485 Algorithmic Trading jobs in the United States

Group Overview

The TP ICAP Group is a world leading provider of market infrastructure.

Our purpose is to provide clients with access to global financial and commodities markets, improving price discovery, liquidity, and distribution of data, through responsible and innovative solutions.

Through our people and technology, we connect clients to superior liquidity and data solutions.

The Group is home to a stable of premium brands. Collectively, TP ICAP is the largest interdealer broker in the world by revenue, the number one Energy & Commodities broker in the world, the world's leading provider of OTC data, and an award winning all-to-all trading platform.

Founded in London in 1866, the Group operates from more than 60 offices in 27 countries. We are 5,200 people strong. We work as one to achieve our vision of being the world's most trusted, innovative, liquidity and data solutions specialist.

About Liquidnet
Liquidnet is a next-generation agency execution specialist. Powered by technology that helps drive institutional alpha, our trading and liquidity network intelligently and securely connects the world's investors with the world's investments.

Established in 1999 on the belief that there was a better way to trade, Liquidnet' journey began with a vision to create a platform that goes beyond traditional transactional models.

We wanted to build a community where traders could connect, collaborate, and execute trades with confidence. Over the years, we've grown from a vision into a thriving ecosystem that empowers the buy side in ways never before imagined.

We are committed to making trading more efficient, intelligent, and accessible. Our purpose guides every decision we make, from the tools we develop to the relationships we nurture with our Members.

Role Overview

Liquidnet is seeking an exceptional and experienced Algo Trading developer to join the Global Trading Technology team. This experienced individual has a proven track record of developing quality software and trading strategies in a world class financial services organization.

Algo Trading is one of the main driving forces in today's Equity Markets. Providing clients with superior order execution while minimizing their market impact and risk exposure, trading strategies and smart order routing is a rapidly expanding field. These platforms are driven by quantitative analytics, real time market data, historical tick data, market signal events, and statistical analysis. The Equities Global Trading Technology organization is responsible for developing, supporting, and delivering these state-of-the-art trading solutions to end-users including internal trading desks as well as buy-side clients.

We are looking for an outstanding candidate to be a part of agile, highly professional team delivering client-facing, high-availability, low-latency trading algorithms and related technology. This person is responsible for developing and supporting the products and will report to the Head of Algo Development.

Role Responsibilities

• Participate in the full lifecycle of designing, developing, test automation and monitoring of Liquidnet's Next Generation Global Algorithmic Trading platform and low latency trading strategies as well as key infrastructure components such as low latency order management and order handling, rules engines and other algorithmic trading components.
• Work closely with Quants on implementation of trading algorithms, quantitative models, and analytical signals.
• Work with Product and Sales teams on client requests and algo customizations.
• Develop innovative solutions in a strategic, pragmatic way.
• Succeed in a collaborative development environment.
• Be curious and inquisitive around industry trends and strive for continuous improvement.

Experience / Competences
Essential

• BS/BA degree or higher in Computer Science, Mathematics, or related Engineering field.
• Expert proficiency with computer technologies including Java, Linux, and OO Design with a focus on performance, re-usability, test automation and flexibility for customizations.
• At least 2 years' experience developing trading systems (backend) for Equities, Futures or Listed Derivatives (ideally execution algorithms, prop strategies, risk trading, smart routing etc.)
• Experience based knowledge of Equities market microstructure and trading workflows. This includes but not limited to trading venues, order types, market data, applicable regulations and order routing.
• Aptitude and ability to efficiently implement quantitative models, perform statistical data analysis, build/use data visualization tools and conduct simulation and back-testing of strategies.
• Previous experience working effectively with front office trading teams.
• Demonstrated development skills in a collaborative, team-oriented style.
• Experience designing, developing, and implementing of trading strategies such as benchmark tracking, liquidity seeking and dark aggregation algorithms.

Desired

• Experience in Agile Methodologies.
• Experience with low latency messaging products, such as Solace and 29West.
• Knowledge of event-driven (pub/sub) programming models.

Job Band & Level

• Professional / 5

$205,000-$215,000

#LI-Hybrid #LI-MID #LNET

Not The Perfect Fit?

Concerned that you may not meet the criteria precisely? At TP ICAP, we wholeheartedly believe in fostering inclusivity and cultivating a work environment where everyone can flourish, regardless of your personal or professional background. If you are enthusiastic about this role but find that your experience doesn't align perfectly with every aspect of the job description, we strongly encourage you to apply. You may be the ideal candidate for this position or another opportunity within our organisation. Our dedicated Talent Acquisition team is here to assist you in recognising how your unique skills and abilities can be a valuable contribution. Don't hesitate to take the leap and explore the possibilities. Your potential is what truly matters to us.

Company Statement

We know that the best innovation happens when diverse people with different perspectives and skills work together in an inclusive atmosphere. That's why we're building a culture where everyone plays a part in making people feel welcome, ready and willing to contribute. TP ICAP Accord - our Employee Network - is a central to this. As well as representing specific groups, TP ICAP Accord helps increase awareness, collaboration, shares best practice, and holds our firm to account for driving continuous cultural improvement.

Location
USA - 200 Vesey Street - New York, NY

Our client, a leading player in global equities trading, is seeking a talented Algorithmic Trading Developer to join a high-performance technology team focused on building low-latency, client-facing trading solutions. This is a unique opportunity to work at the forefront of algorithmic trading, collaborating closely with quants, product managers, and front-office professionals.

Key Responsibilities:

• Design, develop, and maintain low-latency execution algorithms and supporting infrastructure (e.g., order management systems, rules engines).
• Collaborate with quants to implement models, strategies, and analytics.
• Partner with product and sales teams to address client needs and develop custom solutions.
• Drive innovation through pragmatic problem solving and continuous improvement.
• Contribute to full SDLC including test automation and performance monitoring.

Requirements:

• Bachelor's or higher in Computer Science, Engineering, or related field.
• Proficient in Java, Linux, and object-oriented design with a focus on performance and modularity.
• 2+ years' experience in backend development for trading systems (Equities, Futures, or Derivatives).
• Strong understanding of market microstructure, order types, routing, and trading workflows.
• Skilled in implementing quantitative models, statistical analysis, and back-testing.
• Prior experience working closely with trading desks or front-office teams.
• Familiarity with benchmark, liquidity-seeking, and dark aggregation algorithms.

Preferred:

• Experience with Agile development.
• Knowledge of low-latency messaging (Solace, 29West) and event-driven architectures.

Compensation: $205,000-215,000
Salary is based on a range of factors that include relevant experience, knowledge, skills, other job-related qualifications.

Our client, a highly innovative and fast-paced financial institution, is seeking a brilliant Quantitative Analyst to join their elite algorithmic trading team. This is a fully remote, "remote-first" position, offering unparalleled flexibility for top-tier talent across the United States. The ideal candidate will possess a profound understanding of financial markets, advanced statistical modeling, and sophisticated programming skills to develop and implement high-frequency trading strategies.

You will be at the forefront of designing, backtesting, and deploying complex quantitative models that drive trading decisions across various asset classes. This role requires a rigorous analytical mindset, exceptional problem-solving abilities, and a deep commitment to innovation. You will work in a collaborative yet independent environment, pushing the boundaries of quantitative finance and contributing directly to the firm's trading performance. The ability to thrive in a fast-paced, dynamic, and results-oriented setting is paramount.

Responsibilities:

• Develop, test, and implement quantitative trading strategies across equities, futures, and other financial instruments.
• Design and build sophisticated statistical and machine learning models for predictive analytics and risk management.
• Analyze large datasets of historical and real-time market data to identify trading opportunities and patterns.
• Conduct rigorous backtesting and simulation of trading algorithms to assess performance and robustness.
• Collaborate with traders and other quantitative researchers to refine and optimize trading strategies.
• Optimize execution algorithms to minimize slippage and transaction costs.
• Monitor and analyze the performance of live trading strategies, identifying areas for improvement.
• Research and explore new quantitative methodologies and technologies.
• Ensure the reliability and efficiency of trading systems and infrastructure.
• Contribute to the overall intellectual capital and innovation within the quantitative research team.

Qualifications:

• Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Minimum of 5 years of experience in quantitative analysis, algorithmic trading, or a related role within the financial services industry.
• Strong proficiency in programming languages commonly used in quantitative finance, such as Python, C++, or Java.
• Deep understanding of statistical modeling, time series analysis, and machine learning techniques.
• Experience with financial market microstructure and trading strategies.
• Familiarity with backtesting frameworks and performance evaluation metrics.
• Excellent analytical, problem-solving, and critical-thinking skills.
• Ability to work independently and manage complex projects in a remote setting.
• Strong communication skills to articulate complex quantitative concepts.
• Experience with large-scale data processing and analysis is a plus.

This is a unique opportunity to join a leading financial firm in a fully remote capacity, working on challenging and impactful projects. If you are a quantitative genius looking to make your mark on the world of algorithmic trading, we encourage you to apply.

Our client is seeking a brilliant and highly analytical Quantitative Analyst to join their elite trading team. This role is instrumental in developing and implementing sophisticated quantitative models and algorithms for high-frequency trading strategies. The successful candidate will leverage advanced mathematical, statistical, and programming skills to identify market opportunities, design trading systems, and optimize execution strategies. Responsibilities include conducting in-depth market research, backtesting trading algorithms, and analyzing performance data to refine strategies. You will work closely with portfolio managers and traders to translate complex research into actionable trading signals. A strong understanding of financial markets, derivatives, and statistical arbitrage is essential. This position requires exceptional problem-solving abilities, a rigorous analytical mindset, and the capacity to work under pressure in a fast-paced trading environment. The role also involves collaborating with software developers to ensure the efficient and accurate implementation of trading models. The ideal candidate possesses a deep curiosity for market dynamics and a passion for quantitative finance. This is a unique opportunity to be at the forefront of quantitative trading innovation and make a substantial impact on investment performance. A commitment to precision, innovation, and continuous learning is paramount.

Key Responsibilities:

• Develop, test, and implement quantitative trading strategies and algorithms.
• Conduct rigorous statistical analysis of market data to identify profitable trading opportunities.
• Design and optimize execution algorithms for various asset classes.
• Build and maintain backtesting frameworks for strategy evaluation.
• Collaborate with traders and portfolio managers to refine and deploy strategies.
• Research and analyze financial markets, economic indicators, and macroeconomic trends.
• Monitor and analyze the performance of live trading strategies, identifying areas for improvement.
• Work closely with software engineers to implement and integrate trading models into production systems.
• Stay abreast of the latest advancements in quantitative finance, machine learning, and data science.
• Document research findings, methodologies, and trading system designs.
• Contribute to the continuous improvement of the firm's quantitative trading infrastructure.

Qualifications:

• Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Proven experience (3+ years) in quantitative analysis, algorithmic trading, or related financial roles.
• Strong programming skills in languages such as Python, C++, or R.
• Deep understanding of financial markets, derivatives, and trading strategies.
• Expertise in statistical modeling, time series analysis, and machine learning techniques.
• Experience with data analysis and visualization tools.
• Excellent analytical, problem-solving, and critical thinking skills.
• Ability to work effectively in a high-pressure, fast-paced trading environment.
• Strong communication and collaboration skills.
• Familiarity with large datasets and database technologies is a plus.

This position is located in San Jose, California, US and operates on a hybrid work model.

Our client, a leading firm in the banking and finance sector, is actively recruiting a highly skilled Quantitative Analyst to join their cutting-edge algorithmic trading desk. This remote-first role is perfect for individuals with a strong mathematical and statistical background, coupled with a deep understanding of financial markets and programming. You will be instrumental in developing, testing, and deploying sophisticated trading strategies, utilizing advanced quantitative techniques and high-frequency trading platforms. The ideal candidate will possess exceptional analytical and problem-solving abilities, with a proven track record in building predictive models and backtesting complex financial algorithms. Responsibilities include researching and identifying new trading opportunities, designing and implementing quantitative models, analyzing market data to optimize trading performance, and collaborating with traders and developers to ensure the seamless execution of strategies. Proficiency in programming languages such as Python, C++, or R, along with extensive experience in statistical modeling and machine learning, is essential. Familiarity with financial market microstructure and order book dynamics is highly desirable. You will work in a dynamic, fast-paced environment, contributing to the firm's success through innovative quantitative research and development. This is a fully remote position, offering the flexibility to work from any location while engaging with a world-class team. We are seeking highly motivated individuals who are passionate about financial markets and possess a relentless drive for innovation and accuracy. If you excel in a challenging, intellectually stimulating environment and are eager to make a significant impact in the world of quantitative finance, we encourage you to apply.

Our client, a dynamic and innovative investment firm, is seeking a highly analytical and mathematically inclined Quantitative Analyst specializing in Algorithmic Trading. This hybrid role offers a unique opportunity to contribute to the development and refinement of sophisticated trading strategies in the fast-paced financial markets. Based in our growing Salt Lake City, Utah office, you will be responsible for researching, designing, and implementing quantitative trading models and algorithms. Your work will involve analyzing vast datasets, identifying market inefficiencies, and developing strategies that generate alpha and manage risk effectively. The ideal candidate possesses a strong academic background in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering, coupled with practical experience in financial modeling and trading systems. You should be proficient in programming languages like Python, C++, or R, and possess a deep understanding of statistical analysis, machine learning, and time-series modeling. Key responsibilities include backtesting strategies, performing statistical analysis of market data, and collaborating closely with traders and developers to deploy and monitor trading systems. This role demands exceptional problem-solving skills, meticulous attention to detail, and the ability to work both independently and as part of a collaborative team. A passion for financial markets and a keen interest in cutting-edge quantitative techniques are essential. This is an exceptional opportunity for a talented quant to make a significant impact within a forward-thinking firm, contributing to its trading success and leveraging the vibrant professional environment of Salt Lake City .

Responsibilities:

• Research, design, and implement quantitative trading strategies and algorithms.
• Analyze large volumes of financial market data to identify trading opportunities.
• Develop and validate statistical models and machine learning algorithms for trading.
• Perform rigorous backtesting and performance evaluation of trading strategies.
• Collaborate with traders and software engineers to deploy and monitor trading systems.
• Monitor market conditions and adjust strategies as necessary.
• Contribute to risk management frameworks for trading strategies.
• Stay abreast of academic research and industry trends in quantitative finance.
• Document trading strategies and methodologies clearly and comprehensively.
• Optimize algorithm performance for speed and efficiency.

Qualifications:

• Master's or Ph.D. in a quantitative field (Mathematics, Statistics, Physics, Computer Science, Financial Engineering, etc.).
• 3+ years of experience in quantitative finance, algorithmic trading, or a related role.
• Strong proficiency in programming languages such as Python, C++, or R.
• Deep understanding of statistical modeling, time-series analysis, and machine learning techniques.
• Experience with financial markets and trading systems.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and teamwork abilities.
• Familiarity with big data technologies and databases is a plus.

Our client is actively seeking a highly analytical and intellectually curious Quantitative Analyst to join their cutting-edge quantitative trading team. This is a fully remote position, allowing top talent to contribute from anywhere. You will be responsible for designing, developing, and implementing sophisticated trading algorithms and strategies for various financial markets. This involves extensive data analysis, statistical modeling, and programming to identify profitable trading opportunities. The Quantitative Analyst will work closely with portfolio managers and traders to translate market insights and research findings into actionable trading systems.

Key responsibilities include backtesting and optimizing trading strategies, evaluating their performance, and continuously refining them based on market conditions. You will utilize advanced statistical techniques, machine learning models, and econometrics to predict market movements and identify potential risks. Strong programming skills in languages such as Python, R, C++, or Java are essential, along with proficiency in data manipulation and analysis libraries. Experience with financial data providers (e.g., Bloomberg, Refinitiv) and trading platforms is highly valued. The ideal candidate will possess a Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Economics, coupled with demonstrable experience in quantitative finance or algorithmic trading. Excellent problem-solving abilities, a meticulous approach to research, and the capacity to work independently in a remote setting are crucial. This is an exceptional opportunity to work on challenging problems in a fast-paced, data-driven environment, contributing directly to the firm's success. If you are passionate about applying advanced quantitative methods to financial markets and thrive in a remote-first culture, we encourage you to apply. Your innovative strategies will shape our trading desk's future. This role is based in Minneapolis, Minnesota, US .

Our client, a leading financial institution, is seeking a highly skilled Quantitative Analyst to join their innovative algorithmic trading team in Salt Lake City, Utah, US . This role is critical in developing, implementing, and optimizing sophisticated quantitative trading strategies. You will leverage advanced mathematical, statistical, and programming skills to design, test, and deploy trading algorithms across various asset classes. The ideal candidate will possess a strong academic background in a quantitative field, combined with practical experience in financial markets, particularly in areas such as statistical arbitrage, market making, or high-frequency trading. Responsibilities include conducting rigorous back-testing and performance analysis of trading strategies, identifying trading opportunities through data analysis, and collaborating closely with traders and developers to ensure the effective execution of strategies. You will also be responsible for monitoring trading system performance, risk management, and continuous improvement of existing algorithms. A deep understanding of financial instruments, market microstructure, and data analysis techniques is essential. This is a hybrid position, allowing for a blend of collaborative work in the office and focused remote execution. We are looking for individuals who are intellectually curious, possess strong analytical and problem-solving abilities, and thrive in a fast-paced, challenging environment. Your contributions will directly impact the firm's trading performance and profitability. This is a unique opportunity to work at the forefront of financial technology and quantitative finance.

Responsibilities:

• Design, develop, and implement quantitative trading strategies and algorithms.
• Conduct in-depth statistical analysis and modeling of financial markets.
• Perform rigorous back-testing and simulation of trading strategies.
• Collaborate with traders and software engineers to deploy and refine trading systems.
• Monitor the performance of trading strategies and identify areas for improvement.
• Manage and mitigate risks associated with algorithmic trading.
• Analyze large datasets to identify market inefficiencies and trading opportunities.
• Stay current with advancements in quantitative finance, machine learning, and financial technology.
• Document research, methodologies, and trading strategies.
• Contribute to the development and maintenance of the firm's trading infrastructure.

Qualifications:

• Master's or PhD in Quantitative Finance, Mathematics, Statistics, Physics, Computer Science, or a related field.
• Minimum of 3 years of experience in quantitative analysis, algorithmic trading, or a similar role in the financial industry.
• Strong programming skills in Python, C++, or Java, with experience in relevant libraries (e.g., NumPy, Pandas).
• Proficiency in statistical modeling, machine learning techniques, and data analysis.
• Solid understanding of financial markets, derivatives, and trading strategies.
• Experience with financial databases and market data vendors.
• Ability to work effectively in a hybrid work setting.
• Excellent analytical and problem-solving skills.
• Strong communication skills for presenting complex ideas.

Our client, a highly respected firm in the financial services sector, is looking for a brilliant Quantitative Analyst to join their elite remote trading strategies team. This is a fully remote position, offering the opportunity to work from anywhere within the US. You will be at the forefront of developing, backtesting, and implementing sophisticated quantitative models for algorithmic trading across various asset classes. The ideal candidate possesses exceptional mathematical and statistical skills, combined with strong programming abilities and a deep understanding of financial markets. You will collaborate with traders, developers, and researchers in a fast-paced, intellectually stimulating environment.

Key Responsibilities:

• Develop and refine quantitative models for pricing, risk management, and trading strategies.
• Design and implement algorithmic trading systems and strategies.
• Conduct rigorous backtesting and statistical analysis of trading ideas.
• Collaborate closely with portfolio managers and traders to identify market opportunities.
• Write efficient, production-ready code in languages such as Python or C++.
• Monitor and analyze live trading performance, identifying areas for improvement.
• Research and explore new data sources and analytical techniques.
• Contribute to the firm's intellectual property through innovation and discovery.
• Work effectively in a distributed team environment, maintaining clear communication.
• Stay abreast of the latest developments in quantitative finance and machine learning.

Qualifications:

• Advanced degree (Master's or Ph.D.) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Proven experience in quantitative analysis, financial modeling, or algorithmic trading.
• Strong programming skills in Python, C++, or similar languages.
• Deep understanding of statistical modeling, time series analysis, and machine learning techniques.
• Familiarity with financial markets, instruments, and trading strategies.
• Excellent analytical and problem-solving abilities.
• Ability to work independently and as part of a remote team.
• Strong communication and presentation skills.
• Experience with large datasets and high-performance computing is a plus.
• A passion for financial markets and quantitative research.

This role offers a competitive compensation package, significant bonus potential, and the flexibility of a remote work arrangement, supporting candidates in Tampa, Florida, US and nationwide.