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Teza Technologies

Quantitative Researcher, PhD

  • Seen live on Teza Technologies' site yesterday
  • Mid level
Pay
Not stated
Location
Austin
Open for
12+ days
First seen
Oct 23, 2026
Apply on Teza Technologies' site (opens in a new tab)

Posting record

No flags

Open 12+ days

The posting's record, oldest first
  1. Teza Technologies' site dates the posting
  2. Ghostless first sees this listing
  3. Last checked: still up
How we know

It hasn't been reposted, listed twice, or left up unusually long, and the posting doesn't say it's a talent pool.

Ghostless records the day it first sees a posting, so a repost can't reset its age. This one was already up when Ghostless started tracking Teza Technologies, so its true age is longer.

Last checked Nov 3, 2026.

How well do you match?

See how much of this posting your resume shows, and what it's missing.

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What it asks of you

PhD asked for
“PhD in Mathematics, Statistics, Physics, Computer Science, Electrical Engineering, or a related quantitative discipline.” (quoted from the posting)

What the posting discloses

Not stated: Pay, real vacancy, AI screening.

Why these three

Ontario requires postings from employers with 25 or more staff to state the pay, whether the vacancy exists, and whether AI screens applicants.

Some employers add pay only on their own site. Check the original posting before you rule it out.

Skills mentioned

About the role

We are looking for exceptional quantitative researchers to develop systematic trading strategies based on market microstructure.

This role is focused on extracting predictive signals from high-frequency market data and turning them into robust, scalable trading models. You will explore large datasets, develop new features, test hypotheses, and work closely with researchers and engineers to deploy ideas into production.

Location

Austin, TX (5 days in-office requirement)

Key Responsibilities

  • Research predictive signals from market microstructure data.
  • Design and evaluate new features using the most granular market data.
  • Develop statistical and machine learning models for systematic trading.
  • Build robust research infrastructure and analytical tools.
  • Work directly with experienced researchers and Portfolio Managers to take ideas from hypothesis to live trading.

Basic Requirements

  • PhD in Mathematics, Statistics, Physics, Computer Science, Electrical Engineering, or a related quantitative discipline.
  • Outstanding mathematical and statistical skills.
  • Strong programming ability in Python and C++/Java.
  • Experience working with quantitative models.
  • Curiosity, creativity, and proven academic track record.

What you’ll get

  • On-site presence of experienced Quantitative Researchers and Portfolio Managers to learn from
  • Build Strategies while becoming the best at what you do
  • Professional guidance from experienced mentors

Benefits

  • Health insurance
  • Flexible sick time policy
  • Office Lunches

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