
Qube Research & Technologies · Zurich
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a ...
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset
classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining
data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex
challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.
Your future role within QRT
Your present skillset
between multiple fields.
QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and
respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to
enable employees achieve a healthy work-life balance.
About Us: Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser. Overview: We're looking for a Quantitative Researcher, focused on orderbook-driven signal generation. This role is ideal for someone early in their career who has hands-on experience working with limit orderbook data and a genuine curiosity about how markets function at the tick level. You'll work closely with senior researchers and traders to develop, test, and refine predictive signals and models that inform trading decisions. Responsibilities: * Analyze high-frequency limit orderbook data to identify patterns, inefficiencies, and predictive signals * Build and backtest quantitative models using historical tick and orderbook data * Collaborate with senior researchers and traders to translate research findings into production-ready strategies * Develop and maintain data pipelines for processing large-scale, high-frequency market data * Apply statistical and machine learning techniques, particularly tree-based methods, to improve signal quality * Continuously monitor and iterate on live signals and models based on performance Requirements: * 1–3 years of professional or research experience working directly with orderbook / limit order book (LOB) data * Technical degree/background in a quantitative field (Math, Statistics, CS, Physics, Engineering, Financial Engineering) * Strong proficiency in Python, including standard data science libraries (pandas, NumPy, etc.) * Genuine interest in financial markets and market microstructure — you follow markets, not just models * Solid foundation in statistics and quantitative analysis * Strong problem-solving skills and intellectual curiosity * Ability to communicate technical findings clearly to non-technical stakeholders DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.
Your future role within QRT * Your core objective is to create high quality predictive signals. * By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities. * Share and discuss research results, methodology, data sets and processes with other researchers. * Implement the signals and the relevant datasets within the global execution platform. * Monitor signal behaviour and model performance over time. * You would lead the full strategy research cycle from signal generation to implementation. Your present skillset * Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering. * Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus. * Capacity to multi-task in a fast paced environment while keeping strong attention to detail. * Coding skills required in at least one leading programming language (Python, R, Matlab and /or C++, C#). * Experience in exploring large datasets across multiple time frames is a plus. * Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes and connect the dots between multiple fields. * Capacity to work with autonomy within a collegial and collaborative environment. * Strong capacity to communicate with technologists, data scientists and traders across the globe. * Proven track record in delivering successful systematic strategies.
We are looking for a Quantitative Researcher who can help us develop alpha through systematic trading strategies. You will work closely with experienced researchers, traders, and a technology team with deep domain expertise. The digital asset space is young, fast-evolving, and filled with innovative sources of alpha and trading opportunities. Key Responsibilities: * Employ a rigorous scientific approach to develop sophisticated investment models and deliver insights into how markets behave * Apply quantitative techniques, like machine learning, to a vast and innovative array of datasets * Create and test complex investment ideas and develop algorithms that lead to trading decisions * Analyze investment model performance and behavior, aiming for constant improvements * Work closely with our team of experienced developers to translate investment models into production code Skill Set and Qualifications: * Educational background in technical field, preferably Mathematics, Statistics, Physics or Theoretical Computer Science * Solid experience in model building, backtesting, parameter optimization routines, execution engine design and performance tracking * Strong analytical skills; experience working with, and analyzing, large datasets * Strong mathematical and statistical modeling skills (e.g. time-series) * Ability to think independently, creatively approach data analysis, and communicate complex ideas clearly * Basic knowledge of the digital asset space is beneficial, but not required * Intermediate programming background in Python and C++ * Fluent English speaker * Ability to travel periodically between our offices in NYC, London and Zug, Switzerland Are you keen to work in a well-resourced startup environment, where your ideas, experience, and drive to find creative solutions makes a difference? We’d like to hear from you. The salary for this role is anticipated to be between $125,000 and $250,000. This anticipated salary range is based on information as of the time this post was created. This role may also be eligible for additional forms of compensation and benefits, such as a discretionary bonus, health, dental and other benefits plans. Actual compensation will be carefully determined based on a number of candidate factors, including their skills, qualifications and experience.