Aquatic was founded with a shared passion for tackling some of the most complex challenges in one of the world’s most competitive arenas—global financial markets. From the very beginning, we have been driven by a deep commitment to applying cutting-edge scientific research and technological innovation to deliver unparalleled performance. Our journey is one of continuous growth and exploration, marked by a spirit of curiosity and relentless drive for excellence.
At Aquatic, we believe in pushing the boundaries of possibility. Our vision is to create the world’s leading quantitative trading firm, built on a foundation of applied science and a culture of relentless innovation. By harnessing the power of data, we aim to unlock insights and transform them into strategies that succeed in even the most competitive global markets.
Our goal is simple: to build the world’s best prediction machine. To achieve this, we are constantly exploring new opportunities and expanding our reach across global markets. We are committed to attracting and nurturing top-tier talent—researchers and engineers who share our curiosity and drive. Together, we aim to foster a culture of lifelong learning and collaboration, where every challenge is seen as an opportunity for growth and innovation.
Responsibilities: Create and improve proprietary trading models and strategies; utilize financial and other data in an effort to create or improve predictive models; develop and/or leverage leading-edge statistical and machine-learning models to enhance the research and development system; create algorithms to monetize the predictive signals.
Requirements:
- PhD degree in Computer Science, Mathematics, or related field
- 2 years of related experience
- Any amount of experience designing and implementing scalable statistical spectral algorithms that operate on large scale datasets
- Any amount of experience building clustering models on processed trades data to cluster high volume trades data into different groups
- Any amount of experience designing and building predictive models and trading strategies with recommendations of financial analyst
- Any amount of experience constructing new trading signals using microstructure data and backtest performance
- Any amount of experience using Python to translate statistical hypotheses to working codes
Must live within normal commuting distance of worksite. May work remotely up to 10 days per year.
Salary range: $170,000 to $180,000
Benefits:
- Medical Insurance
- Dental Insurance
- Life Insurance
- Paid Vacation
- Disability
- Incentive Pay
- 401K
Benefits:
- Benefits: Fully paid medical, dental, and vision for employees and dependents, competitive 401k plan, employer-paid life & disability insurance
- Perks: Wellness programs, casual dress, snacks, lunch, game room, team and company events
- Development: Open environment to maximize learning and knowledge sharing
- Time: Generous PTO, paid holidays, competitive paid caregiver leaves
Aquatic Capital
This role represents a unique opportunity to join a quantitative investment manager in its early stage of growth. The firm’s culture will be shaped by collaboration, meritocracy, ambition, and calm determination.
Aquatic is a proud equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.
Top Skills
What We Do
Aquatic manages systematic investment strategies, combining a high-performance research and development platform with disciplined risk management. Our team of best-in-class researchers and engineers are working together in a relaxed environment optimized for collaboration, creativity, and performance. Because we are small and nimble, every voice counts. We value diverse backgrounds and are rooted in collaboration, meritocracy, ambition, and steady determination.
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