NK Securities Research

About NK Securities Research

Empowering trading through advanced quantitative research

Key Highlights

  • Headquartered in New York City with a focus on fintech
  • Specializes in algorithmic trading and quantitative analysis
  • Expanding team with roles in engineering and research
  • Utilizes machine learning for optimizing trading strategies

NK Securities Research specializes in quantitative analysis and algorithmic trading solutions, providing insights to hedge funds and institutional investors. Headquartered in New York City, NK Securities Research is focused on leveraging advanced analytics and machine learning to optimize trading st...

🎁 Benefits

NK Securities Research offers competitive salaries, equity options, generous PTO, and flexible remote work arrangements to support work-life balance....

🌟 Culture

NK Securities Research fosters a culture of innovation and analytical rigor, encouraging employees to explore new technologies and methodologies in fi...

Overview

NK Securities Research is hiring a PhD Quant Researcher to develop pricing models and machine-learning-driven alpha for their trading platform. You'll utilize Python and ML frameworks like PyTorch and TensorFlow to impact live trading systems.

Job Description

Who you are

You hold a PhD and have a strong background in quantitative research, particularly in financial markets. Your experience includes designing pricing models and understanding market microstructure, which allows you to turn theoretical concepts into practical applications. You are comfortable working with noisy, non-stationary data and have a proven track record of original thinking, as evidenced by your research papers or significant projects. You possess strong Python skills for research and experimentation, and you have experience with machine learning and AI frameworks such as PyTorch and TensorFlow. While not required, exposure to C++ or performance-oriented systems is a plus.

What you'll do

In this role, you will take ownership of research projects, designing and implementing pricing and fair-value models that operate at short horizons. You will model order-book dynamics, liquidity, and micro-price behavior, applying statistical learning and machine learning methods to identify alpha signals. Your work will involve developing models that are robust to regime shifts and adversarial noise, ensuring they can withstand the complexities of real-world trading environments. You will run large-scale experiments and rigorous backtesting, defining validation criteria and monitoring metrics to assess model performance. Collaboration is key, as you will partner with engineers and traders to deploy your models into live systems, continuously iterating based on real performance feedback.

What we offer

At NK Securities, you will be part of a research-driven trading platform where your contributions directly impact capital movement and market trading. We foster an environment that encourages innovation and original thinking, allowing you to see your research deployed and stress-tested in real markets. You will have the opportunity to work end-to-end—from idea generation to tangible impact—making this role both challenging and rewarding. We value collaboration and provide a supportive team atmosphere where your expertise can shine.

Interested in this role?

Apply now or save it for later. Get alerts for similar jobs at NK Securities Research.

Similar Jobs You Might Like

Based on your interests and this role

NK Securities Research

Quantitative Analyst

NK Securities Research📍 Gurugram

NK Securities Research is hiring a Quantitative Researcher to develop and enhance trading models and analyze financial data sets. You'll work with C++, Python, and Linux in a collaborative environment across multiple locations including Gurugram, Gandhinagar, and Singapore.

Entry-Level
4 months ago
NK Securities Research

Quantitative Analyst

NK Securities Research📍 Gurugram

NK Securities Research is hiring a Senior Quantitative Analyst to develop and enhance trading models and analyze financial data sets. You'll work with technologies like C++, Python, and Linux. This position requires 4+ years of relevant experience.

Senior
4 months ago
Aquatic Capital Management

Quantitative Researcher

Aquatic Capital Management📍 Chicago

Aquatic Capital Management is hiring a Quantitative Researcher to develop signals, models, and strategies for trading financial markets. You'll utilize Python or C++ and apply statistical methods to evaluate research effectiveness. This role is ideal for PhD graduates or Postdocs in relevant scientific disciplines.

Entry-Level
1w ago
Optiver

Quantitative Analyst

Optiver📍 Austin

Optiver is hiring a Graduate Quantitative Researcher to develop and implement algorithmic trading strategies. You'll work with statistics and machine learning to analyze market data and construct predictive models. This role is ideal for recent PhD graduates starting in 2026.

Entry-Level
3w ago
Radix Trading

Quantitative Analyst

Radix Trading📍 Chicago

Radix Trading is hiring a Quantitative Researcher to identify trading opportunities and contribute to innovative projects. You'll leverage your quantitative skills and coding proficiency in Chicago, New York, or Amsterdam.

Entry-Level
3 months ago