Quantitative Researcher

Senior Quant Researcher

Location: Remote (candidates must be based in the US)

Compensation: $500,000 - $850,000 total compensation (Base: $300,000 - $450,000 + Performance Bonus + Deferred Incentives)

About the Company

We are a leading quantitative trading firm deploying systematic strategies across global equities, futures, options, fixed income, commodities, and digital assets. Our researchers combine advanced mathematics, machine learning, statistics, and technology to identify inefficiencies in financial markets and develop scalable trading strategies.

Managing billions in daily trading volume, we operate at the intersection of research, engineering, and trading, leveraging massive proprietary datasets and world-class computational infrastructure.

The Opportunity

We're seeking a Senior Quant Researcher to lead alpha generation efforts across multiple asset classes. You will own the full research lifecycle, from hypothesis generation and data analysis through production deployment and live strategy monitoring.

This role is ideal for candidates who thrive in highly intellectual environments where research quality directly impacts trading performance and compensation.

What You'll Do

• Develop and test novel alpha signals using large-scale structured and unstructured datasets
• Design predictive models for forecasting market behavior, price movements, and execution outcomes
• Conduct statistical analysis of market microstructure and trading patterns
• Build and improve systematic trading strategies across global markets
• Collaborate with Quant Developers and Traders to deploy research into production
• Evaluate alternative data sources and determine predictive value
• Improve portfolio construction, risk management, and execution methodologies
• Mentor junior researchers and contribute to research best practices
• Present findings to senior investment leadership

Requirements

• Master's or PhD in Mathematics, Statistics, Physics, Computer Science, Economics, Operations Research, Engineering, or a related quantitative discipline
• 5+ years of quantitative research experience within a hedge fund, proprietary trading firm, market maker, HFT firm, or elite research organization
• Deep expertise in statistics, probability, optimization, and machine learning
• Strong programming skills in Python and at least one of C++, Rust, Java, or Julia
• Experience conducting research on large datasets and building production-quality models
• Demonstrated track record of generating alpha or improving trading performance
• Strong understanding of financial markets and systematic investing principles
• Excellent communication skills and ability to influence investment decisions

Preferred Experience

Experience in equities, futures, options, FX, fixed income, commodities, or crypto markets.

Expertise in one or more of:

• Market Microstructure
• Statistical Arbitrage
• Machine Learning for Trading
• Portfolio Optimization
• Reinforcement Learning
• Alternative Data Research
• NLP / LLM Applications in Finance
• High-Frequency Trading
• Publications in top-tier academic conferences or journals are highly valued

What Success Looks Like

Within your first year, you will have:

• Delivered multiple production alpha signals
• Improved existing strategy performance through new research insights
• Contributed meaningfully to portfolio PnL
• Established yourself as a thought leader within the research organization

Compensation & Benefits

• $300,000 - $450,000 base salary
• Annual performance bonus typically ranging from 100-300% of base salary
• Expected total compensation: $500,000 - $850,000+
• Significant upside tied directly to strategy performance
• Industry-leading compute and research infrastructure
• Relocation assistance
• Comprehensive health coverage
• Generous retirement contributions
• Flexible working arrangements