Quantitative Researcher

Job Description

I’m working with a leading systematic investment and trading firm on a Quantitative Researcher hire within its established intraday equities business.

This is an opportunity to turn original research into live alpha with substantial resources behind you: extensive datasets, sophisticated research infrastructure, significant computing power, and experienced researchers to challenge and develop your ideas.

The focus is intraday / mid-frequency equities, spanning signal discovery, statistical modeling, rigorous backtesting, and translating promising research into production strategies.

We’re targeting researchers with approximately 2–7 years of experience who bring:

• Clear contributions to equities alpha signals or systematic strategies
• Strong foundations in statistics, mathematics, and programming
• Experience with short-horizon forecasting, statistical arbitrage, or ML-driven research
• A practical understanding of transaction costs, market impact, and out-of-sample robustness
• Evidence of individual research contributions that have improved live trading outcomes

Indicative compensation: $500K–$1.5M TC, depending on experience and team fit. Opportunities are primarily in New York, and the firm is willing to wait through non-competes for the right candidates.

If you’ve developed research that translates into live trading and are curious about what you could achieve with deeper data, computing resources, and research expertise behind you, I’d be glad to share more confidentially.