Remote Quantitative Researcher: Engineer Alpha in the World’s Most Dynamic Markets

We are seeking a visionary Remote Quantitative Researcher to join a top-tier systematic hedge fund. In this fully remote role, you will develop and deploy sophisticated statistical models and algorithmic trading strategies that navigate global equities, futures, and FX markets. If you thrive on solving complex data puzzles and want your work to directly impact multi-million dollar decisions, this is your opportunity to operate at the absolute pinnacle of quantitative finance, with complete location freedom.

About the Role & Our Firm

You will become a core member of our proprietary trading team, working alongside world-class researchers and engineers. Our firm has a decades-long history of innovation in quantitative investing, powered by a culture that prizes intellectual rigor, collaboration, and long-term thinking. This is not a DevOps or support role; this is a direct, research-focused position where your models will trade real capital from day one. We provide the massive, clean datasets, cutting-edge computational infrastructure (including GPU clusters and low-latency networks), and the autonomy to pursue high-conviction ideas.

Key Responsibilities

• Conduct original research to identify and exploit persistent statistical anomalies (alpha signals) across global asset classes.
• Design, backtest, and implement robust, scalable trading algorithms from signal generation to execution.
• Perform rigorous out-of-sample testing and risk analysis to ensure strategy resilience.
• Collaborate closely with the technology team to optimize model performance in a live production environment.
• Continuously monitor and refine live strategies, adapting to evolving market regimes.

What You Bring: The Ideal Profile

We are looking for a proven thinker with a deep quantitative toolkit. The ideal candidate possesses an exceptional academic pedigree and a track record of applied research.

Required Qualifications & Experience

• Education: PhD (or exceptional Master’s) in a quantitative discipline (e.g., Computer Science, Statistics, Mathematics, Physics, Financial Engineering) from a top-tier university.
• Experience: 3+ years of professional quantitative research experience, preferably within a hedge fund, prop trading firm, or elite quant team at a major bank. A strong publication record in relevant fields (machine learning, econometrics, etc.) is a significant plus.
• Technical Skills: Mastery of Python (NumPy, Pandas, Scikit-learn) and/or C++/C#. Deep experience with time-series analysis, statistical modeling, and machine learning techniques. SQL proficiency is essential.
• Domain Knowledge: Demonstrated understanding of financial markets, market microstructure, and trading strategy design. Knowledge of portfolio construction and risk management theory is crucial.
• Mindset: Unwavering curiosity, intellectual honesty, and the ability to thrive in a flat, meritocratic environment where ideas are challenged and refined.

Compensation & Benefits

We believe in exceptional pay for exceptional performance. Your total compensation reflects the immense value your research creates.

Estimated Salary Range

$180,000 – $300,000+ USD/year base salary, plus a substantial performance-based bonus that is typically multiples of base. Final compensation is commensurate with experience, proven research impact, and the profitability of your strategies. Profit-sharing is a core component of our culture.

Comprehensive Remote-First Benefits

• 100% Remote Work: Work from anywhere. We provide a home office stipend and premium technology setup.
• Unlimited PTO: We focus on output, not hours. Take the time you need to recharge.
• Health & Wellness: Full medical, dental, and vision insurance for you and your family. Mental health support and wellness stipend.
• Retirement: 401(k) with a generous company match.
• Continuous Learning: Annual budget for conferences, courses, and books. We sponsor attendance to top-tier industry events.
• Collaboration & Travel: Periodic all-hands meetings and team offsites in exciting global locations (fully paid).

Why This Opportunity Is Different

This is a rare chance to join a mature, highly profitable firm with the entrepreneurial spirit of a startup. You will own your research agenda, have direct access to senior partners, and see the immediate, tangible results of your work in the firm’s P&L. There is no corporate bureaucracy—just brilliant people solving the hardest problems in finance. The remote model allows us to hire the single best talent on the planet, regardless of geography, and we are committed to fostering a connected, engaging virtual culture.

If you are driven by the challenge of decoding markets, possess the quantitative firepower to back it up, and desire the ultimate in work-life integration, we want to hear from you. Please submit your resume, a brief cover letter detailing your most significant research achievement, and (if available) links to publications or a GitHub repository showcasing your code.