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 

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 QRT’s 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.

We’re looking for an experienced recruiter to join our Talent Acquisition team and help drive hiring for quantitative research and trading roles across Europe. This role plays a key part in supporting QRT’s continued growth by securing top-tier talent and reinforcing our local presence.

Your Future Role at QRT
• Drive and execute QRT’s recruitment strategy to attract, hire, and retain high calibre quant research and trading talent for our European offices
• Leverage your existing network across Europe and proactively source candidates through direct outreach, talent mapping, and referrals
• Collaborate with trusted external recruitment partners and agencies to ensure consistent pipeline flow and meet headcount targets
• Own and manage the full recruitment lifecycle via our ATS (Greenhouse), ensuring a high-touch, seamless candidate experience at every stage
• Bring hiring intelligence and market insights to the table - tracking trends, benchmarking competitors, and advising stakeholders

Your present skillset
• 5+ years of experience recruiting in quantitative finance, trading, or investment roles – either in-house or at a leading search firm
• A strong, active network of talent across Europe, and a proven ability to build and sustain candidate relationships over time
• Track record of successful collaboration with external agencies 
• Proficiency with recruiting tools and platforms, especially Greenhouse and LinkedIn
• Data-driven mindset, you use metrics, hiring funnel data, and market benchmarks to inform decisions
• Excellent written and verbal communication skills in English
• Organized, resourceful, you are able to juggle multiple searches with speed and precision
• Self-starter and curious, you like working in a fast-paced, high-performance environment

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.

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 QRT’s 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.

Your Future Role within QRT:

As a DevOps Engineer, you will be responsible for designing, building and maintaining scalable and efficient infrastructure for our research and trading systems. You will collaborate closely with our developers and quant researchers to ensure seamless deployment and data flow while improving automation across our environments.

Your responsibilities will include:

• Designing, implementing and maintaining CI/CD pipelines for automated deployment and testing.
• Managing and optimizing AWS cloud infrastructure, with a focus on EKS for container orchestration.
• Building and maintaining data pipelines to support real-time and batch processing needs.
• Ensuring system reliability, monitoring and performance optimization.
• Implementing security best practices across infrastructure and deployments.
• Collaborating with development teams to improve automation and system integration.
• Working closely with teams across QRT’s global offices, including in Europe, London, Hong Kong, Singapore, Dubai and other locations, to ensure seamless collaboration on infrastructure and deployment initiatives.

Your Present Skillset:

• Strong experience in DevOps & automation, with a focus on cloud and containerized environments.
• Expertise in AWS, including services like EC2, S3, RDS, Lambda and EKS.
• Hands-on experience with Kubernetes for deploying and managing workloads.
• Proficiency in CI/CD tools such as GitLab CI, ArgoCD, Flux CD or similar.
• Experience with data pipelines and ETL workflows, including tools like Airflow, Kafka or AWS StepFunction.
• Infrastructure as Code (IaC) experience using Terraform
• Strong scripting abilities in Bash, Python or similar languages.
• Monitoring & logging tools such as Prometheus, Grafana or AWS CloudWatch.
• A problem-solving mindset and ability to work in a fast-paced environment.
• A collaborative approach, working closely with developers, quants and IT teams.
• Strong communication skills in English (French is a plus but not required).
• A passion for automation, efficiency and continuous improvement.

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.

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 QRT’s 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.

Your future role within QRT:

• Monitor and support real-time risk systems (Greeks, exposure, limits)
• Own end-of-day PnL and resolve discrepancies (flash vs official)
• Investigate trade and position breaks across internal systems, brokers, and exchanges
• Ensure market data (prices, vol, curves) is accurate for risk/PnL calculations
• Explain PnL moves with traders and quants (delta, gamma, vega, etc.)
• Ensure systems are ready before market open (health checks, sign-off)
• Manage incidents and communicate clearly under time pressure
• Improve processes through automation (scripts, monitoring tools)
• Support releases and validate risk/PnL outputs
• Participate in on-call rotation (evenings/weekends, remote)

Your present skillset:

• 2+ years in risk, PnL, or quant support (trading firm, hedge fund, or bank)
• Strong understanding of risk metrics (delta, gamma, vega, theta, DV01)
• Experience with PnL production and reconciliation
• Exposure to at least two asset classes (e.g. equities, FX, rates, commodities)
• Strong SQL skills (SQL Server or Postgres)
• ~1 year scripting (Python, Bash, or PowerShell)
• Strong analytical and problem-solving skills
• Clear communication with technical and business stakeholders
• High ownership and proactive mindset

Nice to have:

• Market data tools (Bloomberg, Refinitiv)
• Options pricing / vol surfaces
• Prime brokerage / post-trade workflows
• Algorithmic trading environments
• Risk systems (e.g. Imagine, Murex, in-house)
• Linux experience
• Understanding of accounting PnL

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.

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 QRT’s 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.

Your future role within QRT

• Your core objective is to deliver high-quality analytics of trading and production data, with a focus on ensuring the accuracy and integrity of the data used in decision-making.
• You will manage and maintain the data processes, ensuring smooth data flow across systems and resolving any discrepancies promptly with the trading support team.
• You will respond to inquiries related to financial metrics and trading data, providing clear and accurate insights to traders, researchers, and senior management.

Your present skillset

• You hold an advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering.
• You have strong coding skills in Python and SQL, with the ability to efficiently work with and manage large datasets.
• Prior experience in a financial institution or audit firm is a plus.
• You possess excellent communication skills, allowing you to clearly explain complex data issues and methodologies to both technical and non-technical audiences.

Your enhanced experience and learning opportunities at QRT

• Mentorship from industry professionals
• Detailed practical hands-on experience with portfolio management and analysis
• Contribution to high level decision making on global businesses
• Exposure to large scale data analysis technology
• Experience in a collaborative and collegial corporate environment

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.

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 QRT’s 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.

Your future role within QRT:

• Be a key member of the development team, building and enhancing trading software.
• Work in a fast pace and challenging environment, interacting directly with traders and Quant researchers.
• Build real time trading systems.
• Work with traders and quants to build manual trading facilities as well as automated trading strategies.
• Design clean and reusable code.
• Highly collaborative environment, where time to market is key and user feedback is immediate.

Your present skillset :

• 3 years of professional experience as a software developer.
• Strong skills in object-oriented programming, ideally in C# or Java.
• Proven experience developing trading software (essential).
• Solid understanding of software architecture and performance optimization.
• Experience with WinForms or other front-end frameworks is a plus.
• Demonstrated interest in financial markets and order management systems.
• Rigorous, analytical, and capable of multitasking in a team-driven environment.
• Excellent communication skills and the ability to work closely with end users.

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.

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 QRT’s 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.

A trading desk is successful thanks to the mix of the following three internal teams:

• Quant Traders: who are having strong knowledge about finance and trading
• Quant Researchers: who are mathematicians
• Quant Devs: who are strong in tech and computer science

Your future role within QRT:

• You will be working within a trading desk which means that your contribution will have a direct and immediate impact on the desk’s success
• Placing you as a key member of a Quant Dev team working closely with Quant Researchers and Quant Traders.
• A role with the potential to touch many aspects of algorithmic trading, including ultra-low-latency trading engine (tracking nanoseconds), research platform (Terabytes of data per day), and analytics infrastructure (Massive cloud computing)
• Opportunities to solve hard technical challenges critical to the desk’s success

Your present skill set:

• Expertise in modern C++, with strong hands-on development experience
• Deep understanding of system-level fundamentals, including CPU, memory, operating systems, and networking
• Strong analytical mindset and genuine motivation for robust and high-quality code development
• Proven ability to take full ownership of projects, from initial idea through to final delivery
• Effective communication skills and adaptability within dynamic, fast-paced environments
• Python skills highly desirable and considered a strong plus
• High motivation to work in the finance industry – prior experience is not required

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.

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 QRT’s 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.

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.

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.

The role

Nebius is building the next generation Full-stack AI cloud platform to power model training, post-training, and large-scale inference for AI-native companies and enterprises. As we expand our presence across the global AI startup ecosystem, we are looking for an Industry Partnerships Lead to build strategic relationships with leading technology companies, enterprises, and industry platforms. 

This role focuses on developing partnerships that accelerate adoption of Nebius infrastructure by collaborating with leading AI-native companies, digital-native companies, and enterprises that share the same startup ICP, while creating long-term ecosystem value through joint go-to-market initiatives and industry collaboration. 

You will work closely with the venture partnerships, community, sales, marketing, channel and BDRs to identify high-impact opportunities and build scalable partnership programs. 

You’re welcome to work hybrid from London or remote from Paris.

Your responsibilities will include: 

Develop strategic industry partnerships 

• Identify and build relationships with leading AI-native startups, digital-natives, enterprises, and ecosystem partners across priority industries with the shared startup ICP. 
• Establish Nebius as a strategic infrastructure partner within emerging AI ecosystems. 

Drive joint go-to-market initiatives 

• Create and execute partnership initiatives such as joint programs, campaigns, ecosystem collaborations, and industry events. 
• Work with internal sales and marketing teams to translate partnerships into qualified opportunities and pipeline. 

Build industry-focused ecosystem programs 

• Design programs that connect industry leaders with founders, startups, researchers building on Nebius. 
• Support vertical initiatives across key sectors such as Robotics & physical AI, HCLS, Media & Entertainment, Retail, Gaming and more.  

Enable cross-functional collaboration 

• Partner closely with sales, marketing, channels, BDR and CSA teams to ensure alignment on partnership opportunities and customer needs. 
• Establish clear frameworks and playbook for partner engagement and internal collaboration. 

Operationalize partnership workflows 

• Track partner engagement, pipeline contribution, and program outcomes through CRM systems and internal processes. 
• Continuously refine partnership strategy based on ecosystem insights and market developments. 

Pipeline Generation 

• Build systematic programs and engagement models with industry partners to accelerate startup customer adoption and conversion. 
• Identify and activate shared ICP opportunities between Nebius and industry partners to generate qualified startup pipeline. 
• Design joint initiatives (e.g., partner-led programs, co-hosted events, ecosystem initiatives, or sector-focused programs) that drive founder and researcher engagement. 

We expect you to have: 

• 7+ years of experience in strategic partnerships, business development, ecosystem strategy, or GTM roles 
• Experience working with AI infrastructure, cloud platforms, or tech ecosystems 
• Strong understanding of startup and venture ecosystems 
• Proven ability to build strategic partnerships that drive adoption, pipeline, or revenue 
• Experience working in high-growth startups, scale-ups, or technology companies 
• Ability to collaborate across sales, marketing, product, and engineering teams 
• Familiarity with CRM tools such as Salesforce or HubSpot 

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

#LI-GO1

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 exploit statistically-based predictive 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
• State-of-the-art 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 cutting edge AI and Machine Learning efforts in financial markets

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.

ROLE

Entry-Level Quantitative Researchers are responsible for conducting rigorous quantitative research with a focus on predictive models. You will be trained in all aspects of systematic trading from idea generation all the way to practical trading considerations. Successful hires will ultimately become thought leaders within our collaborative research group.

RESPONSIBILITIES

• Conduct original quantitative alpha signal research
• Follow, digest and analyze the latest academic research
• Manage all aspects of the research process, including idea generation, data analysis, hypothesis development and testing, alpha discovery, trading strategy generation, backtesting and portfolio analysis
• Build analytical tools to supplement our shared research framework 

REQUIRMENTS 

• B.S., M.S. or PhD in finance, economics, mathematics, statistics, data science, computer science, or other quantitative discipline.
• Programming in Python (or comparable language) and working knowledge of SQL
• Strong analytical and quantitative skills.
• Willingness to take ownership of his/her work.
• Ability to work both independently and collaboratively within a team.
• Strong desire to deliver high quality results in a timely fashion.
• Detail-oriented.
• Prior experience in the financial services industry is not required. 
• A commitment to the highest ethical standards. 

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.

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.