Quantitative Researcher

Experience Required

0

Minimum Education Required

PhD

Compensation

$138,278.00 - $138,278.00 / Yearly

Hours Per Week

40

Number Of Positions

1

Job Description

• Design and conduct quantitative research using multi-frequency market data to produce accurate asset price forecasts and build systematic trading models. Apply rigorous scientific research workflow of hypothesis formulation, experimental design and validation;
• Perform large-scale tick-by-tick analysis on high-frequency financial data;
• Extract and validate predictive signals from market data, and develop robust models that combine signals into actionable risk-controlled trading strategies;
• Deploy research models into a production trading framework with low tick-to-trade latency;
• Monitor the performance of live trading models and conduct model tuning to maintain optimal trading results;
• Review recent academic literature and research reports on topics such as market microstructure, quantitative portfolio management, asset pricing factors, and machine learning, and apply insights to alpha research and strategy development;
• Collaborate with team members to extend a quantitative research platform capable of processing structured data from multiple sources, constructing systematic trading signals and simulating modeling results at scale.

Requirements:

• Ph.D. in Physics, Mathematics, Statistics, Computer Science, Financial Engineering, or a related field;
• Knowledge of Quantitative Analysis, Scientific Modeling, Machine Learning, Data Analysis, Optimization, and Computer Simulations.
• Proficiency in CPU-Parallel and GPU-Accelerated Computing, Data Visualization, and Formulating Hypotheses.
• Proficiency in Python, Linux, and High-Performance Computing (HPC).

Place of Work

On-site

Requisition ID

TWNJ2026

Job Type

Full Time

Application Instructions

Send resume to Scientech Research LLC at 30 Montgomery St, Suite 310, Jersey City, NJ 07302. Must refer to code #TWNJ2026