Quantitative trading firm using AI and high-performance infrastructure
Scientech Research is a proprietary trading firm with ~$1B daily trading volume, built on a deep tech stack spanning C++, Python, R, and Bloomberg data feeds. The engineering and research hiring mix (4 engineers, 3 researchers, heavy intern/junior presence) reflects an organization scaling core infrastructure — backtesting frameworks, low-latency execution, and data quality systems — rather than expanding trading desks. Pain points cluster around strategy optimization and data pipeline efficiency, suggesting the firm is moving from execution maturity toward AI-driven alpha discovery.
Scientech Research Capital is a quantitative trading firm founded in 2019 by Wall Street veterans with 10+ years of experience at top-tier firms. Operating as a proprietary trader deploying its own capital, the firm executes daily trading volumes exceeding $1B USD across major global exchanges. The core team of 51–200 includes STEM Ph.D.s and mathematical olympiad medalists focused on quantitative research and strategy development. The company's infrastructure stack — C++, Python, PostgreSQL, Bloomberg, FactSet, PySpark — supports research data platforms, backtesting frameworks, and live trading systems. Active hiring spans engineering, research, data, and operations roles in the United States.
C++, Python, R, NumPy, Pandas, SQL (PostgreSQL, SQL Server), PySpark, Linux, Bloomberg, CapIQ, and FactSet. The stack reflects quantitative trading infrastructure combining low-latency execution languages with research tooling and market data integration.
Daily trading volume exceeds $1B USD across major global exchanges. The firm operates as a proprietary trading firm deploying its own capital.
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