Position Title:

Associate

Location:

New York, NY

Position Summary:

Associate at TD Securities (USA) LLC (New York, NY) Full-Time – Develop quantitative techniques to address finance-related business needs. Telecommuting may be permitted within commuting distance pursuant to company policy. Rate of pay: $112,778 - $160,000 per year. Email resume to TD.SecuritiesUSAHRAdmin@tdsecurities.com. Reference: TD-9801066.

Required Qualifications:

Position requires a Master’s degree, or foreign equivalent, in Computer Science, Financial Engineering, Quantitative Finance, or related field. Position requires experience in each of the following, as demonstrated through graduate coursework and/or projects or equivalent experience such as completion of an internship (approx. 10-12 weeks): Java, including JDK 17+; JavaScript, including ECMAScript 2015 (ES6) and all subsequent versions of the ECMAScript standard; Systems-level Java development experience, capable of developing high performance (i.e., high throughput, low-latency) event-driven messaging systems for automated pricing/trading/risk automation workflows; Theoretical or practical knowledge of quantitative model implementation; Implementation and usage of FX and interest rate models to calculate fundamental valuation metrics for linear OTC cash and derivatives products (i.e., Swaps, Forwards, FRAs, Bonds); Distributed computing, including multi-threaded programming and remote process distribution for developing in-memory high performance streaming messaging systems; Implementing automated unit, integration, regression, and performance testing into CI/CD development pipelines; and, Agile and SDLC processes.

How to Apply:

Email resume to TD.SecuritiesUSAHRAdmin@tdsecurities.com. Reference: TD-9801066.

Position Title:

Vice President

Location:

Chicago, IL

Position Summary:

Vice President at TD Securities (USA) LLC (Chicago, IL) Full-time – Develop software to support the firm's automated trading platform, including exchange connectivity, research infrastructure, data ingestion, and core infrastructure.

Rate of pay: $225,000 - $225,000 per year. Our Total Rewards package reflects the investments we make in our colleagues to help them and their families achieve their financial, physical and mental well-being goals. Total Rewards at TD includes base salary and variable compensation/incentive awards (e.g., eligibility for cash and/or equity incentive awards, generally through participation in an incentive plan) and several other key plans such as health and well-being benefits, savings and retirement programs, paid time off (including Vacation PTO, Flex PTO, and Holiday PTO), banking benefits and discounts, career development, and reward and recognition. Learn more - https://hrportal.ehr.com/tdtotalrewards.

Required Qualifications:

Position requires a Bachelor’s degree in Computer Science, Quantitative and Computational Finance, Statistics, Information Systems, or related field, and 1 year of experience in the job offered, as Quantitative Associate, Developer, or related position involving algorithmic trading. Full term of experience must include each of the following: Statistical and quantitative techniques to automate trading, pricing, and/or valuation of financial instruments; Developing applications for automated trading; Professional software development; and, Python and C++.

How to Apply:

Email resume to TD.SecuritiesUSAHRAdmin@tdsecurities.com. Reference: TD-9586838.

Point72, L.P. has an opening for an AI Engineer, L/S in New York, NY. This position is hybrid; may work from home up to 2 days per week, as permitted.

Collaborate with investment team, compliance and global information security to explore opportunities to use GenAI and machine learning applications. Develop and maintain scalable AI/ML architectures and systems. Build infrastructure to provide APIs for interacting with LLMs from various cloud providers. Evaluate tools, technologies, and processes to ensure quality of AI/ML systems. Build reliable mechanisms to evaluate LLMs, applications like PDF extractors, RAG solutions, Agentic frameworks etc. Build Agentic AI workflows – create infrastructure for a scalable MCP deployments maintaining multi tenant MCP servers in a cellularized way. Establish reliable authentication and authorization mechanism for maintaining a configurable and scalable entitlement mechanisms. Integrate and process Compliance-approved internal and external data (structured and unstructured).

Must possess at least a master’s degree or its equivalent in Computer Science, Computer Engineering, Information Systems or a related field and at least 3 years of experience as a Software Engineer or in a related role. In the alternative, at least a bachelor’s degree or its equivalent in Computer Science, Computer Engineering, Information Systems or a related field and at least 5 years of progressive experience as a Software Engineer or in a related role would be acceptable. Must also possess the following: at least 2 years of experience with SQL and Python (with an emphasis on Pandas, PySpark, etc.); at least 2 years of experience with Generative AI technology and LLMs; at least 2 years of experience with cloud platforms and CI/CD pipelines; and demonstrable knowledge or experience with Linux, Airflow, Databricks, Spark and/or similar platforms.

Approximately 40 hours per week; the salary range for this position is from $225,000 to $275,000 per year

Any person who is interested in this position may apply to the following for consideration:

Send your resume to svcRecruiting@Point72.com and reference Job Code W052026X.

Position Title: US Portfolio Manager

Location:

Please note that relocation to Toronto is not required. However, the successful candidate must be available to travel to Toronto once per month for a minimum of 3 consecutive business days.

Position Summary

We have a new opportunity for a Portfolio Manager to join our Portfolio Management team, with a primary focus on U.S equity strategies. Reporting to the Co-CIO, this individual will play a key role in advancing the firm’s quantitative research agenda and driving alpha generation across U.S. portfolios. We value intellectual curiosity, accountability, and a hands-on approach, with senior leaders actively engaged across research, portfolio management, and trading.

Key responsibilities:

• Lead and contribute to the firm’s quantitative research efforts, with a focus on alpha generation, portfolio construction, and risk modeling for U.S. equities.
• Expand research capabilities by identifying and integrating new datasets, economically grounded factors, and innovative analytical approaches.
• Champion the thoughtful adoption of machine learning and emerging AI techniques (including LMs) to enhance signal generation and investment insights.
• Communicate research findings, portfolio positioning, and performance insights to internal stakeholders and clients.
• Evaluate model outputs alongside real-time market information, exercising judgment in interpreting signals, identifying dislocations, and refining positioning within a systematic framework.
• Oversee daily portfolio implementation, including rebalancing, trade review, and execution oversight, ensuring alignment with model outputs and portfolio constraints.
• Analyze portfolio performance and attribution, identifying key drivers of return and risk, and translating insights into model refinements and positioning.
• Generate market-driven insights from company-specific news and evolving macro conditions to inform portfolio decisions and research.
• Mentor a small team of research analysts, guiding alpha research across U.S. markets and related investment universes.

Required Qualifications

• 10+ years of experience in quantitative investing, with demonstrated leadership in equity research (U.S. experience strongly preferred).
• Deep expertise in alpha research, factor modeling, or machine learning applied to financial markets.
• Proven ability to lead research initiatives and deliver innovative, economically grounded investment insights.
• Excellent communication and presentation skills, with the ability to convey complex ideas to both technical and non-technical audiences.
• Ability to operate efficiently in a fast-paced, collaborative environment and manage competing priorities.
• Advanced degree in quantitative disciplines such as Finance, Economics, Math, or Engineering.

Nice to Have (preferred but not required)

• Experience across multiple regions or asset classes.
• Strong understanding of data architecture, research platforms, and production systems.
• Understanding of the U.S. market microstructure.
• Good programming skills, particularly in Python.
• CFA or related designation.

WHAT’S IN IT FOR YOU?

• Opportunity to be a key leader in the firm’s quantitative research initiatives and shape our research platform.
• Ability to work in a nimble, agile environment.
• Competitive compensation package.
• Employer-funded professional development, including courses and conferences.
• Flexible work environment and commuting reimbursement when you do work from the office.
• Supportive amenities and initiatives: access to a fully stocked kitchen, catered lunches, ergonomic home office setup, employee appreciation events, and retreats.
• Centrally located office at King and Bay with remarkable views of Toronto and Lake Ontario.

How to Apply:

Please forward a resume to careers@hillsdaleinv.com citing the Director of Quantitative Research role.

Position Title: Director of Quantitative Research

Location:

Please note that relocation to Toronto is not required. However, the successful candidate must be available to travel to Toronto once per month for a minimum of 3 consecutive business days.

Position Summary

We have a new opportunity for a Director of Quantitative Research to join our Portfolio Management team. Reporting to the Head of Research, you will:

• Play a key role in the firm’s quantitative research agenda in alpha generation, portfolio construction, and risk modelling.
• Oversee the research, validation, and deployment of stock-selection models using advanced statistical techniques.
• Guide and mentor a team of research analysts to conduct alpha research across multiple regions and investment universes leveraging our proprietary research engines.
• Broaden our research capabilities in pursuit of new datasets, economically motivated factors, and innovative analytics to improve our research breadth.
• Lead the architecture and continuous improvement of our quantitative research platform, partnering with engineering to translate research needs into production-ready systems.
• Collaborate and coordinate with cross-functional teams to implement changes in our production and research environments.
• Foster strategic adoption of emerging capabilities in Machine Learning or Large Language Models to enhance our research signals and analysis.
• Refine research best practices, documentation, and standards to ensure that our research adheres to the highest standards.
• Present research recommendations and portfolio analysis to internal and external stakeholders.

Required Qualifications

• Opportunity to be a key leader in the firm’s quantitative research initiatives and shape our research platform.
• Ability to work in a nimble, agile environment.
• Competitive compensation package.
• Employer-funded professional development, including courses and conferences.
• Flexible work environment and commuting reimbursement when you do work from the office.
• Supportive amenities and initiatives: access to a fully stocked kitchen, catered lunches, ergonomic home office setup, employee appreciation events, and retreats.
• Centrally located office at King and Bay with remarkable views of Toronto and Lake Ontario.

Nice to Have (preferred but not required)

• Quantitative research experience in other domains.
• Appreciation of financial data, workflow, and systems architecture.
• CFA or related designation.
• Other programming knowledge a plus: R, Polars, Java, MATLAB, C/C++, etc.

How to Apply:

Please forward a resume to careers@hillsdaleinv.com citing the Director of Quantitative Research role.