Quantitative Researcher — New Graduate

Quantitative Researcher — New Graduate

Location: New York, NY

Employment Type: Full-Time

Experience Level: New Graduate / 0–2 Years

About the Role

We are seeking a highly motivated Quantitative Researcher to join our quantitative research team on a full-time basis. This role is designed for recent graduates who are passionate about financial markets, mathematical modeling, statistics, machine learning, and systematic trading.

You will work closely with quantitative researchers, portfolio managers, and engineers to research market signals, develop systematic trading strategies, analyze large financial datasets, and evaluate the robustness of quantitative models.

This is a research-focused position with the opportunity to take ideas from hypothesis → signal development → backtesting → validation → strategy implementation.

Key Responsibilities

* Conduct quantitative research to identify predictive signals, market patterns, and potential sources of alpha.

* Develop and evaluate systematic trading strategies across equities, futures, and other liquid financial markets.

* Research signals based on fundamental, price/volume, momentum, trend-following, statistical, and alternative data.

* Clean, process, and analyze large-scale financial and time-series datasets.

* Develop statistical and machine learning models for return prediction, signal generation, portfolio construction, and risk modeling.

* Design and implement rigorous backtests and simulations, including transaction costs, turnover, liquidity, and portfolio constraints.

* Evaluate model performance using metrics such as IC, Sharpe ratio, CAGR, drawdown, turnover, and risk-adjusted returns.

* Perform robustness testing, feature analysis, correlation analysis, and out-of-sample validation.

* Identify and address common quantitative research issues including overfitting, look-ahead bias, survivorship bias, data leakage, and regime dependence.

* Conduct research on academic papers and emerging quantitative techniques and translate relevant ideas into practical trading models.

* Collaborate with researchers, traders, and software engineers to move successful research from prototype to production.

* Monitor live and simulated strategy performance and continuously improve existing models.

* Clearly document and present research methodology, results, and conclusions.

Qualifications

* Bachelor’s, Master’s, or Ph.D. degree in Mathematics, Statistics, Computer Science, Physics, Engineering, Economics, Finance, Data Science, or another highly quantitative discipline.

* Recent graduate or graduating student with 0–2 years of professional experience.

* Strong foundation in:

    * Probability and statistics

    * Linear algebra

    * Optimization

    * Statistical modeling

    * Machine learning

    * Time-series analysis

* Strong programming skills in Python.

* Familiarity with libraries such as NumPy, pandas, SciPy, scikit-learn, PyTorch, or similar tools.

* Experience working with large datasets and performing data analysis.

* Strong analytical and problem-solving skills.

* Ability to conduct independent research and investigate open-ended problems.

* Strong attention to detail and a rigorous approach to empirical research.

* Genuine interest in financial markets, quantitative investing, and systematic trading.

Preferred Qualifications

* Prior internship, research, or project experience in quantitative finance, systematic trading, machine learning, or financial data science.

* Experience developing and backtesting trading strategies.

* Knowledge of factor investing, alpha research, portfolio construction, or risk modeling.

* Experience with cross-sectional equity signals or time-series / trend-following strategies.

* Familiarity with transaction-cost modeling, market impact, and portfolio optimization.

* Experience with SQL, C++, or large-scale data processing.

* Research publications, quantitative competitions, Kaggle, trading competitions, or significant independent research projects.

What We Offer

* Opportunity to work directly on real quantitative research and systematic trading strategies.

* Close mentorship from experienced quantitative researchers and portfolio managers.

* Exposure to the full quantitative research lifecycle, from raw data and hypothesis generation to backtesting and strategy deployment.

* Early ownership of meaningful research projects.

* A highly analytical and intellectually rigorous environment.

* Competitive compensation and performance-based incentives.

* Full-time career development opportunities within the quantitative research team.

Equal Opportunity

We are committed to providing equal employment opportunities to all qualified candidates. We value diversity of background, perspective, and experience and encourage candidates from all quantitative disciplines to apply.