Quantitative Researcher

Goliath is partnering with a leading systematic investment and trading firm to hire a Quantitative Researcher within its established intraday equities business. The firm is willing to wait through non-competes.

You would join a highly selective, collaborative team conducting novel research and developing new statistical and ML methodologies for intraday and mid-frequency equities& futures investing. Researchers benefit from extensive datasets, substantial computing power, and sophisticated infrastructure to take original ideas from initial hypothesis to live trading.

Essential Requirements:

• H-index of at least 10.
• Approximately 1–7 years of quantitative research experience, with clear contributions to equities alpha signals or systematic strategies.
• Previous experience building greenfield predictive models from the ground up, ideally applied to financial markets.
• Bachelor’s, master’s, or PhD in Computer Science, Applied Mathematics, Statistics, Engineering, or a related field.
• Proficiency in Python (and C++ is an added value).
• Strong understanding of transaction costs, market impact, and out-of-sample robustness.

Preferred Experience:

• ML research, including deep learning.
• Short-horizon forecasting or statistical arbitrage.
• Evidence of individual research contributions that have improved live trading outcomes.

Compensation: $2M–$3M TC, depending on experience and team fit.

Location: Flexible (US)

If interested, please apply or contact Goliath for a confidential conversation.