Remote Quantitative Researcher – Drive Data‑Powered Insights for a Global FinTech Leader

Join a fast‑growing financial technology firm that leverages cutting‑edge mathematics and machine learning to shape the future of trading and risk management. As a Remote Quantitative Researcher, you will design, test, and deploy sophisticated models that turn massive datasets into actionable alpha, all while collaborating with a distributed team of experts across continents. You will have the autonomy to explore novel research avenues, publish internal whitepapers, and influence the firm’s investment strategy directly. Success in this role is measured by the Sharpe ratio improvement of deployed models and their contribution to the firm’s overall alpha generation.

About the Role

In this fully remote position, you will be embedded in the Quantitative Strategies team, reporting directly to the Head of Research. Your primary mission is to develop innovative statistical and machine‑learning models that predict market movements, optimize portfolio construction, and enhance risk controls. You will work closely with data engineers, software developers, and portfolio managers to move research ideas from prototype to production.

Key Responsibilities

• Research, design, and implement quantitative models for equities, fixed income, crypto, and multi‑asset strategies.
• Perform rigorous back‑testing, walk‑forward analysis, and statistical validation using Python, R, or Julia.
• Extract, clean, and enrich large‑scale financial and alternative datasets from diverse sources.
• Collaborate with engineering to productionize models via APIs, micro‑services, and cloud platforms (AWS/GCP).
• Present findings and model performance to stakeholders through clear visualizations and technical reports.
• Stay abreast of academic literature and industry best practices, contributing to internal knowledge sharing.
• Mentor junior researchers and foster a culture of rigorous experimentation and reproducibility.

Requirements

Education & Experience

• Master’s or Ph.D. in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative field.
• 2+ years of hands‑on experience developing predictive models in a financial or tech environment.
• Proven track record of publishing research or delivering models that generated measurable performance improvements.

Technical Skills

• Proficiency in Python (NumPy, pandas, scikit‑learn, TensorFlow/PyTorch) or R; familiarity with Julia is a plus.
• Strong grasp of statistical methods, time‑series analysis, stochastic calculus, and optimization techniques.
• Experience with SQL and handling large datasets (≥10 GB) using Spark or Dask.
• Knowledge of version control (Git), CI/CD pipelines, and containerization (Docker/Kubernetes).
• Excellent communication skills; ability to translate complex concepts for non‑technical audiences.

Salary Range

Based on industry benchmarks for senior quantitative researchers in the fintech sector, the expected compensation for this role is $130,000 – $180,000 USD per year, plus performance‑based bonuses and equity participation.

Benefits

• 100% remote work – choose your ideal workspace, anywhere with reliable internet.
• Flexible hours with core collaboration windows to accommodate global teammates.
• Comprehensive health, dental, and vision plans (US‑based employees) or equivalent international coverage.
• Generous paid time off, parental leave, and wellness stipends.
• Annual learning budget for conferences, courses, and certifications.
• Equity grants aligned with company milestones.
• Access to cutting‑edge research resources, including proprietary data feeds and high‑performance computing clusters.
• Regular virtual team‑building events and an annual global summit (when travel permits).

If you are passionate about turning data into decisive financial strategies and thrive in an autonomous, intellectually stimulating environment, we invite you to apply and help drive the next generation of quantitative innovation.