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If you have a strong academic background in a scientific field and a successful professional experience in systematic quantitative finance, feel free to contact us at

Quant Researcher (0004)

Job Description: The Quantitative Researcher (multiple openings) at Azur IM LP in New York, NY will combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process, as part of a global team with a focus on developing quantitative financial credit strategies. Work alongside the Portfolio Manager on developing financial trading strategies, with a primary focus on idea generation, data gathering, research/analysis, financial model implementation, and backtesting for systematic credit strategies. Utilize skills in developing insights into various datasets and share them with other team members in a cooperative setup. Use mathematical tools to analyze and optimize trades. Apply statistical methods to improve efficiency of trading. Salary: $ 88,670 - $210,000 per year.


Minimum Requirements: Requires a Master’s degree in Mathematics, Finance, or a related field, plus 3 years in a professional financial quantitative credit strategies occupation, or related occupation. Must include 2 years of experience with each of the following: (1) perform quantitative research using statistical analysis; (2) develop quantitative investment models using disciplined scientific approach; (3) automate trading desk workflows and streamline the trading process, with mathematical programming in financial markets; (4) develop systematic analytics tools for back-testing and production processes in a trading environment; (5) research and develop novel mathematical tools to price and trade credit bonds; (6) program using Python, Java, and Linux; and (7) build and perform the create and redeem process for credit ETFs.


To apply send resume to and reference job code 0004 in the subject line.

Quant Researcher

We are always looking for a Quantitative Researcher to report directly into the Portfolio Manager. This is an excellent opportunity to get involved in all aspects of quantitative strategies trading, ranging from: alpha research, data processing, backtesting, portfolio construction and performance monitoring in a collaborative team.

Skills required:

  • Engineering degree or MSc in a STEM subject preferred

  • Previous experience in a markets quantitative role

  • Excellent Coding skills

  • Excellent analytical, problem solving, and troubleshooting skills

  • Innovative, self-motivated, and detail-oriented

  • Good team player with strong communication skills

Portfolio Manager

If you are interested in being considered for a Systematic Quant Portfolio Manager position with us, please email us.  In order to be considered, PM candidates should have a track record of experience running an autonomous strategy in their current or previous roles

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