$200000 USD

50000

Onsite WORKING

Location: New York, New York - United States Type: Permanent

Quantitative Researcher

Junior level (internship - 3 years experience)

I am working with a globally recognised investment management firm that specialises in systematic and quantitative investing across a diverse range of financial markets. The firm employs a research-led approach to generate attractive risk-adjusted returns through a broad portfolio of quantitative trading strategies.

Technology, data, and scientific research sit at the heart of the organisation. By combining expertise across quantitative research, trading, engineering, and operations, the firm has developed a sophisticated investment platform supported by proprietary trading systems, large-scale data infrastructure, and advanced computational resources.

With teams based across multiple international locations, the organisation promotes a highly collaborative environment where investment and technology professionals work closely together. Alongside its systematic investment activities, the firm also operates discretionary strategies that complement its quantitative approach by targeting opportunities that may not be suitable for full automation.

The Opportunity

The firm is seeking a Quantitative Researcher to join its Systematic team in New York. This role offers the opportunity to contribute directly to the development, testing, and implementation of quantitative trading models, while working alongside experienced researchers, traders, and engineers.

Key Responsibilities
• Research and develop predictive signals and quantitative models for global equity markets.

• Conduct statistical analysis on large and complex datasets to identify potential sources of alpha.
• Manage the end-to-end research process, from idea generation and data preparation through to backtesting, optimisation, and implementation.
• Evaluate alternative datasets and determine their potential value within existing and future investment strategies.
• Monitor the performance of live strategies and contribute to their ongoing enhancement and maintenance.
• Collaborate with trading and technology teams to improve research workflows and production systems.
• Analyse strategy results and help refine portfolio construction and investment processes.

Requirements

• Master's degree or PhD in a quantitative field such as Mathematics, Statistics, Physics, Engineering, Computer Science, Financial Engineering, Quantitative Finance, or a related discipline.
• Strong Python programming skills and experience developing analytical or research tools.
• Excellent understanding of statistical methods, probability theory, linear algebra, and time series analysis.
• Experience handling and analysing large datasets, including data cleaning, transformation, and modelling.
• Knowledge of financial markets and a keen interest in systematic investing and quantitative research.
• Strong problem-solving ability with a proactive and ownership-driven mindset.
• Excellent communication and collaboration skills, with the ability to work effectively both independently and as part of a global team.

If you are interested in learning more about this opportunity, please apply.