Quant Trader - ML/NLP (New York City)

We are hiring Machine Learning–Driven Quantitative Traders at Quantitative Strategies Group (QSG)

New York City

Apply only through our website:

www.qsgcap.com/opportunities

Applications submitted via LinkedIn messages or recruiters will not be reviewed.

About QSG

Quantitative Strategies Group (QSG) is a proprietary trading firm that trades firm capital only. Traders build long-term trading businesses inside the firm with real ownership, real accountability, and real risk.

This is not a salaried role, not a training program, and not a research-only position. Capital allocation, responsibility, and compensation are earned over time based on performance, discipline, and risk management.

The Role: Quantitative Trader (Machine Learning)

This is a New York City role. Office trading floor access is available, and NYC-based candidates are strongly preferred.

Traders manage their own account within the firm and build systematic strategies using firm capital while leveraging QSG’s infrastructure and risk limits. From day one, traders contribute directly to research, strategy development, and implementation. Risk limits can scale over time based on demonstrated performance, discipline, and compliance with firm capital and risk parameters.

Traders operate independently while benefiting from shared firm infrastructure including capital, technology, market access, risk management, and ongoing internal education.

Who this role is for

We are looking for people with real machine learning depth and strong quantitative instincts. Not just the ability to use models, but the ability to build and understand them.

If you like finding opportunities, forming hypotheses, testing them empirically, and fixing real problems, you will fit well here.

This can be a strong fit for academically trained candidates who do not want a traditional research path and prefer working on real systems, real data, and real feedback loops.

Minimum requirements

• Authorized to work in the United States

• Will not require employer sponsorship now or in the future

• Strong quantitative background (PhD, MS, or equivalent demonstrated depth)

• Strong Python skills

• Demonstrated experience building machine learning models end-to-end

• Ability to clearly explain what you built, why it worked, and what broke

Ideal candidates typically

• Build models end-to-end (data → training → evaluation → failure analysis)

• Understand assumptions, architecture, and tradeoffs behind what they build

• Have strong instincts around overfitting, leakage, robustness, and out-of-sample testing

• Enjoy being a finder and problem solver, not just an “ML user”

• Operate with an entrepreneurial mindset: self-directed, accountable, motivated by long-term ownership

• Value continuous learning and fast iteration

Prior live trading experience is not required, but candidates must demonstrate serious quantitative work and the ability to execute ideas independently.

Important notes

• Structure: Independent Contractor (1099) only. We do not offer W-2 employment.

• Capital: QSG trades firm capital and fully backs its traders. Traders do not contribute personal capital.

• Compensation: Base pay/rate: $0. Additional compensation is performance-based profit share based on net trading profits. No guaranteed compensation.

• We prioritize candidates who defer intuition to data and are willing to discard ideas that fail empirical validation.

• Applications that do not demonstrate hands-on quantitative or technical work will not be competitive.

• Applications submitted via LinkedIn messages or recruiters will not be reviewed.

Apply: www.qsgcap.com/opportunities

FAQ: www.qsgcap.com/faq