Our client, leading financial services organization, is hiring a Quantitative Researcher to join their team in New York. The successful candidate will use advanced statistical analysis, mathematical modelling and large-scale optimization techniques to uncover investment opportunities and contribute to the development of sophisticated multi-asset portfolios.
Responsibilities
• Carry out quantitative research to solve practical investment challenges.
• Analyze large, complex datasets to uncover trends, signals and market opportunities.
• Build predictive models using time-series and cross-sectional analysis.
• Develop models for portfolio construction and large-scale optimization.
• Create advanced algorithms to support investment decisions and manage risk.
• Examine the factors that influence market prices and financial risk.
• Work with researchers, engineers and traders to turn research into scalable production solutions.
• Review existing methods and identify ways to improve performance and results.
Skillset
• An advanced degree in Physics, Computer Science, Mathematics, Statistics, Engineering or a related quantitative subject.
• A proven track record of delivering original, high-impact research.
• Strong mathematical, statistical and analytical modelling skills.
• Experience with time-series analysis, cross-sectional analysis or similar quantitative techniques.
• Proficiency in programming, ideally using Python or C++.
• A strong interest in financial markets and the factors affecting prices and risk.
• A desire to keep learning and the confidence to question existing methods.
• The ability to turn complex research into practical solutions that can operate at scale.
Benefits
• Salary: $300k - £350k
• Medical and Life insurance.
• Eligible for a performance-related bonus.
• Retirement and tax-efficient savings plans.
• Additional healthcare and employee benefits.