We give you the freedom and tools to excel in your career.
From day one, we provide the opportunity to put all your intelligence, skills, and curiosity to work.
Fast personal growth happens in a supportive environment. You’ll receive guidance from an experienced team.
Because of our flat structure, you’ll even have access to the leadership team.
Xantium is looking for passionate, meticulous professionals with excellent analytical ability across a wide spectrum of roles. Whether you are just starting your career, looking to move from another industry into finance, or exploring the next step in your finance career, we want to hear from you. Right now, we are excited about hiring for the following roles:
If you're interested in multiple roles, please apply to the one you feel is most relevant. We will redirect your application if a different role would be a better fit.
At Xantium, our Quantitative Developers build software and frameworks that power our quantitative trading.
Examples of recent projects:
Our tech stack is a blend of Python and C++ that runs both on-prem and in the cloud.
Compensation: Quantitative Developers in New York can expect to earn $125,000 to $225,000+ base. Total compensation also includes a large annual bonus which is guaranteed in year one and based on employee and firm performance thereafter.Quantitative Researchers at Xantium are responsible for researching and developing mathematical models used to identify investment and trading opportunities in the global financial markets.
The process is collaborative, involving direct access to and guidance from senior quantitative portfolio managers and engineers with years of experience across all major markets. Our Quantitative Researchers learn a range of skills including various research techniques, how to work with different types of data, markets and asset classes.
Examples of responsibilities include:
Quantitative Researcher applicants should have a PhD (or equivalent) that involved intense mathematics or statistics. We may consider candidates without PhDs, provided they can demonstrate strong competitive math backgrounds and strong academic records.
Quantitative Volatility Traders (QVTs) collaborate with developers and researchers to implement Xantium's derivatives trading strategies. Their roles require established Python coding skills, strong mental math, and developed market intuition.
Initial responsibilities include trading system monitoring and improvement; some roles also involve individual trade execution and support. Over time and with guidance from senior team members, all QVTs grow to better understand how the range of Xantium’s volatility strategies are developed and optimized.
We are seeking multiple QVTs for a rapidly growing team. At this time, candidates with derivatives experience in the following underlying asset types are particularly attractive: equities (single name and index), commodities, and fixed income.
Applicants should have:
We’d love to hear what you can bring to Xantium and how we can help you achieve your goals.
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