What You’ll Do:
At Valkyrie, Quantitative Researchers are expected to apply their quantitative skill set to solve challenging problems in financial modeling, algorithm development, and system optimizations. In this role, you will have an opportunity to work with traders and software developers in a highly collaborative environment to improve Valkyrie’s complex, ever-evolving algorithmic infrastructure. Specific responsibilities can range from building tools for traders to exploring new trading ideas, to writing algorithms from scratch, to automating and refining existing strategies, to analyzing and optimizing system performance. You will also inform traders about the market developments, tools, and models that drive Valkyrie’s trading activities.
Quantitative Researchers here focus on one of two areas: modeling or execution. Modeling Quantitative Researchers are expected to design automated market-making and risk management algorithms, and to build statistically driven position taking strategies. Execution Quantitative Researchers are expected to perform post-trade analysis, system behavior investigations, algo parameter optimizations, market microstructure studies, and other execution system optimizations.
This role is for experienced applicants. Those with 3+ years of relevant experience will be considered for a Senior-level role.
What You’ll Need:
2+ years of full-time, professional experience in quantitative research, trading, or technology role—ideally in an algorithmic trading firm or a similar high-performance environmentDegree in mathematics, physics, engineering, computer science or equivalentAbility to write and maintain a repository of clean, organized, object-oriented Python code; C++ experience is a plusProven experience in Options and volatility modeling, or statistical analysis on large data sets OR Diagnosing and optimizing algo logic in latency-sensitive or high-throughput distributed systemsExpertise working with MySQL or similar databases in conducting historical research and back-testingPassion for innovation and solving open-ended, data-rich problemsStrong communication skills, both written and verbal, with the ability to explain complex, technical ideas clearlyCollaborative attitude with a competitive drive and comfort with metrics-based performance evaluationPractical mindset with a focus on delivering impactful, production-grade solutions What You’ll Get:
Competitive salaries and performance bonusesTop-tier medical and dental coverage Relocation assistance packagesGenerous vacation policyTraining opportunities and continuing educationCatered lunch, snacks, and beverages Group outings and company parties Casual dress environmentSalary range
$155,000 - $190,000 a yearThis position is also eligible for an annual discretionary bonus.Our Vision
Valkyrie’s vision is to be an organization where curious, driven, and innovative people are able to compete and win in the world’s most competitive landscape – the financial markets. Daily competition in the financial markets provides the ideal arena to push ourselves further as we are ever striving to grow, improve, and win. We recognize that there are extraordinary opportunities to be had every day, and by exploring, collaborating, and building, we can accomplish remarkable results together.