Remote Quantitative Researcher for US Residents – Drive Alpha with Cutting‑Edge Models

Join a high‑performance research team that turns massive data sets into actionable trading signals. This fully remote position lets you collaborate with world‑class quants while enjoying the flexibility to work from anywhere in the United States.

About the Role

As a Quantitative Researcher you will design, test, and deploy statistical models that power systematic strategies across equities, futures, and crypto markets. You’ll own the full research lifecycle—from hypothesis generation and data cleaning to back‑testing, risk‑adjusted performance evaluation, and production hand‑off. The ideal candidate thrives on intellectual rigor, embraces rapid iteration, and communicates complex findings clearly to both technical and non‑technical stakeholders.

Key Responsibilities

• Develop alpha‑generating models using time‑series analysis, machine learning, and alternative data sources.
• Build robust research pipelines in Python (pandas, NumPy, scikit‑learn, PyTorch) and version‑control them with Git.
• Conduct rigorous out‑of‑sample testing, stress‑testing, and factor attribution to ensure model stability.
• Collaborate with portfolio managers and engineers to integrate signals into the execution stack.
• Present research findings in weekly seminars and produce concise documentation for compliance review.

Requirements

• Advanced degree (Ph.D. or Master’s) in a quantitative discipline: Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or equivalent.
• 3+ years of professional research experience in a systematic trading, hedge fund, or high‑frequency trading environment.
• Expert‑level Python programming; familiarity with C++ or Rust for performance‑critical components is a plus.
• Deep understanding of statistical inference, stochastic processes, and modern ML techniques (gradient boosting, deep learning, reinforcement learning).
• Proven track record of taking research ideas from concept to live production with measurable PnL impact.

Preferred Qualifications

• Experience with alternative data (satellite imagery, NLP on earnings calls, blockchain analytics).
• Published research in top‑tier journals or conferences (NeurIPS, ICML, JFM, Quantitative Finance).
• Familiarity with cloud‑based compute (AWS, GCP) and container orchestration (Docker, Kubernetes).
• Strong written and verbal communication skills for cross‑functional collaboration.

Salary Range

$130,000 – $200,000 USD/year (commensurate with experience, education, and demonstrated research impact).

Benefits & Perks

• 100 % remote work with a generous home‑office stipend ($2,500 annually).
• Comprehensive health, dental, and vision coverage for you and dependents.
• 401(k) with 5 % company match and immediate vesting.
• Unlimited PTO plus 10 paid company holidays.
• Annual learning budget ($3,000) for courses, conferences, and certifications.
• Quarterly team off‑sites (virtual or in‑person) to foster culture and knowledge sharing.

Culture & Remote Work

Our culture is built on intellectual honesty, data‑driven decision making, and continuous learning. We use asynchronous communication tools (Slack, Notion, GitHub) to respect time zones, while weekly video syncs keep the team aligned. Performance is measured by research quality and impact, not hours logged, giving you the autonomy to structure your day for peak productivity.

How We Hire

The interview process consists of a brief phone screen, a take‑home research challenge (2–3 hours), a technical deep‑dive with senior quants, and a final culture conversation with the research lead. We aim to complete the loop within three weeks and provide detailed feedback at each stage.