Quantitative Traders
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
ā¢ Collaborate with AI researchers to design, train, and validate trading algorithms and quantitative models, including high-frequency trading strategies.
ā¢ Apply advanced mathematical, statistical, and computational methods to improve model stability, execution accuracy, latency performance, and market adaptability.
ā¢ Evaluate and refine algorithmic trading frameworks to ensure robustness and profitability across multiple asset classes, exchanges, and time horizons.
ā¢ 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.
ā¢ Participate in synchronous collaboration sessions (4-hour windows, 2ā3 times per week) to review trading simulations, debug models, and exchange quantitative and technical insights.
Requirements
ā¢ Strong academic or professional background in Applied Mathematics, Statistics, Computer Science, Physics, Finance, or Quantitative Trading.
ā¢ Deep understanding of market microstructure, high-frequency trading systems, probability, optimisation, and time-series analysis.
ā¢ Proficiency in one or more programming languages commonly used in quantitative and HFT environments (Python, C++, Julia, R, or Rust).
ā¢ Experience with simulation systems, trading infrastructure, latency optimization, or machine learning models is a strong plus.
ā¢ Excellent analytical reasoning, communication, and collaboration skills.
ā¢ Ability to commit to 20ā30 hours per week, including the required synchronous collaboration periods.
Why Join
ā¢ Collaborate directly with a world-class AI research lab to train and improve models that simulate both traditional and high-frequency trading dynamics.
ā¢ Play a key role in shaping how AI systems understand and execute quantitative trading strategies in fast-moving, high-volume market conditions.
ā¢ Enjoy schedule flexibility ā choose your own 4-hour collaboration windows and manage your 20ā30 hour work week around them.
ā¢ Be engaged as an hourly contractor through Mercor, giving you autonomy over your time while contributing to high-impact AI and finance projects.
ā¢ Work with elite researchers, traders, and engineers advancing the frontier of algorithmic intelligence, market prediction, and execution optimization.
ā¢ Join a global network of experts driving the evolution of financial AI through quantitative innovation, speed, and precision.
Apply Now
Apply Now
Responsibilities
ā¢ Collaborate with AI researchers to design, train, and validate trading algorithms and quantitative models, including high-frequency trading strategies.
ā¢ Apply advanced mathematical, statistical, and computational methods to improve model stability, execution accuracy, latency performance, and market adaptability.
ā¢ Evaluate and refine algorithmic trading frameworks to ensure robustness and profitability across multiple asset classes, exchanges, and time horizons.
ā¢ 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.
ā¢ Participate in synchronous collaboration sessions (4-hour windows, 2ā3 times per week) to review trading simulations, debug models, and exchange quantitative and technical insights.
Requirements
ā¢ Strong academic or professional background in Applied Mathematics, Statistics, Computer Science, Physics, Finance, or Quantitative Trading.
ā¢ Deep understanding of market microstructure, high-frequency trading systems, probability, optimisation, and time-series analysis.
ā¢ Proficiency in one or more programming languages commonly used in quantitative and HFT environments (Python, C++, Julia, R, or Rust).
ā¢ Experience with simulation systems, trading infrastructure, latency optimization, or machine learning models is a strong plus.
ā¢ Excellent analytical reasoning, communication, and collaboration skills.
ā¢ Ability to commit to 20ā30 hours per week, including the required synchronous collaboration periods.
Why Join
ā¢ Collaborate directly with a world-class AI research lab to train and improve models that simulate both traditional and high-frequency trading dynamics.
ā¢ Play a key role in shaping how AI systems understand and execute quantitative trading strategies in fast-moving, high-volume market conditions.
ā¢ Enjoy schedule flexibility ā choose your own 4-hour collaboration windows and manage your 20ā30 hour work week around them.
ā¢ Be engaged as an hourly contractor through Mercor, giving you autonomy over your time while contributing to high-impact AI and finance projects.
ā¢ Work with elite researchers, traders, and engineers advancing the frontier of algorithmic intelligence, market prediction, and execution optimization.
ā¢ Join a global network of experts driving the evolution of financial AI through quantitative innovation, speed, and precision.
Apply Now
Apply Now