Quantitative Researcher

About the role

Most job posts are designed to collect as many applications as possible.

This is not one of them.

At Simplify, we work directly with startup founders to help them hire for high-priority roles.

We’re partnering with an AI research lab and trading firm in Palo Alto to hire Founding Members of Technical Staff — exceptional early-career engineers and quantitative developers who want to build the systems, signals, and infrastructure behind a new trading firm. $200–350K base, and they’re hiring multiple engineers now.

About the company

One-liner: Building intelligence systems for live markets — and deploying them first through its own quantitative hedge fund

Stage: $29M seed round led by Ribbit Capital, with backing from Lux Capital, Valor Equity Partners, the founder of DRW, the CEO of Kalshi, and founders of DoorDash and Ramp. Small founding team, in person in Palo Alto.

The team includes former xAI and Citadel talent, IMO medalists, and highly ranked crypto and Polymarket traders. Its research lab develops AI systems for market prediction, initially deployed through an eight-figure internal hedge fund anchored by the founder of IMC Trading.

This is for researchers who understand what production-grade alpha research actually looks like—but would rather help build the firm than remain one researcher inside a large, mature organization.

What you'll work on

• Design, research, and test systematic trading strategies end to end
• Build and improve the signals and models that drive live trading
• Develop the research and backtesting infrastructure needed to evaluate ideas rigorously
• Work with market, alternative, and real-time datasets
• Take research from hypothesis through validation and into production
• Work directly with engineers and AI researchers to ship research quickly
• Monitor live performance and improve strategies as market conditions change
• Help establish the research culture, methodology, and standards of an early team

What we look for

• 2+ years of quantitative research experience at a top-tier firm such as HRT, Jane Street, Citadel Securities, or a comparable organization
• A track record of owning research that made it into production
• Experience developing systematic signals or trading strategies—not only supporting research infrastructure
• Strong statistical fundamentals and sound experimental judgment
• Strong programming ability in Python and/or C++
• Able to explain what failed, why it failed, and how you controlled for overfitting, leakage, costs, and changing market regimes
• Deep, personal interest in markets—you trade, follow them closely, and think about them outside your assigned work
• In person in Palo Alto, 5 days/week

Nice to have

• Coming off garden leave or reaching the end of a noncompete
• Previously left quantitative trading for a startup and now want to return to markets
• End-to-end ownership of a strategy from data and hypothesis through production and monitoring
• Experience with alternative data, prediction markets, or AI/ML-driven research
• Experience building research infrastructure in addition to using it
• Interest in shaping the standards and culture of a new research organization

Why join

• Fund economics upside
• Research has a direct path into an existing eight-figure trading vehicle
• Own strategies end to end instead of contributing one isolated piece inside a large pod
• Help define the firm’s research process, technical standards, and culture
• Work directly with a founding team spanning frontier AI, quantitative trading, and prediction markets
• Build new research infrastructure without inheriting years of organizational constraints
• Meaningful influence over what the firm researches, how it evaluates ideas, and how quickly it ships
• H-1B sponsorship available