Venture Search
Quantitative Researcher – High Frequency Prop Firm
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 modeling 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
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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 modeling 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
#J-18808-Ljbffr