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Job Description Quant Developer/Market Maker The Company - Our client is a small trading shop, whose founders have an extremely successful track records in all prior ventures in high Frequency trading. The core consists of small group of educated PhD scientists who came together to build trading models in multiple asset classes over the last decade. They were first challenged to finding non-random behavior in data sets as they tackled the FX market with new algorithmic trading and quickly separated themselves from everyone else in the market. That company was bought by a world leader in capital markets, and they moved into equities, and were successful as a prop trading shop for over 6 years, and was eventually bought as well. They are now onto their next venture they are looking to tackle the cryptocurrency market. As a trusted asset to every large financial trading desk through the years, institutions have expressed great interest in trading with them, and the firm provides crypto asset execution, trading, and advisory services to institutional clients, as well as making markets on various exchanges, as well as providing customized algorithms to split up trades. They are looking for a Quant Developer (Quant/Market maker) to join this team, and head up building the market making product. This person does not need crypto experience, but needs to understand the technical backbone of market making systems, market microstructure and the technical needs for setting up and monitoring strategies. All systems are built from scratch and brand new. The competitive advantage is the model and brilliant combination of quantitative minds. They build their systems to be smarter, highly risk averse, rigorously tested and with a strict scientific approach to modeling. The Role – Starting as an Senior Quant Developer/Market Maker you will get a chance to get in on the ground floor in a low key environment and let data drive your decisions. This opportunity is for a top notch engineer with strong quantitative skills, to take a pragmatic approach and enjoy the flexibility of building something, in an environment where there is no red tape, or barriers to your creativity. It is a great opportunity for a Quant who wants to leverage technical/math skills to learn more about, and get into trading. Ideas for strategies are encouraged, and team will help you test and implement them. This is an opportunity for you to work with elite minds as well as trade ideas, grow in knowledge and gain exponential earnings potential. The overall climate is for everyone to make money and go home satisfied. Flexible hours and telecommuting is offered. Qualifications ¬ Experience working with high performance trading systems, specifically market making systems. ¬ FX is preferred over equity, because it translates better to the crypto-market. ¬ Strong Java/C# Programming ¬ Ability to develop systematic models from a mathematical approach ¬ Strong Math/Quantitative Skills and experience with Large Data Sets ¬ Top Tier Education – Masters or PhD (Math, Science, Computer Science, Engineering, Computational Finance) Skills and abilities you will be finely rewarded, compensation greatly depends on experience, equity and salary will be based on value.

Job Description In this hybrid role, you will blend traditional software engineering with natural language processing expertise to develop and maintain systems that leverage LLMs to solve real-world challenges in the restaurant tech domain. You’ll collaborate with cross-functional teams to implement AI-driven features that support everything from customer service automation to order management, reporting, and staff training. Essential Job Functions: • Prompt Development & Optimization: Design, build, test, and refine prompts for AI tasks like Q&A, classification, extraction, and synthetic data creation., • Evaluation & Testing Build robust test suites using tools like CoVal, LangFuse, and Galileo to measure prompt accuracy, compliance, and performance at scale., • Performance Analysis & Improvement: Analyze prompt outputs using metrics, product feedback, and business goals. Iterate to maximize accuracy and reliability., • Collaboration: Work closely with operations, product, data science, and engineering teams to ensure prompts meet quality standards, • Model Adaptation: By understanding their unique behaviors, create effective prompts across different models (GPT, LLaMA, Gemini, and internally fine-tuned LLMs)., • End-to-End Ownership Drive prompts projects from planning to deployment, including monitoring and continuous improvement., • Team Leadership & Mentorship Lead a team of analysts, guiding their evaluations and data work to support prompt development. Mentor and collaborate with ops teams to ensure seamless integration of prompts into production. 100% Remote Minimum of three years of experience in the areas of AI, ML, NLP, and prompt engineering. $125,000 to $160,000 Requirements Requirements: • Strong Python programming skills, • Solid data and computer science fundamentals, • Experience with relational databases (e.g., MySQL, PostgreSQL, Oracle, MS SQL), • Hands-on development experience, preferably full-stack, • Good data processing and testing skills, • Ability to handle ambiguous problems and drive projects from start to finish, • Strong problem-solving mindset with a drive to improve and optimize systems, • Ability to use scientific and analytical approaches to measure and evaluate designs, • Excellent communication skills, • Bachelor’s degree in Computer Science, Engineering, Mathematics, or a related field, • Flexible to work US hours until at least 6 pm ET with a strong remote setup Preferred Qualifications • Experience with multiple LLMs and tools like LangFuse and Galileo, • Knowledge of cloud platforms (AWS, GCP, Azure, OpenStack) and tools like Docker and Kubernetes, • Focus on scalability, performance, and cost optimization in cloud environments, • Broad technical expertise across front-end and back-end systems, • Familiarity with machine learning concepts and workflows, • Health Care Plan (Medical, Dental & Vision), • Retirement Plan (401k), • Life Insurance (Basic, Voluntary & AD&D), • Flexible Paid Time Off, • Family Leave (Maternity, Paternity), • Short Term & Long Term Disability, • Training & Development, • Work From Home, • Stock Option Plan

Job Description Company: Top-tier hedge fund with an MFT-focused team, offering a collaborative, research-driven environment. Emphasizes machine learning for cutting-edge strategy development.Overview: ML Quant Research opportunity with a collaborative PhD heavy team. Will be using ML like LLMs and Nonstationarity modeling to develop forecasting and alpha strategies for equities trading team. This is a collaborative model with 5 years+ average tenure on most of the team (not a pod shop). Key Responsibilities: • Design and implement machine learning alpha research models and forecasting models for a mix of intraday and longer hold MFT equities strategies., • Utilize LLMs, generative models, and nonstationarity modeling to develop effective and profitable trading signals and strategiesQualifications:, • 3-7 years of experience in a Quant Research, • Experience at a top buy side firm, or equivalent experience, • Practical use of ML models in production., • PhD level Math/Statistics skills, • Collaborative and patient nature #LI-NB1

Job Description Company: Top-tier hedge fund with an MFT-focused team, offering a collaborative, research-driven environment. Emphasizes machine learning for cutting-edge strategy development.Overview: ML Quant Research opportunity with a collaborative PhD heavy team. Will be using ML like LLMs and Nonstationarity modeling to develop forecasting and alpha strategies for equities trading team. This is a collaborative model with 5 years+ average tenure on most of the team (not a pod shop). Key Responsibilities: • Design and implement machine learning alpha research models and forecasting models for a mix of intraday and longer hold MFT equities strategies., • Utilize LLMs, generative models, and nonstationarity modeling to develop effective and profitable trading signals and strategiesQualifications:, • 3-7 years of experience in a Quant Research, • Experience at a top buy side firm, or equivalent experience, • Practical use of ML models in production., • PhD level Math/Statistics skills, • Collaborative and patient nature #LI-NB1

Bachelor's Degree in Computer Science, Math, Physics, or Engineering or equivalent working experience. MS or PhD in Computer Science, Math, Physics or Engineering. You are an engineer, first and foremost.

We are looking for a math tutor to join our team to train AI models. In this role you will need to hold an expert level of mathematical reasoning- a completed or in progress Masters/PhD is preferred but not required. Other related fields include, but are not limited to: Applied Math and/or Computer

Job DescriptionQuantitative leadership position supporting the warehouse lending & asset backed credit modeling and analytics team for large US investment bank Responsibilities: • Lead the credit loss modeling coverage for structured / asset-based lending portfolio, for both stress test and CECL., • Develop, and maintain the performance of Credit Risk and Stress Testing models for the lending portfolio with broader credit analytics coverage as needed, • Participate in research, development, and implementation of credit risk models, • Provide econometric analyses to support methodology development, • Perform back-tests, stress-tests, scenario analyses and sensitivity studies, • Develop data analyses for various purposes, • Oversee work of analysts and participate in recruitment, training and development of junior members of the team. Requirements: • Broad experience in a quantitative research group at a commercial bank, investment bank, or consulting firm, • Advanced statistical skills especially in hypothesis testing, regression, and discriminant analyses, • A thorough knowledge of statistics and an internal drive to challenge and improve models with quantitative methods, • Familiarity with statistical packages (e.g., MATLAB, or R ), • Team player with strong interpersonal and communication skills, • Advanced degree (PhD or MS) in a quantitative discipline (e.g., statistics, physics, math) For immediate consideration, please forward resume and contact details to: Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit Ashton Lane Group® “A trusted advisor throughout your career”