... quantitative models of financial markets and deploying them in systematic trading strategies ... and algorithms, to investigating new datasets, to building out our research platform, to ...
... quantitative models of financial markets and deploying them in systematic trading strategies ... and algorithms, to investigating new datasets, to building out our research platform, to ...
... trading a high volume of retail and institutional portfolios. This individual will possess strong analytical and quantitative skills, a passion for investing and the markets, and a demonstrated ...
... trading a high volume of retail and institutional portfolios. This individual will possess strong analytical and quantitative skills, a passion for investing and the markets, and a demonstrated ...
Develop and deploy sophisticated algorithms to efficiently manage and rebalance SMAs, ensuring ... trade support functions across equity, multi-asset, and fixed income SMA portfolios Write code that ...
Develop and deploy sophisticated algorithms to efficiently manage and rebalance SMAs, ensuring ... trade support functions across equity, multi-asset, and fixed income SMA portfolios Write code that ...
Applied Scientist
Newark, NJ · On-site
BASIC QUALIFICATIONS - Knowledge of data structures, algorithm design, statistics, and system ... quantitative field - 3+ years of experience in Deep Learning, Natural Language - Processing ...
Applied Scientist
Newark, NJ · On-site
BASIC QUALIFICATIONS - Knowledge of data structures, algorithm design, statistics, and system ... quantitative field - 3+ years of experience in Deep Learning, Natural Language - Processing ...
... trading portfolios ... Will architect big data solutions, drive performance tuning, and partner with quantitative ...
... trading portfolios ... Will architect big data solutions, drive performance tuning, and partner with quantitative ...
Optimization specialist
Cedar Brook, NJ · On-site +1
Own solution-quality and runtime KPIs, driving the trade-off between solution quality and solve ... You can translate complex business rules into algorithms * You work at the intersection of math and ...
Optimization specialist
Cedar Brook, NJ · On-site +1
Own solution-quality and runtime KPIs, driving the trade-off between solution quality and solve ... You can translate complex business rules into algorithms * You work at the intersection of math and ...
SVP, Head of Intelligence
Fort Lee, NJ · On-site
$187K - $242K/yr
High Pressure Experience - Trading desks, Quant shops, Algorithmic houses is a HARD requirement. * A P&L-first architect. Every product in this organization follows the same cycle: ideate test ...
SVP, Head of Intelligence
Fort Lee, NJ · On-site
$187K - $242K/yr
High Pressure Experience - Trading desks, Quant shops, Algorithmic houses is a HARD requirement. * A P&L-first architect. Every product in this organization follows the same cycle: ideate test ...
SVP, Head of Intelligence
Fort Lee, NJ · On-site
$187K - $242K/yr
High Pressure Experience - Trading desks, Quant shops, Algorithmic houses is a HARD requirement. * A P&L-first architect. Every product in this organization follows the same cycle: ideate → test ...
SVP, Head of Intelligence
Fort Lee, NJ · On-site
$187K - $242K/yr
High Pressure Experience - Trading desks, Quant shops, Algorithmic houses is a HARD requirement. * A P&L-first architect. Every product in this organization follows the same cycle: ideate → test ...
A Ph.D. degree in quantitative discipline (e.g., computer science, electrical and computer ... Experience building optimization engines (e.g., evolutionary algorithms, reinforcement learning ...
A Ph.D. degree in quantitative discipline (e.g., computer science, electrical and computer ... Experience building optimization engines (e.g., evolutionary algorithms, reinforcement learning ...
A Ph.D. degree in a quantitative discipline (e.g., computer science, electrical and computer ... trade-offs using evolutionary algorithms, reinforcement learning, or mixed-integer linear ...
A Ph.D. degree in a quantitative discipline (e.g., computer science, electrical and computer ... trade-offs using evolutionary algorithms, reinforcement learning, or mixed-integer linear ...
Gas Scheduler
Princeton, NJ · On-site
$68K - $100K/yr
This role partners closely with trading, wholesale, LDCs, and internal stakeholders to optimize ... Weekend On-Call: On a rotational basis, remain on call on assigned weekends and holidays to provide ...
Gas Scheduler
Princeton, NJ · On-site
$68K - $100K/yr
This role partners closely with trading, wholesale, LDCs, and internal stakeholders to optimize ... Weekend On-Call: On a rotational basis, remain on call on assigned weekends and holidays to provide ...
Gas Scheduler
Princeton, NJ · On-site
$68K - $100K/yr
This role partners closely with trading, wholesale, LDCs, and internal stakeholders to optimize ... Weekend On-Call: On a rotational basis, remain on call on assigned weekends and holidays to provide ...
Gas Scheduler
Princeton, NJ · On-site
$68K - $100K/yr
This role partners closely with trading, wholesale, LDCs, and internal stakeholders to optimize ... Weekend On-Call: On a rotational basis, remain on call on assigned weekends and holidays to provide ...
Gas Scheduler
Princeton, NJ · On-site
$68K - $100K/yr
This role partners closely with trading, wholesale, LDCs, and internal stakeholders to optimize ... Weekend On-Call: On a rotational basis, remain on call on assigned weekends and holidays to provide ...
Gas Scheduler
Princeton, NJ · On-site
$68K - $100K/yr
This role partners closely with trading, wholesale, LDCs, and internal stakeholders to optimize ... Weekend On-Call: On a rotational basis, remain on call on assigned weekends and holidays to provide ...
Gas Scheduler
Princeton, NJ · On-site
$68K - $100K/yr
This role partners closely with trading, wholesale, LDCs, and internal stakeholders to optimize ... Weekend On-Call: On a rotational basis, remain on call on assigned weekends and holidays to provide ...
Gas Scheduler
Princeton, NJ · On-site
$68K - $100K/yr
This role partners closely with trading, wholesale, LDCs, and internal stakeholders to optimize ... Weekend On-Call: On a rotational basis, remain on call on assigned weekends and holidays to provide ...
Weekend Algorithmic Trading Quant information
What is a Weekend Algorithmic Trading Quant?
A Weekend Algorithmic Trading Quant is a quantitative analyst who specializes in developing, testing, and implementing trading algorithms specifically for financial markets that operate or are accessible during weekends, such as cryptocurrency markets. These professionals use mathematical models, statistical analysis, and programming skills to identify trading opportunities, manage risk, and optimize trading strategies outside of traditional market hours. Their work often involves analyzing large datasets, backtesting strategies, and deploying automated trading systems to generate profits while minimizing human intervention.
What are some common challenges faced by a Weekend Algorithmic Trading Quant, and how can they be addressed?
One of the main challenges for a Weekend Algorithmic Trading Quant is ensuring the robustness and reliability of trading algorithms during periods of lower market liquidity and higher volatility, which are common on weekends in certain asset classes like cryptocurrencies. Additionally, effective monitoring and quick response to unexpected market events can be more difficult with limited team availability outside regular business hours. To address these challenges, quants typically implement thorough backtesting, automated alert systems, and clear escalation protocols to manage risk and maintain performance even during off-peak times.
What are the key skills and qualifications needed to thrive as a Weekend Algorithmic Trading Quant, and why are they important?
To thrive as a Weekend Algorithmic Trading Quant, you need strong quantitative analysis skills, programming proficiency (such as Python or C++), and a degree in mathematics, finance, or a related field. Familiarity with trading platforms, statistical modeling libraries, and backtesting systems is typically required, along with experience using market data APIs. Exceptional problem-solving abilities, attention to detail, and the capacity to work independently under time constraints are valuable soft skills in this role. These competencies are crucial for developing, testing, and executing profitable trading strategies in dynamic weekend markets where rapid decision-making is essential.
What are the most commonly searched types of Algorithmic Trading Quant jobs in New Jersey? The most popular types of Algorithmic Trading Quant jobs in New Jersey are:
What are popular job titles related to Weekend Algorithmic Trading Quant jobs in New Jersey? For Weekend Algorithmic Trading Quant jobs in New Jersey, the most frequently searched job titles are:
What job categories do people searching Weekend Algorithmic Trading Quant jobs in New Jersey look for? The top searched job categories for Weekend Algorithmic Trading Quant jobs in New Jersey are:
What cities in New Jersey are hiring for Weekend Algorithmic Trading Quant jobs? Cities in New Jersey with the most Weekend Algorithmic Trading Quant job openings:
Full-time
Medical, Dental, Life, Retirement
Re-posted 10 days ago
Job description
Job Title: Experienced Alpha Research Scientist
About Us
Edgestream Partners is a team of scientists, engineers, and investment professionals dedicated to developing quantitative models of financial markets and deploying them in systematic trading strategies continuously across global markets. Our work sits at the intersection of research, technology, and investment management, where rigorous analysis and robust engineering come together to build scalable trading systems.
Our culture has more in common with a research lab or high-growth technology company than with a traditional financial institution. We value intellectual curiosity, creativity, diligence, and integrity. We focus on long-term thinking, investing in ideas and systems that are designed to endure and evolve as markets and technologies change. Collaboration is central to how we work - we believe that an open exchange of ideas and close collaboration across disciplines allow us to build stronger models and better infrastructure that can ultimately empower better outcomes.
Founded in 2001 and trading since 2003, Edgestream has grown into a firm where thoughtful, high-quality work can have a meaningful and lasting impact. We continue to expand our capabilities and are looking for talented individuals who are excited to contribute to a collaborative research environment and grow with us in the years ahead.
About the Job
The Research group at Edgestream consists of highly skilled scientists and engineers, working in collaboration to unravel some of the finance's hardest problems. Our ranks include physicists, mathematicians, biologists, machine learning experts, cryptographers, and theoretical computer scientists.
We are responsible for the creation of the scientific models of market behavior which drive trading in our funds. Our investment process is fully research driven, and new members of our team quickly find that they have the opportunity to contribute directly to the company's bottom line.
Our work covers the full spectrum from basic research in statistics, information theory, and algorithms, to investigating new datasets, to building out our research platform, to implementation and analysis of live trading systems.
This position will be located in either Princeton, NJ or New York, NY.
Qualifications:
Please Note: Currently, we are not accepting H-1B applicants or sponsoring new H-1B visas.
Legal disclaimer: In compliance with federal law, all persons hired will be required to verify identity and eligibility to work in the United States and to complete the required employment eligibility verification document form upon hire.
About Us
Edgestream Partners is a team of scientists, engineers, and investment professionals dedicated to developing quantitative models of financial markets and deploying them in systematic trading strategies continuously across global markets. Our work sits at the intersection of research, technology, and investment management, where rigorous analysis and robust engineering come together to build scalable trading systems.
Our culture has more in common with a research lab or high-growth technology company than with a traditional financial institution. We value intellectual curiosity, creativity, diligence, and integrity. We focus on long-term thinking, investing in ideas and systems that are designed to endure and evolve as markets and technologies change. Collaboration is central to how we work - we believe that an open exchange of ideas and close collaboration across disciplines allow us to build stronger models and better infrastructure that can ultimately empower better outcomes.
Founded in 2001 and trading since 2003, Edgestream has grown into a firm where thoughtful, high-quality work can have a meaningful and lasting impact. We continue to expand our capabilities and are looking for talented individuals who are excited to contribute to a collaborative research environment and grow with us in the years ahead.
About the Job
The Research group at Edgestream consists of highly skilled scientists and engineers, working in collaboration to unravel some of the finance's hardest problems. Our ranks include physicists, mathematicians, biologists, machine learning experts, cryptographers, and theoretical computer scientists.
We are responsible for the creation of the scientific models of market behavior which drive trading in our funds. Our investment process is fully research driven, and new members of our team quickly find that they have the opportunity to contribute directly to the company's bottom line.
Our work covers the full spectrum from basic research in statistics, information theory, and algorithms, to investigating new datasets, to building out our research platform, to implementation and analysis of live trading systems.
This position will be located in either Princeton, NJ or New York, NY.
Qualifications:
- PhD in a scientific or engineering discipline (or equivalent experience).
- Track record of high achievement in scientific research.
- Strong analytical and mathematical abilities.
- Comfort with large data and programming.
- No knowledge of finance is required.
- Competitive salary, bonus, and incentive compensation tied to overall firm performance.
- High ownership and visibility within a close-knit team of experienced engineers and seasoned researchers.
- Access to extensive technical and data resources developed over decades of systematic trading.
- Comprehensive, first-class benefits, including medical and dental coverage, 401(k), HRA, FSA, life insurance, catered lunch, and an onsite gym.
- For qualified employees, the opportunity to invest in Edgestream-managed funds.
- A collaborative and intellectually rigorous environment with strong mentorship and long-term growth opportunities.
Please Note: Currently, we are not accepting H-1B applicants or sponsoring new H-1B visas.
Legal disclaimer: In compliance with federal law, all persons hired will be required to verify identity and eligibility to work in the United States and to complete the required employment eligibility verification document form upon hire.