CARRERS

Sigma Advanced look for the best talent at the direct intersection of markets, quantitative research, and production quantum computing.

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We are actively interested in:

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• Quantum algorithms researchers (QAOA, annealing, variational circuits, quantum Monte Carlo, quantum ML applied to finance problems)

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• Quantum-aware quant researchers (portfolio optimization, derivatives pricing, risk & scenario engines on NISQ and hybrid systems)

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• Engineers building production tooling for quantum finance (Qiskit / Pennylane / CUDA-Q, cloud integrations, D-wave, low-latency pipelines)

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• Global macro / cross-asset traders/researchers both fundamental discretionary or systematic (quantum-inspired methods a plus)

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Internships (3–12 months, Chicago, Colombia or Remote)

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If you believe you fit one of these profiles, or have a clear view of how you can add value to our firm, we would like to hear from you.

 

Please send a concise CV and a short note on what you want to build to ir@sigmadvanced.com