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.

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

• Direct experience as a quant researcher or trader, or in data science/machine learning space.
• Students and fresh graduate applicants will be rejected, please apply our internship/graduate positions instead.
• 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
• 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. 

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.

As an Integrated Circuit Designer, you will be part of a key team designing sophisticated advanced node CMOS products.

Key Job Duties:

• The design and development of the layout for integrated circuits according to electronics engineering principles, using software to create design schematics and diagrams. This will include [developing and verifying circuits such as PLL, DLL, ADC, regulators, amplifiers, TX, RX, and CDRs to meet performance targets].
• The management of manufacturing process of the products, including technology yield and performance of the products.
• The development of test programmes and procedures to ensure the products meet their performance specifications. This will include [working on analog and clocking blocks for connectivity applications, using industry-standard tools like Spectre and MATLAB].
• The provision of advice on aspects of semiconductor process technology and maintain and repair semiconductor process equipment.

Basic Qualifications

• Strong academic and technical background in electrical engineering. A Master’s or PhD degree in EE is required, preferably from a top-tier university.
• 6+ years of experience supporting or developing complex analog IC designs.

Required Experience:

• Hands-on experience in designing high-speed mixed-signal circuits, including ADC/DAC data converters, RX front-end, TX driver/serializer, low-jitter PLLs, TX/RX calibration, low-jitter CLK distribution and other high-speed analog circuits is a must. 
• Have a deep understanding of biasing, band-gaps, reference circuits, opamps, comparators and other analog circuits.
•  Solid track-record for implementation of analog circuits high-speed data transmissions.
• Design and tapeout experience in advanced CMOS nodes (ex. 20nm or newer) is a must.
• Solid fundamentals in detailed transistor-level design, feedback/stability analysis, and noise/jitter analysis.
• Knowledge of TIA design and drivers for optical applications is highly desirable.
• Experience in RFIC design for wireless or wireline communication systems is highly desirable.
• Strong technical independent contributor with a proven ability to drive results.
• Excellent teamwork, presentation, and documentation skills.
• Ability to collaborate with global teams across multiple time zones and deliver under pressure with strict deadlines.
• Strong experience in lab chip bring-up and debugging efforts.

Preferred Experience:

• Relevant research publications and/or patents in analog or RF IC design.
• Familiarity in programming/scripting languages such as Python, Matlab, or C.
• Experience with PCB design.
• Familiarity with Verilog RTL or DSP design concepts.
• Knowledge of optical transceivers.
• Expertise in ESD protection techniques and IC packaging methodologies.

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.

Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Senior Quantitative Trader for our team in Singapore. We trade across a multitude of asset classes and trading venues with significant market share and constantly seeking to replicate our successes to newer exchanges and products.

As a Senior Quantitative Trader your responsibilities will include

• Develop and deploy completely automated systematic strategies with short holding periods and high turnover
• Typical strategies deployed include Alpha-seeking strategies and Market Making
• Rigorously back-test strategies on in-house research infrastructure

Graviton can offer a successful Quantitative Trader 

• Exceptional financial rewards
• Friendly and collegial working environment
• Access to advanced trading systems for low-latency execution of strategies
• Excitement of being a part of a new expanding trading business

Requirements :

• Deep experience in HF/UHF Trading
• Live HF Trading experience for at least 2 years.
• PnL Track record with excellent sharpe ratios.
• Programming experience in C++ or C
• Proficiency in using Python, R, or Matlab for statistical/data analysis of HFT tick data
• Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science

Benefits:

Our open and casual work culture gives you the space to innovate and deliver. Our cubicle free offices , disdain for bureaucracy and insistence to hire the very best creates a melting pot for great ideas and technology innovations. Everyone on the team is approachable, there is nothing better than working with friends!

Our perks have you covered.

• Competitive compensation
• 4 Weeks of paid vacation
• Regular after work parties
• Top of the line health insurance for family 
• International team outing

Role Summary

As our Senior Power Electronics Control Engineer you will focus on control and system behavior of advanced power converters, including AC-DC and DC-DC topologies, used across low-voltage and medium-voltage power conversion systems. The role emphasizes multilevel power converter architectures and resonant power conversions used in solid-state transformers (SST). You will work hands-on across control design, modeling, analysis, laboratory debugging, and validation, and collaborate closely with hardware, firmware, and system engineers to bring robust power electronics solutions from concept through validation.

Responsibilities:

• Design and implement digital control algorithms for advanced AC-DC and DC-DC power converters across low- and medium-voltage applications.

• Develop small-signal and large-signal models to support stability analysis, loop compensation, and transient optimization.

• Support development of control strategies for advanced power conversion stages, including multilevel or resonant topologies and AC-DC / DC-DC stage interactions.

• Implement real-time control algorithms on DSP/MCU/SoC platforms.

• Lead hands-on debugging and root-cause analysis across simulation, firmware integration, hardware bring-up, and lab testing.

• Collaborate with hardware and firmware teams to optimize sensing, protection, and control-loop performance.

• Support validation activities including loop stability measurement, transient response testing, and fault handling verification.

• Own complex control subsystems and contribute to system-level design under technical leadership.

Qualifications:

• Technical degree or equivalent industry experience in Electrical Engineering or a closely related field, with a strong focus on power electronics and control systems.

• 3+ years of experience designing and deploying digital control for power converters, with demonstrated ability to own and execute complex technical tasks.

• Strong understanding of resonant power conversion principles and their control implications across isolated and non-isolated power converter architectures.

• Solid foundation in control theory, including loop compensation, stability margins, frequency-domain and time-domain analysis, and nonlinear system behavior.

• Proven experience implementing real-time control algorithms on embedded platforms.

• Hands-on laboratory experience debugging power converters.

• Ability to translate theoretical control concepts into practical, robust implementations.

• Strong problem-solving and analytical skills, with the ability to work through technically ambiguous challenges.

• Familiarity with modeling and simulation tools such as MATLAB/Simulink and PLECS.

• Proficiency in embedded C for real-time control implementation and debugging.

Bonus Qualifications:

• Exposure to medium-voltage power electronics systems.

• Exposure to bidirectional power conversion and power flow control.

• Experience supporting products from R&D through validation and deployment.

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.

Our trading teams are each comprised of a dynamic group of traders, quantitative researchers, and engineers who work together to 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. Includes other duties as assigned or needed.

Skills You'll Need:

• Creative thinkers who are driven, self-motivated, and eager to solve challenging problems
• Proven success with profitable trading strategies
• Strong programming skills in C++ 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
• Excellent written and spoken English communication skills
• Reliable and predicable availability 

If you are currently a student or recent graduate, please see our Campus postings which offer both intern and full-time opportunities.

We are hiring for one of our ecosystem projects in the digital asset space.As a Quantitative Researcher for Digital Assets/Crypto, you will design, develop, and implement high-frequency trading strategies tailored to cryptocurrency markets. Collaborating with quantitative developers, traders, and data scientists, you will analyze complex datasets, identify market inefficiencies, and build predictive models to optimize trading performance. Your research will directly contribute to the firm’s profitability in the rapidly growing digital asset space.

Key Responsibilities

• Design and develop quantitative trading strategies for cryptocurrencies using statistical, machine learning, and econometric methods.
• Analyze high-frequency crypto market data, including order book dynamics, on-chain metrics, and alternative datasets, to uncover trading opportunities.
• Create predictive models for price movements, volatility, liquidity, and other crypto-specific market dynamics.
• Rigorously backtest trading strategies using historical and simulated crypto market data to assess performance and robustness.
• Work closely with quantitative developers to implement research models into production-ready code for real-time trading.
• Stay informed on cryptocurrency market trends, blockchain protocols, DeFi ecosystems, and regulatory developments to inform strategy design.
• Continuously refine models and strategies to adapt to the unique volatility and liquidity characteristics of crypto markets.
• Integrate risk controls, including wallet security and counterparty risk, into models to comply with internal and regulatory standards.
• Document research methodologies, model performance, and findings clearly for team review and audit purposes.

Qualifications

• Master’s or PhD in a quantitative field such as Mathematics, Statistics, Financial Engineering, Computer Science, Physics, or a related discipline.
• 2+ years of experience in quantitative research, ideally in cryptocurrency trading, high-frequency trading, or related financial markets.
• Demonstrated success in developing trading strategies or predictive models, preferably for digital assets.
• Advanced proficiency in Python, R, or MATLAB for data analysis and modeling.
• Familiarity with C++ or other languages for collaboration with developers is a plus.
• Expertise in statistical modeling, time-series analysis, and machine learning techniques.
• Experience with crypto-specific data (e.g., order book data, on-chain analytics, DEX/CEX APIs).
• Deep understanding of cryptocurrency markets, blockchain technology, DeFi protocols, and market microstructure (e.g., AMMs, staking, liquidity pools).
• Strong problem-solving skills with the ability to derive insights from noisy and complex datasets.
• Ability to articulate complex quantitative concepts to both technical and non-technical team members.

Bonus Skills:

• Experience with alternative data sources (e.g., social sentiment, on-chain transaction data).
• Knowledge of smart contract analysis or blockchain forensics.
• Familiarity with cloud platforms (e.g., AWS, GCP) or distributed computing for large-scale data processing.