis, machine learning, and data engineering skills; applying the results of their research to forecasts and predictive trading models. Jump’s Quantitative Researchers are constantly collaborating with other scientists, traders, hardware and software developers, and market facing business teams to push for the best expression of our new ideas. Other duties as assigned or needed.

Skills You’ll Need:

• Proven success with profitable trading strategies.
• Strong programming skills in C++/Python in a Linux environment.
• Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks, or support vector machines.
• Strong experience developing statistical models in a trading environment.
• Proven success working with large data sets and developing statistical models.
• Fascinated and interested in advancing machine learning within the trading community.
• Possess strong familiarity with Python, R or MATLAB along with development skills to support research efforts.
• Masters or PhD in Statistics, Physics, Mathematics (or related subject).
• Desire to work within a collaborative, team-driven environment.
• Reliable and predictable availability 

Benefits include:

• Travel Medical Insurance
• Group Pension Scheme
• Group Life Assurance and Income Protection Schemes
• Paid Parental Leave
• Commuter Benefits

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

The quantitative trading teams at Jump Trading probe and examine the global markets, seeking to understand the complexities of various traded products and exchanges. They leverage their impeccable statistical analysis and data mining skills, using the results of their research to make forecasts and develop profitable predictive trading models.

What You'll Do:

Quantitative Researchers collect and analyze tens of thousands of data sets, identify patterns and extract insights into the complexities in financial markets. Researchers lean heavily on statistical analysis, machine learning, and data engineering skills; applying the results of their research to forecasts and predictive trading models. Jump’s Quantitative Researchers are constantly collaborating with other scientists, traders, hardware and software developers, and market facing business teams to push for the best expression of our new ideas. Other duties as assigned or needed.

Skills You’ll Need:

• Proven success with profitable trading strategies.
• Strong programming skills in C++/Python in a Linux environment.
• Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks, or support vector machines.
• Strong experience developing statistical models in a trading environment.
• Proven success working with large data sets and developing statistical models.
• Fascinated and interested in advancing machine learning within the trading community.
• Possess strong familiarity with Python, R or MATLAB along with development skills to support research efforts.
• Masters or PhD in Statistics, Physics, Mathematics (or related subject).
• Desire to work within a collaborative, team-driven environment.
• Reliable and predictable availability 

Benefits include:

• Private Medical, Vision and Dental Insurance
• Travel Medical Insurance
• Group Pension Scheme
• Group Life Assurance and Income Protection Schemes
• Paid Parental Leave
• Parking and Cycle Schemes