I’m working with a global investment bank to hire a Senior Quantitative Researcher to join their equities quantitative research team in Boston. This role focuses on alpha research, signal generation, and model development within a systematic equities framework, with an emphasis on building scalable and robust predictive signals.
Responsibilities
- Conduct alpha research across global equities using fundamental, market, and alternative datasets
- Design, develop, and validate systematic trading signals and predictive models
- Perform feature engineering on large, high-dimensional datasets
- Apply statistical techniques and machine learning methods to identify persistent sources of alpha
- Backtest signals and strategies, including performance attribution, risk analysis, and robustness testing
- Collaborate with portfolio managers and engineers to support implementation and productionisation of models
- Improve existing signals through iteration, refinement, and out-of-sample validation
Requirements
- Advanced degree in a quantitative field (e.g. Mathematics, Statistics, Physics, Computer Science, Engineering)
- Experience in equities quantitative research, with a focus on alpha generation and signal development
- Strong knowledge of statistical modelling, time series analysis, and machine learning techniques
- Proficiency in Python and experience working with large datasets (e.g. pandas, NumPy, distributed data tools)
- Experience with backtesting frameworks and model validation techniques
- Understanding of market microstructure, factor models, or systematic equities strategies
- Ability to work in a research-driven, data-intensive environment
To apply, please send a copy of your CV to
mailto:quantresearch@octaviusfinance.com