If you’re a PhD, postdoc, or an academic with deep research experience and you’re exploring roles in quantitative finance, proprietary trading, or high‑frequency trading, this short note points you to a free, actionable resource designed for exactly that transition.
Why I made this
Most career roundups for “quants” are either hype lists of famous firms or broad, generic advice that’s hard to act on from an academic CV. I wanted to build something different: a concise, evidence‑first package that helps research‑focused applicants understand where to apply, how roles differ, what hiring teams actually care about, and what concrete materials to prepare.
What the guide contains (high level)
Evidence‑first firm mapping
A compact table of major firms known to hire PhDs, with short role descriptions and notes on what interviewers emphasize (research, coding, probability, market intuition, systems). This helps you match your profile to realistic targets instead of just chasing brand names.Salary transparency
Recent job postings and publicly available wage filings are collected and labeled by source, with clear caveats distinguishing base salary, sign‑on, bonuses, and total compensation. Use this to form realistic expectations for offers across regions and role types.Geography & role briefings
Short market briefs for places like New York City, London, Amsterdam (and others on request), plus role‑track notes (researcher, trader, ML researcher, low‑latency systems). These highlight local hiring patterns, visa considerations, and which skills get prioritized in each market.Application‑ready materials
Outreach templates (both recruiter and referral variants), a PhD résumé framework tailored to quant roles (what to highlight, what to de‑emphasize), and a prioritized GitHub/portfolio checklist with project ideas that make research work translate to hiring signals.Practical next steps + sourcing note
A short methodology note explains how the guide was compiled so you can trust the evidence and reproduce or extend items if you want to vet them yourself.
Who this is for
PhD students and postdocs actively planning a transition into industry roles in quantitative finance, proprietary trading, or HFT.
Academics with research-heavy backgrounds evaluating whether to apply for researcher, trader, ML research, or systems roles.
Candidates who prefer to apply strategically — matching skills and role expectations — rather than applying broadly to prestige names.
How to get the guide
The guide is available as a free PDF in the QuantLabs discussion here:
https://www.quantlabsnet.com/group-page/quantlabsnet-com-public-quant-analytics-group/discussion/599bf375-f6fb-4655-b916-b02f2d387f07