Zeviq
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Quantitative Researcher

LOCATIONProsper, TX
TYPEFull-time
TEAMQuantitative Research
QR-2026-4817

About Zeviq

Zeviq Technologies is a quantitative trading firm that develops systematic strategies across futures markets. Our research combines statistical modeling, machine learning, and deep market knowledge to build persistent edges in live trading environments. We operate at the intersection of mathematical rigor and engineering precision — every idea we trade has been tested, validated, and understood.

We are looking for a Quantitative Researcher to develop and refine systematic trading strategies across the full research lifecycle — from hypothesis generation and data analysis through model development and live deployment. Your work will have a direct and measurable impact on our trading performance.

Responsibilities

  • Identify, develop, and validate systematic trading signals across equity index, commodity, and currency futures
  • Build and maintain backtesting frameworks, statistical models, and research infrastructure
  • Analyze large-scale market microstructure data to extract actionable, persistent signals
  • Collaborate with the engineering team to implement research in live trading systems
  • Develop risk models, execution algorithms, and position sizing frameworks
  • Continuously monitor and improve live strategies through rigorous out-of-sample analysis

Requirements

  • MS or PhD in Mathematics, Statistics, Computer Science, Physics, or a related quantitative field
  • 1–2 years of hands-on quantitative trading or research experience in live market environments
  • Strong proficiency in Python (NumPy, pandas, statsmodels, scikit-learn)
  • Deep understanding of statistical inference, time-series analysis, and applied machine learning
  • Experience with futures markets, market microstructure, or order flow analysis
  • Rigorous research methodology — you validate ideas against out-of-sample data and quantify uncertainty before trusting results
  • Clear written and verbal communication of complex quantitative findings

Nice to have

  • Experience with tick-level data, limit order book analysis, or execution modeling
  • Published research in quantitative finance, statistics, or machine learning
  • Proficiency in C++ or Rust for performance-critical components
  • Familiarity with institutional market data platforms such as Databento, Bloomberg, or Refinitiv

What we offer

  • Competitive base compensation with meaningful performance-based upside
  • Direct exposure to live trading systems and real capital from day one
  • A small, focused team where your research directly shapes what we trade
  • Access to institutional-grade data, infrastructure, and research tooling

Apply for this role

Quantitative Researcher · Prosper, TX