Early Career
Quantitative Researcher

Locations: New York City, Chicago, Connecticut, Austin, Dallas, Houston, San Francisco, Los Angeles, Miami, London, Dubai, Remote
About the Role
As a Quantitative Researcher, you’ll play a crucial role in researching, developing, testing, and implementing mathematical and statistical models to generate alpha, construct optimal portfolios, automate trading/execution, and manage risk. For new graduates, clients conduct team matching at the end of the process, during which you’ll be offered to join a specific research/technique area, asset class based team, or portfolio manager and their team.
Responsibilities
  • Apply advanced statistical and mathematical techniques to analyze large datasets, identify patterns, and develop predictive models to generate trading signals and investment strategies.
  • Collaborate with the research team to design and implement proprietary trading strategies and models.
  • Collect, cleanse, and validate relevant market and financial data to ensure data integrity and accuracy for quantitative analysis.
  • Utilize historical data and market simulators to rigorously back-test and validate trading strategies, assessing their performance and robustness under different market conditions.
  • Continuously improve existing models by incorporating new data sources, refining algorithms, and optimizing execution parameters to enhance trading performance and risk management.
  • Stay abreast of market developments, news, and regulatory changes impacting US and international markets, and proactively identify new investment opportunities or potential risks.
Qualifications
  • An advanced degree, such as a Master’s or Ph.D., in a quantitative field such as computer science, mathematics, statistics, physics, finance, or similar disciplines.
  • Recent graduate or 0-3 years of experience.
  • Proficiency in quantitative research techniques, statistical analysis, time series analysis, and machine learning algorithms.
  • Experience with Python, R, MATLAB, or other research oriented programming language. Experience with C++, C, Java, or other object oriented programming language for high frequency or low-latency related roles.
  • Proficiency in data analysis, data manipulation, and cleaning large datasets. Experience with SQL, Pandas, NumPy, or similar data analysis libraries.
  • Strong analytical skills with the ability to formulate and solve complex problems, think critically, and make data-driven decisions;
  • Excellent verbal and written communication skills  and ability to effectively convey complex ideas and research findings to both technical and non-technical stakeholders.
  • Demonstrated ability to work collaboratively in a team-oriented environment;
  • Ability to manage multiple tasks and priorities in a fast-paced, dynamic environment. Flexibility to adapt to changing market conditions and research requirements;
  • Optional: Familiarity with financial markets and financial products such as stocks, fixed income products such as treasuries, MBS, etc., futures, options, or other derivatives products.
In accordance with New York City’s Pay Transparency Law, the base salary range for this role is $150,000 to $300,000. Base salary does not include other forms of compensation or benefits such as a discretionary bonus, health, dental, and other wellness plans and 401(k) contributions. Discretionary bonuses can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.

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