JOB SUMMARY

Ladenburg Thalmann is seeking a highly analytical and performance-focused Quantitative Trader to join our remote trading team. This full-time position is ideal for someone with a strong background in quantitative analysis, algorithmic strategy development, and financial markets. You will be responsible for building, executing, and refining systematic trading strategies using data-driven approaches to deliver consistent, risk-adjusted returns.
This role offers the opportunity to work from anywhere while making a direct impact on trading performance at a respected and long-established financial services firm.

REQUIREMENTS

• 2+ years of experience in quantitative or algorithmic trading
• Proficiency in Python, R, or a similar programming language used in quantitative finance
• Strong knowledge of financial markets, trading infrastructure, and market data
• Experience designing, backtesting, and deploying systematic strategies
• Familiarity with statistical modeling, machine learning, or time-series analysis
• Ability to handle and analyze large datasets efficiently
• Strong problem-solving abilities and attention to detail
• Bachelor’s degree in a quantitative discipline such as Mathematics, Statistics, Computer Science, Engineering, or Finance; advanced degree preferred

• Design and implement data-driven trading strategies across multiple asset classes
• Analyze real-time and historical data to identify opportunities and manage risk
• Conduct rigorous backtesting and statistical validation of trading models
• Collaborate with developers to maintain and enhance live trading systems
• Continuously monitor performance and adapt strategies to market conditions
• Contribute research and insights on new methods and technologies in quantitative finance