Mercor is hiring Quantitative Traders on behalf of a leading AI Lab building the next generation of intelligent systems for algorithmic and high-frequency trading (HFT). This is a unique opportunity to collaborate with world-class AI researchers and engineers applying your trading and quantitative expertise to train evaluate and refine cutting-edge AI models for real-world high-speed market applications.
Responsibilities
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Collaborate with AI researchers to design train and validate trading algorithms and quantitative models including high-frequency trading strategies.
-
Apply advanced mathematical statistical and computational methods to improve model stability execution accuracy latency performance and market adaptability.
-
Evaluate and refine algorithmic trading frameworks to ensure robustness and profitability across multiple asset classes exchanges and time horizons.
-
Contribute to the training and fine-tuning of AI systems ensuring they capture realistic market dynamics order book behavior and risk management strategies specific to high-frequency environments.
-
Participate in synchronous collaboration sessions (4-hour windows 23 times per week) to review trading simulations debug models and exchange quantitative and technical insights.
Requirements
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Strong academic or professional background in Applied Mathematics Statistics Computer Science Physics Finance or Quantitative Trading.
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Deep understanding of market microstructure high-frequency trading systems probability optimisation and time-series analysis.
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Proficiency in one or more programming languages commonly used in quantitative and HFT environments (Python C Julia R or Rust).
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Experience with simulation systems trading infrastructure latency optimization or machine learning models is a strong plus.
-
Excellent analytical reasoning communication and collaboration skills.
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Ability to commit to 2030 hours per week including the required synchronous collaboration periods.
Why Join
-
Collaborate directly with a world-class AI research lab to train and improve models that simulate both traditional and high-frequency trading dynamics.
-
Play a key role in shaping how AI systems understand and execute quantitative trading strategies in fast-moving high-volume market conditions.
-
Enjoy schedule flexibility choose your own 4-hour collaboration windows and manage your 2030 hour work week around them.
-
Be engaged as an hourly contractor through Mercor giving you autonomy over your time while contributing to high-impact AI and finance projects.
-
Work with elite researchers traders and engineers advancing the frontier of algorithmic intelligence market prediction and execution optimization.
-
Join a global network of experts driving the evolution of financial AI through quantitative innovation speed and precision.
Mercor is hiring Quantitative Traders on behalf of a leading AI Lab building the next generation of intelligent systems for algorithmic and high-frequency trading (HFT). This is a unique opportunity to collaborate with world-class AI researchers and engineers applying your trading and quantitative e...
Mercor is hiring Quantitative Traders on behalf of a leading AI Lab building the next generation of intelligent systems for algorithmic and high-frequency trading (HFT). This is a unique opportunity to collaborate with world-class AI researchers and engineers applying your trading and quantitative expertise to train evaluate and refine cutting-edge AI models for real-world high-speed market applications.
Responsibilities
-
Collaborate with AI researchers to design train and validate trading algorithms and quantitative models including high-frequency trading strategies.
-
Apply advanced mathematical statistical and computational methods to improve model stability execution accuracy latency performance and market adaptability.
-
Evaluate and refine algorithmic trading frameworks to ensure robustness and profitability across multiple asset classes exchanges and time horizons.
-
Contribute to the training and fine-tuning of AI systems ensuring they capture realistic market dynamics order book behavior and risk management strategies specific to high-frequency environments.
-
Participate in synchronous collaboration sessions (4-hour windows 23 times per week) to review trading simulations debug models and exchange quantitative and technical insights.
Requirements
-
Strong academic or professional background in Applied Mathematics Statistics Computer Science Physics Finance or Quantitative Trading.
-
Deep understanding of market microstructure high-frequency trading systems probability optimisation and time-series analysis.
-
Proficiency in one or more programming languages commonly used in quantitative and HFT environments (Python C Julia R or Rust).
-
Experience with simulation systems trading infrastructure latency optimization or machine learning models is a strong plus.
-
Excellent analytical reasoning communication and collaboration skills.
-
Ability to commit to 2030 hours per week including the required synchronous collaboration periods.
Why Join
-
Collaborate directly with a world-class AI research lab to train and improve models that simulate both traditional and high-frequency trading dynamics.
-
Play a key role in shaping how AI systems understand and execute quantitative trading strategies in fast-moving high-volume market conditions.
-
Enjoy schedule flexibility choose your own 4-hour collaboration windows and manage your 2030 hour work week around them.
-
Be engaged as an hourly contractor through Mercor giving you autonomy over your time while contributing to high-impact AI and finance projects.
-
Work with elite researchers traders and engineers advancing the frontier of algorithmic intelligence market prediction and execution optimization.
-
Join a global network of experts driving the evolution of financial AI through quantitative innovation speed and precision.
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