Quantitative Researcher — Systematic Trading | New York : $500k+

We are partnering with a world-leading quantitative trading firm in New York to identify an exceptional Quantitative Researcher. This firm is renowned for its rigorous scientific approach, deep intellectual culture, and consistent generation of alpha across global markets.

They are seeking individuals who combine first-principles thinking, mathematical excellence, and pragmatic technical ability—researchers who can both generate novel ideas and see them through to implementation.

The Role

As a Quantitative Researcher, you will be responsible for the full lifecycle of alpha generation—from ideation through to validation and deployment. You will work in a highly collaborative, academically-driven environment where research quality is paramount.

Core responsibilities:

• Conducting original research to identify and develop profitable trading signals
• Applying advanced statistical, mathematical, and machine learning techniques to large, complex datasets
• Designing and running rigorous experiments to validate hypotheses
• Collaborating with engineers and quant developers to implement strategies in production
• Continuously refining models based on new data and market behaviour

Candidate Profile

This search is focused on individuals with exceptional intellectual horsepower and a proven academic track record.

Requirements:

• Degree (MSc or PhD strongly preferred) in Mathematics, Statistics, Physics, Computer Science, or a related quantitative discipline from a top-tier institution (e.g. Ivy League, Oxbridge, MIT, Stanford, etc.)
• Outstanding academic performance, with evidence of deep analytical ability (e.g. publications, competitions, research projects)
• Strong grounding in probability, statistics, and data analysis
• Proficiency in Python (or similar) for research and data manipulation
• Ability to translate theoretical ideas into testable models
• Independent thinker with a rigorous, hypothesis-driven approach to problem-solving

Preferred:

• Experience in systematic trading or quantitative finance
• Familiarity with time series analysis, signal processing, or machine learning techniques
• Exposure to working with large-scale datasets in a research or industry setting

Why This Opportunity

• Join a firm widely regarded as one of the most sophisticated players in quantitative finance
• Work alongside elite researchers from top academic institutions and leading tech firms
• Significant autonomy to pursue novel research directions
• Direct link between your research and trading performance
• Market-leading compensation and long-term incentives

Process

The interview process is highly selective and heavily focused on mathematics, statistics, and problem-solving ability, alongside practical research discussions.

If you are a high-calibre researcher looking to operate at the frontier of quantitative finance, we welcome a confidential conversation.