Quant Researcher
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Quantitative Researcher – High Frequency Prop Firm
Location: New York
Venture Search is partnered with a high-performing proprietary trading firm operating globally across equities and futures markets. The firm leverages cutting-edge research, data-driven strategy development, and fast feedback loops to consistently deliver results in highly competitive markets.
They’re looking to grow their Quantitative Research team with individuals who thrive at the intersection of technology, statistics, and financial markets. This is an opportunity to contribute directly to a lean, elite trading team where collaboration and autonomy go hand in hand.
Experience:
• Currently working in a fast-paced, data-intensive environment – from a hedge fund, proprietary trading firm, or research-focused tech company
• Demonstrated experience applying statistical techniques or machine learning to real-world problems
• Background in building or improving trading models, pricing systems, or other complex decision-making tools
• Prior experience in finance is a plus, but not essential – technical excellence and curiosity are key
Requirements:
• Strong coding ability in Python, with exposure to numerical or scientific computing libraries, experience with C++ is beneficial
• Confident working with large datasets and designing clean, reproducible research pipelines
• Solid understanding of statistical modelling and familiarity with predictive techniques
• Comfortable working in a Unix/Linux-based environment
• Highly detail-oriented with strong analytical thinking and a methodical approach to research
• Strong communication skills – able to clearly present findings, collaborate with teammates, and iterate on ideas quickly
Everyone is 5 days a week on site.
Quant Researcher
| Location | New York |
| Discipline: | Hedge Funds & Proprietary Trading |
| Job type: | Permanent |
| Contact name: | Lewis Piper |
| Contact email: | lewis.piper@venturesearch.com |
| Job ref: | 3479 |
| Published: | 10 days ago |
Location: New York
Venture Search is partnered with a high-performing proprietary trading firm operating globally across equities and futures markets. The firm leverages cutting-edge research, data-driven strategy development, and fast feedback loops to consistently deliver results in highly competitive markets.
They’re looking to grow their Quantitative Research team with individuals who thrive at the intersection of technology, statistics, and financial markets. This is an opportunity to contribute directly to a lean, elite trading team where collaboration and autonomy go hand in hand.
Experience:
• Currently working in a fast-paced, data-intensive environment – from a hedge fund, proprietary trading firm, or research-focused tech company
• Demonstrated experience applying statistical techniques or machine learning to real-world problems
• Background in building or improving trading models, pricing systems, or other complex decision-making tools
• Prior experience in finance is a plus, but not essential – technical excellence and curiosity are key
Requirements:
• Strong coding ability in Python, with exposure to numerical or scientific computing libraries, experience with C++ is beneficial
• Confident working with large datasets and designing clean, reproducible research pipelines
• Solid understanding of statistical modelling and familiarity with predictive techniques
• Comfortable working in a Unix/Linux-based environment
• Highly detail-oriented with strong analytical thinking and a methodical approach to research
• Strong communication skills – able to clearly present findings, collaborate with teammates, and iterate on ideas quickly
Everyone is 5 days a week on site.
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