Careers

Do the best work
of your life.

We are a small team of researchers and engineers applying mathematics to markets. The problems are hard, the feedback loop is honest, and the work compounds — like everything else we do.

Benefits

What we offer.

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Exceptional compensation

Top-of-market pay tied directly to the value you create. When the firm wins, the people who made it happen win with it.

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Retirement program

A generous retirement plan to make sure long-term thinking applies to your own life, not just our portfolios.

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Educational assistance

Courses, degrees, conferences, books — if it sharpens you, we help pay for it. Learning is part of the job description.

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Invest alongside the firm

Eligible employees may invest in our funds, subject to investor qualifications — the same strategies we run, working for you.

Open positions

Join the team.

You'll design and run systematic trading strategies in US equities end to end — from research and modeling through live execution and risk — working directly with the firm's leadership. This is a high-ownership role for a researcher who wants their work to trade real capital, not sit in a paper.

What you'll do

  • Research, develop, and deploy quantitative trading strategies for US equity markets, owning them from hypothesis to live P&L.
  • Build and improve models for alpha generation, execution, portfolio construction, and risk using statistical and machine-learning methods.
  • Manage live trading activity — real-time execution, position sizing, and risk management.
  • Analyze large market and alternative datasets to identify, test, and validate edges.
  • Continuously refine strategies and infrastructure to improve performance and robustness.
  • Communicate research findings and performance clearly to the team and leadership.

What we look for

  • Master's or PhD in Mathematics, Computer Science, Physics, Statistics, Finance, or a related quantitative field — or equivalent professional experience.
  • Strong foundation in probability, statistics, and quantitative modeling.
  • Proficiency in Python (and ideally TypeScript, Go, or Rust), with the ability to write production-quality code. Fluency with AI tools such as Claude and Cursor is a strong plus.
  • Experience with US equity markets, market microstructure, and trading/data infrastructure.
  • A track record of excellence — in research, industry, or competitive arenas (academic honors, publications, medals in math/physics/CS, or demonstrable trading results).
  • Sound judgment under uncertainty; comfortable owning risk and making real-time decisions independently.
  • Must be based in the United States (San Francisco or remote within the US).

Compensation Base salary of $400,000–$500,000, plus a performance-based bonus tied directly to the value you create.

Apply for this role

You will lead this initiative and work directly with the CEO of the firm — developing, testing, and running quantitative trading strategies for US equity markets, from research through real-time execution.

What you'll do

  • Develop, test, and implement quantitative trading strategies for US equity markets.
  • Manage trading activities, including real-time trade execution, risk management, and position sizing.
  • Continuously refine and optimize existing algorithms to improve trading performance.
  • Analyze market conditions to identify profitable opportunities using statistical and machine learning models.
  • Generate regular performance reports and communicate insights clearly and effectively.

What we look for

  • Strong background in quantitative analysis, algorithmic trading, and statistical modeling.
  • Proficiency in Python, TypeScript, Go, or Rust — and fluency with AI tools such as Claude and Cursor.
  • Experience with, or strong interest in, US equity markets.
  • Understanding of trading platforms, data analysis tools, and market microstructure.
  • Excellent problem-solving skills, with attention to detail and accuracy.
  • Comfortable working independently, managing risk, and making real-time decisions.
  • Strong, fluent English — reading and writing must be at a high level.
  • The strongest candidates have a computer science, math, or statistics background and a track record of excellence somewhere — academics, chess, or medals in math, physics, or competitive programming.

Compensation Very competitive, with a performance-based bonus.

Apply for this role

Apply

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Applying for Quantitative Researcher — US Equity Markets