Quant jobs / Flow Traders

PhD Graduate Quantitative Researcher

A graduate research role for PhDs building and deploying models for systematic trading at a proprietary firm. It sits in the New York quantitative trading team, with strong links to traders and technologists.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build and optimise models and algorithms for systematic trading
Mine large datasets for signals
Take models from research into live production
Refine models using live performance

What they ask for

Required

PhD in maths, physics, computer science or similar
Statistics and linear algebra
Python or C++ implementation
Independent work on open-ended problems
Ownership

Preferred

Deep learning

Education: PhD in maths, physics, computer science or a related quantitative field
Experience: New PhD graduates
Languages and tools: Python
C++

How to prepare

Refresh statistics and linear algebra, including regression and PCA
Run an alpha-research project with careful out-of-sample validation
Practise implementing models cleanly in Python and C++
Learn how live monitoring compares model predictions to outcomes

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Flow Traders’s site before applying: requirements, location and pay can change after we check them.

View the posting on Flow Traders’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Flow Traders and doesn’t handle applications.