Quantitative Trader - Machine Learning (NYC)

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

📍 New York City

👉 All candidates must apply directly 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 at QSG are building 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 entirely on performance, discipline, and risk management.

The Role: Quantitative Trader (Machine Learning)

This is a New York City based, in-person role.

Traders are allocated firm capital and manage risk within firm limits. From day one, traders contribute directly to research, strategy development, and implementation. Risk limits scale over time based on demonstrated performance, discipline, and adherence to risk constraints.

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 role can be a great fit for academically trained candidates who are not sure they want a traditional research path, but know they want to work on real systems, real data, and real feedback loops.

Minimum requirements

• Must be a U.S. citizen or lawful permanent resident (green card holder)

• Able to work in person from our New York City office

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

• Strong Python skills

• Demonstrated experience building machine learning models in a serious, hands-on way

• 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

• This role is performance-based and entrepreneurial in nature

• 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

• We do not review applications submitted via LinkedIn messages or recruiters

Apply: www.qsgcap.com/opportunities

FAQ: www.qsgcap.com/faq