About

Quantitative Brokers (“QB”) is a global, fully-independent, FCM-neutral, dealer-neutral, NFA and FINRA-registered, broker-dealer and a world leading provider of agency algorithms in Futures and US Cash Treasury markets. QB creates a dynamic, collaborative environment that breeds financial and technological innovation. Clients span the range of asset managers, hedge funds, CTAs and banks. QB is headquartered in midtown Manhattan, New York.

Leadership

ROBERT ALMGREN PRESIDENT AND COFOUNDER

Robert oversees the firm’s quantitative research, analysis of best execution algorithms, and transactional cost measurement. Before founding Quantitative Brokers in 2008, Robert was Head of Quantitative Strategies in the Electronic Trading Services group of Bank of America Securities. He is currently a Fellow in the Mathematics in Finance Program at New York University. Robert has an extensive research record in applied mathematics, including several papers on optimal securities trading, transaction cost measurement, and portfolio formation.

CHRISTIAN HAUFF CEO AND COFOUNDER

Christian oversees the firm’s product and business development. Prior to founding QB in 2008, Christian spent three years at Bank of America Securities as Head of Electronic Equity Derivatives and Head of E-Sales for Global Rates Currencies & Commodities. While abroad from his Australian homeland in 1999, Christian joined Barclays Capital’s IT Graduate Program in London. He spent the following year in Chicago working on electronic order entry with the firm’s Eurodollar and Treasury floor-brokers…and his fascination with futures and electronic brokerage was born. From 2001-2005, Christian worked in E-Commerce helping the firm design and launch electronic offerings in futures, fixed income, FX and commodities.

MAHENDER REDDY HEAD OF ALGORITHMIC EXECUTION

Mahender leads algorithmic development and data analytics at QB. With over ten years of experience in algorithm and trading technology development, Mahender is key to ensuring that QB’s industry-leading algorithms provide best execution to our clients. Prior to joining QB in 2009, Mahender worked at Marshall Wace Asset Management, a leading quantitative hedge fund, where he developed best execution algorithms, back-testing technology, and analytics to create an automated trading environment on the US desk. He built a framework to measure broker performance and transaction costs, key statistics in QB’s stable of products.

JONTY FIELD HEAD OF EMEA

Jonty is responsible for the firm’s EMEA client and product expansion efforts. He is instrumental in developing and delivering original, out-of-the-box solutions and strategies for benchmarking and achieving best execution. Before joining QB, Jonty was the Head of Trading Analytics at AHL where he established and led the analytics team. It was in this role where Jonty established himself as an algo trading expert through his background as an e-trading specialist and research analyst. He has worked closely with regulators in the US and Europe, and is widely recognized as a leader in research of the impact of regulatory changes arising from Dodd-Frank/EMIR/MiFID II.

Compliance

QB is registered with both the CFTC and SEC as an independent introducing broker and a government securities broker. As a regulated market participant engaging in algorithmic strategies, QB maintains stringent supervision and control practices.

QB’s culture is founded on hard work, curiosity and creativity, based in tested quantitative research. Our team is smart, innovative and constantly hunting for inspired solutions to reduce execution costs for our clients. We value individuals who are detail oriented and seek perfection in their work.

Current Opportunities

QB is a rapidly expanding fin-tech firm specializing in agency algorithms in futures and fixed income markets. QB’s culture is founded on curiosity, creativity, and hard work, based on tested quantitative research. Our team is smart, innovative and constantly hunting for inspired solutions to reduce implicit trading costs and manage execution risk for our clients. We value individuals who are detail oriented and seek perfection in their work.

Demand for QB’s award-winning agency algorithms and TCA services has never been stronger and this role will be responsible for driving and growing this demand through collaboration with the firm’s strategic partnerships, globally.

The ideal candidate will be intelligent, energetic, confident and an established financial services sales professional with a strong track record of selling electronic execution services.

Do you have a deep understanding of futures and fixed income markets and the means by which the various buy-side institutions, i.e. hedge funds, asset managers, CTAs and regional banks, execute these products? Do you have senior vendor, FCM and exchange relationships and a demonstrable track record of selling and working with this community? Are you passionate about agency algorithms, TCA and capable of explaining the engineering and concepts involved?

Then you may be perfect for our team!

Primary Responsibilities:
Grow the Firm’s strategic partnerships and initiatives with:
EMS and OMS Vendors
Futures Commission Merchants
Futures Exchanges
UST Liquidity providers (primary dealers & alternative liquidity providers)
Define, negotiate and implement a product and distribution strategy unique to each partner
Drive senior level meetings and initiate discussions with partners (CEO, CTO, Head of Sales)
Explain the quantitative methodologies and research behind our agency algorithms
Frequent travel, physical interaction and networking with strategic leaders globally
Speak at industry conferences and firm sponsored events

Desired Skills and Experience:
In-depth knowledge of global futures and US Treasury markets
Literate in agency algorithms and trading technology concepts/terminology
Experience selling electronic execution services (preferably agency algos) to financial institutions
Great attention to detail and methodical at following up
Working knowledge of main EMS/OMS platforms and electronic trading concepts
Excellent networking, presentation and communication skills
Ability to frequently travel
FINRA Series 3, 7 and 63 licenses

Company
Quantitative Brokers (QB) is an independent, global financial technology company that delivers measurable results with premium algorithms and data-driven analytics for clients in the Futures and US Cash Treasury markets. Built on a research driven culture, market microstructure know-how, and algorithmic engineering expertise, QB continually develops and innovates an evolving suite of products.


Apply Now

QB is a rapidly growing FinTech firm specializing in agency algorithms in futures and fixed income markets. QB’s culture is founded on curiosity, creativity, and hard work, based on tested quantitative research. Our team is smart, innovative and constantly hunting for inspired solutions to reduce execution costs for our clients. We value individuals who are detail oriented and seek perfection in their work.

Demand for QB’s award-winning agency algorithms has never been stronger, so we are looking to our growing sales team in London.

By joining our innovative firm, you will be responsible for selling an award-winning product suite, with a documented track record in improving clients’ execution. (Saving them money and improving returns for their investors).

The ideal candidate will be an intelligent, energetic, confident and charismatic financial services sales professional with a strong track record of selling electronic execution services to institutional traders and portfolio managers across EMEA.

Do you have a deep understanding of futures and fixed income markets and the means by which the various buy-side institutions, i.e. hedge funds, asset managers, CTAs and regional banks, execute these products? Do you have senior buy-side trader/PM relationships and a demonstrable track record of selling electronic execution to this audience? Are you passionate about agency algorithms, TCA and capable of explaining the engineering and concepts involved?

Then you may be perfect for our sales team!

Primary Responsibilities:

Originate (lead generate), negotiate and close the sale of our agency algorithms and Transaction Cost Analytics (TCA) to traders and portfolio managers at hedge funds, asset managers, CTAs and regional banks throughout EMEA.
Generate senior level (CEO, CIO, COO, Head of Trading, Senior PM) in-person meetings with prospective clients.
Leverage personal network to generate prospective client meetings.
Explain the quantitative methodologies and research behind our agency algorithms.
Educate clients on TCA insights and findings.
Drive and steer the electronic integration process and end-to-end workflow for each client.
Daily maintenance of relationships with traders and senior management at client firms.
Frequent travel, physical client interaction and networking.

Desired Skills and Experience:

In-depth knowledge of global futures and US Treasury markets.
Literate in agency algorithms and trading technology concepts/terminology.
Experience selling electronic execution services (preferably agency algos) to financial institutions.
Great attention to detail and methodical at following up.
Effective at collaborating with risk, tech, ops, quant and support teams.
Working knowledge of main EMS/OMS platforms.
Excellent networking, presentation and communication skills.
Familiarity with electronic trading systems.
Ability to frequently travel in EMEA.
Second/Third EMEA language.
FINRA Series 3, 7 and 63 licenses.

Company
Quantitative Brokers (QB) is an independent, global financial technology company that delivers measurable results with premium algorithms and data-driven analytics for clients in the Futures and US Cash Treasury markets. Built on a research driven culture, market microstructure know-how, and algorithmic engineering expertise, QB continually develops and innovates an evolving suite of products.


Apply Now

QB is a rapidly growing FinTech firm specializing in agency algorithms in futures and fixed income markets. QB’s culture is founded on curiosity, creativity, and hard work, based on tested quantitative research. Our team is smart, innovative and constantly hunting for inspired solutions to reduce execution costs for our clients. We value individuals who are detail oriented and seek perfection in their work.

Demand for QB’s award-winning agency algorithms has never been stronger, so we are looking to our growing sales team in New York.

By joining our innovative firm, you will be responsible for selling an award-winning product suite, with a documented track record in improving clients’ execution. (Saving them money and improving returns for their investors).

The ideal candidate will be an intelligent, energetic, confident and charismatic financial services sales professional with a strong track record of selling electronic execution services to hedge fund traders and portfolio managers across North America.

Do you have a deep understanding of futures and fixed income markets and the means by which the hedge funds execute these products? Do you have senior buy-side trader/PM relationships and a demonstrable track record of selling electronic execution to this audience? Are you passionate about agency algorithms, TCA and capable of explaining the engineering and concepts involved?

Then you may be perfect for our sales team!

Primary Responsibilities:

Originate (lead generate), negotiate and close the sale of our agency algorithms and Transaction Cost Analytics (TCA) to traders and portfolio managers at hedge funds across North America.
Generate senior level (CEO, CIO, COO, Head of Trading, Senior PM) in-person meetings with prospective clients.
Leverage personal network to generate prospective client meetings.
Explain the quantitative methodologies and research behind our agency algorithms.
Educate clients on TCA insights and findings.
Drive and steer the electronic integration process and end-to-end workflow for each client.
Daily maintenance of relationships with traders and senior management at client firms.
Frequent travel, physical client interaction and networking.

Desired Skills and Experience:

In-depth knowledge of global futures and US Treasury markets.
Literate in agency algorithms and trading technology concepts/terminology.
Experience selling electronic execution services (preferably agency algos) to financial institutions.
Great attention to detail and methodical at following up.
Effective at collaborating with risk, tech, ops, quant and support teams.
Working knowledge of main EMS/OMS platforms.
Excellent networking, presentation and communication skills.
Familiarity with electronic trading systems.
Ability to frequently travel in North America.
FINRA Series 3, 7 and 63 licenses.

Company
Quantitative Brokers (QB) is an independent, global financial technology company that delivers measurable results with premium algorithms and data-driven analytics for clients in the Futures and US Cash Treasury markets. Built on a research driven culture, market microstructure know-how, and algorithmic engineering expertise, QB continually develops and innovates an evolving suite of products.


Apply Now

QB is a rapidly expanding fin-tech firm specializing in agency algorithms in futures and fixed income markets. QB’s culture is founded on curiosity, creativity, and hard work, based on tested quantitative research. Our team is smart, innovative and constantly hunting for inspired solutions to reduce implicit trading costs and manage execution risk for our clients. We value individuals who are detail oriented and seek perfection in their work.

As a Senior Quantitative Researcher, you will join a team working on large high frequency financial data sets to translate ideas into actionable execution signals and modeling transaction costs. Example problems include micro-structure characterization of different futures markets, development of statistical models for volume and volatility curves, analysis of market impact across futures and cash interest rate markets, discovery and development of high frequency trading signals.

Desired Skills and Experience:
Advanced degree in a science or engineering field
Strong Computer Skills with hands on experience in tools such as R, Matlab,Python
Experience working with large data sets and building predictive models
Strong statistical knowledge
Ability to work independently, to develop and test hypotheses
Minimum of 3 years industry experience

Company
Quantitative Brokers (QB) is an independent, global financial technology company that delivers measurable results with premium algorithms and data-driven analytics for clients in the Futures and US Cash Treasury markets. Built on a research driven culture, market microstructure know-how, and algorithmic engineering expertise, QB continually develops and innovates an evolving suite of products.


Apply Now

QB is a rapidly expanding fin-tech firm specializing in agency algorithms in futures and fixed income markets. QB’s culture is founded on curiosity, creativity, and hard work, based on tested quantitative research. Our team is smart, innovative and constantly hunting for inspired solutions to reduce implicit trading costs and manage execution risk for our clients. We value individuals who are detail oriented and seek perfection in their work.

We are looking for someone to lead a team of 3-4 very able junior researchers to develop the quantitative aspects of QB’s algorithmic execution services: primarily trading signals but other quantitative elements as needed.

This candidate will work closely with the overall Head of Research and with our Head of Algorithms, as well as other internal parties such as sales and marketing. He/She may present to and discuss with external clients as appropriate.

Must have at least several years of experience in in high-frequency trading, signal generation, and market microstructure. A PhD will likely be a strong asset but is not strictly required. Experience leading and mentoring a team is necessary. Most important are knowledge of markets, especially futures and interest rate markets, and the ability to translate knowledge into tangible implemented results to improve algorithmic performance.

Company
Quantitative Brokers (QB) is an independent, global financial technology company that delivers measurable results with premium algorithms and data-driven analytics for clients in the Futures and US Cash Treasury markets. Built on a research driven culture, market microstructure know-how, and algorithmic engineering expertise, QB continually develops and innovates an evolving suite of products.


Apply Now

QB is a rapidly expanding fin-tech firm specializing in agency algorithms in futures and fixed income markets. QB’s culture is founded on curiosity, creativity, and hard work, based on tested quantitative research. Our team is smart, innovative and constantly hunting for inspired solutions to reduce implicit trading costs and manage execution risk for our clients. We value individuals who are detail oriented and seek perfection in their work.

We are looking for a candidate with advanced programming skills in C++ on Linux. The role will primarily involve design and development of high frequency trading software in the futures and fixed Income markets across the world.

A successful candidate will be an individual contributor who is a passionate coder and enjoys applying his/her technical skills to solve complex real-world business problems. Candidates should desire to thrive in a small team environment with a collaborative attitude.

Required Skills:
– Expert level programming skills in – C++ on LINUX
– Low latency techniques
– Excellent analytical problem solving ability
– Highly motivated with ability to multitask

Desired Skills:
– Data Visualisation techniques
– Prior Experience in High Frequency trading

Company
Quantitative Brokers (QB) is an independent, global financial technology company that delivers measurable results with premium algorithms and data-driven analytics for clients in the Futures and US Cash Treasury markets. Built on a research driven culture, market microstructure know-how, and algorithmic engineering expertise, QB continually develops and innovates an evolving suite of products.


Apply Now

QB is a rapidly expanding fin-tech firm specializing in agency algorithms in futures and fixed income markets. QB’s culture is founded on curiosity, creativity, and hard work, based on tested quantitative research. Our team is smart, innovative and constantly hunting for inspired solutions to reduce implicit trading costs and manage execution risk for our clients. We value individuals who are detail oriented and seek perfection in their work.

We are looking for a candidate with advanced programming skills in C++ on Unix systems. The role will primarily involve design and development of low-latency algorithmic trading software, managing large tick data sets and market connectivity. You will work closely with the Algo Development team in delivering cutting-edge technology to meet the firms trading needs. 

A successful candidate will be an individual contributor who is a passionate coder and enjoys applying his technical skills to solve complex business problems in the area of High Frequency Trading.  

Successful candidates will thrive in a small team environment with a collaborative attitude. 

  Required Skills:

 – Expert level programming skills in – C++ on LINUX

 – Inter Process Communication, Network Programming, Multi Threading

 – Excellent analytical Problem Solving ability

 – Highly Motivated with ability to multitask

  Desired Skills:

 – Data Visualization techniques

 – Functional Programming Languages such as Q/kdb, Lisp 

 – Prior Experience in Electronic Trading

Company
Quantitative Brokers (QB) is an independent, global financial technology company that delivers measurable results with premium algorithms and data-driven analytics for clients in the Futures and US Cash Treasury markets. Built on a research driven culture, market microstructure know-how, and algorithmic engineering expertise, QB continually develops and innovates an evolving suite of products.


Apply Now

We are looking for quantitative researchers with a strong passion for financial data exploration and analysis to join our company.

Skills and background

– MS in quantitative analysis, financial engineering, or related field required.
– Strong knowledge of statistics, probability, market microstructure such as market impact models and optimal trading.
– Strong computer skills such as R and Python.
– Ability to develop and test hypotheses.

Company
Quantitative Brokers (QB) is an independent, global financial technology company that delivers measurable results with premium algorithms and data-driven analytics for clients in the Futures and US Cash Treasury markets. Built on a research driven culture, market microstructure know-how, and algorithmic engineering expertise, QB continually develops and innovates an evolving suite of products.


Apply Now

We are seeking a candidate with expertise in GUI development. Candidate should be passionate in creating intuitive user interfaces with lots of attention to detail. You will join a team of technologists focused on building low latency trade
execution systems. In this role you will be responsible for designing and implementing the GUI for a low latency, high throughput trading system. This GUI will be used by traders to execute and monitor their electronic trades.

Required Skills
– 5+ years experience in real-time GUI development
– Excellent C++ skills on Linux/Windows
– Experience with QT/GTK libraries
– Good knowledge of Network programming

Desired Skills
– Data Visualization Skills
– Prior trading systems experience

Company
Quantitative Brokers (QB) is an independent, global financial technology company that delivers measurable results with premium algorithms and data-driven analytics for clients in the Futures and US Cash Treasury markets. Built on a research driven culture, market microstructure know-how, and algorithmic engineering expertise, QB continually develops and innovates an evolving suite of products.


Apply Now

Do you have experience with monitoring and troubleshooting trades in electronic trading systems while under pressure? Have you performed 1st & 2nd level support of electronic traders and their execution systems before? Have you worked in a 24-hour “follow-the-sun” electronic support team? Do you have a strong passion for algorithmic trading and optimal execution? Are you naturally very attentive to details and a strong communicator?

Then you may be perfect for our global support team! Our ideal candidate will be thoroughly involved in all aspects of our trading system and client support – including; first line client support, monitoring and assessing trades in real-time, consulting institutional clients on their execution, and analyzing clients’ algorithmic order flow.

This position is ideal for candidates with current experience in electronic trading support or algorithmic trading system support. We have a strong desk presence in NY and are looking to build on this.

Primary Responsibilities:

– Closely monitor client orders within proprietary algorithmic trading environment

– 1st level phone support of traders, including confirming trade status and performing cancelations

– 2nd level troubleshooting of system-level trading issues anywhere between EMS/FIX and Exchange

– On-boarding and training new clients (both systematic and discretionary traders)

– Analyzing client order flow, algorithmic behavior, and monitoring trade slippage

– Interact daily with electronic trading clients via phone and instant message

– Consult clients and recommend algorithms based on client trading objectives

– Additional analytical duties as assigned

Desired Skills:

Required:
• Minimum Bachelors’ degree
• Unix scripting experience
• Ability to handle pressure while troubleshooting real-time trading systems
• 1-3 years of experience working in a trading or IT environment
• Excellent oral and written communication skills

 
Suggested / Preferred:
• Trading System Support experience
• Experience working in global, 24-hour electronic trading support team
• Knowledge of exchange traded futures and government bonds
• Working knowledge of FIX and ability to perform FIX Certifications
• Knowledge of electronic trading systems

 
Company
Quantitative Brokers (QB) is an independent, global financial technology company that delivers measurable results with premium algorithms and data-driven analytics for clients in the Futures and US Cash Treasury markets. Built on a research driven culture, market microstructure know-how, and algorithmic engineering expertise, QB continually develops and innovates an evolving suite of products.


Apply Now