Latest Data Science jobs at Trexquant

Quantitative Researcher responsible for analyzing execution data, developing market impact and trading cost models, and optimizing execution strategies across equities, futures and other asset classes to minimize transaction costs. Requires 3+ years in electronic execution at a quant trading firm, strong quantitative skills, and Python proficiency.

Leads a quantitative research function while directly developing and deploying systematic equity and derivatives signals that contribute to live trading P&L. Requires 5+ years of alpha research experience, a STEM degree, strong programming and research-infrastructure fluency, and a proven profitable track record.

Leads and contributes directly to systematic equity alpha research in China, producing scalable signals and influencing live trading P&L. The player-coach role requires a STEM degree, at least five years of relevant experience, strong programming and research infrastructure skills, and a demonstrated record of profitable research.

Develops volatility trading strategies, builds pricing tools, calibrates implied volatility surfaces, and analyzes large datasets for alpha signals in volatility markets. Requires 5+ years in quantitative research focused on volatility, Python proficiency, and STEM degree.

Develops market-neutral trading signals and machine learning models to predict financial asset movements using large datasets. Requires 2+ years in systematic trading, STEM degree, and strong Python skills.

Develops quantitative models and trading strategies for futures markets using financial data, machine learning, and statistical analysis. Requires 2+ years experience, STEM degree, and Python proficiency.