Remote Quantitative Researcher – US‑Based | Drive Alpha with Cutting‑Edge Models

Join a fully distributed quant team that turns massive alternative data sets into profitable trading signals. You will own the research lifecycle from hypothesis to production, collaborating with engineers and portfolio managers to deliver measurable alpha.

About the Role

We are looking for a Quantitative Researcher who thrives in a remote‑first environment and possesses a deep curiosity for market microstructure, statistical arbitrage, and machine‑learning‑driven factor discovery. In this position you will design, backtest, and deploy systematic strategies across equities, futures, and crypto markets, leveraging a modern tech stack that includes Python, Kubernetes, and a proprietary data lake. Your work directly influences capital allocation decisions, and you will have the autonomy to explore novel data sources while receiving mentorship from senior quants with decades of hedge‑fund experience.

Key Responsibilities

Research & Development

• Formulate and test quantitative hypotheses using rigorous statistical methods.
• Build and maintain high‑frequency and low‑frequency alpha models.
• Integrate alternative data (satellite imagery, transaction feeds, sentiment) into research pipelines.

Production & Collaboration

• Partner with engineering to transition prototypes into scalable, low‑latency production services.
• Conduct thorough out‑of‑sample validation and stress‑testing across market regimes.
• Present findings and risk assessments to portfolio managers and the investment committee.

Requirements

Technical Expertise

• Expert‑level Python (NumPy, pandas, scikit‑learn, PyTorch/TensorFlow).
• Strong command of time‑series analysis, stochastic calculus, and Bayesian inference.
• Experience with cloud‑native workflows (Docker, Kubernetes, Airflow) and version control (Git).

Experience & Education

• 3+ years in quantitative research at a hedge fund, prop shop, or top‑tier fintech.
• Advanced degree (Ph.D. or Master’s) in Mathematics, Physics, Computer Science, Statistics, or a related quantitative discipline.
• Proven track record of publishing research or delivering live strategies with measurable PnL contribution.

Salary Range

$150,000 – $250,000 USD per year (base salary plus performance‑based bonus, commensurate with experience and impact).

Benefits & Perks

• 100 % remote – work from anywhere in the United States with a flexible schedule.
• Comprehensive health, dental, and vision coverage for you and dependents.
• Generous 401(k) match and profit‑sharing plan.
• Annual learning stipend ($5,000) for conferences, courses, and certifications.
• Quarterly team off‑sites (virtual and optional in‑person) to foster culture and collaboration.
• State‑of‑the‑art hardware allowance (laptop, monitors, ergonomic accessories).

Culture & Remote Work Philosophy

Our team operates on trust, transparency, and asynchronous communication. We use structured weekly syncs, shared research notebooks, and a dedicated Slack workspace to keep everyone aligned without mandatory core hours. Decision‑making is data‑driven, and every researcher has a voice in shaping the research agenda. We celebrate intellectual honesty—failed experiments are documented and shared as learning opportunities, not setbacks.

Why This Role Stands Out

Unlike traditional firms that silo research from engineering, we embed quants directly into the product cycle, giving you immediate feedback on model performance in live markets. The combination of a world‑class data infrastructure, a flat organizational structure, and a compensation package tied to real alpha generation creates an environment where your ideas can scale quickly and profitably. If you are ready to push the boundaries of quantitative finance from the comfort of your home office, this is the opportunity to make a measurable impact.