Remote Quantitative Researcher – Powering AI‑Driven Investment Strategies for a Leading Global Asset Manager

Join a forward‑thinking quantitative team that builds predictive models to uncover alpha across global markets. As a Remote Quantitative Researcher, you will collaborate with data scientists, engineers, and portfolio managers to design, test, and deploy sophisticated statistical strategies that drive superior investment performance.

About the Role

In this fully remote position, you will leverage advanced mathematical techniques and large‑scale data sets to develop alpha‑generating signals. You will own the end‑to‑end research lifecycle—from hypothesis formulation and back‑testing to production implementation and performance monitoring. The role sits at the intersection of finance, machine learning, and software engineering, offering ample opportunity to publish internal research, contribute to proprietary platforms, and influence multi‑billion‑dollar portfolios.

Key Responsibilities

• Research, design, and validate quantitative models using Python, R, or MATLAB.
• Conduct rigorous statistical analysis, including time‑series forecasting, factor modeling, and machine‑learning approaches.
• Develop and maintain back‑testing frameworks to assess strategy robustness under various market regimes.
• Partner with engineering teams to transition research prototypes into low‑latency production systems.
• Monitor live strategy performance, diagnose deviations, and iterate on model improvements.
• Present findings and recommendations to senior stakeholders through clear visualizations and concise reports.
• Stay abreast of academic literature and industry best practices, integrating novel techniques into the research pipeline.

Requirements

Education & Experience

• MS or PhD in Quantitative Finance, Statistics, Applied Mathematics, Physics, Computer Science, or a related field.
• 3+ years of hands‑on experience developing quantitative trading or investment models in a professional setting.

Technical Skills

• Proficiency in Python (NumPy, pandas, scikit‑learn, statsmodels) or R; familiarity with C++/Java is a plus.
• Strong grasp of statistical inference, hypothesis testing, regression analysis, and stochastic calculus.
• Experience with back‑testing platforms (e.g., QuantConnect, Zipline, or proprietary systems).
• Comfort working with large data sets and SQL/NoSQL databases.
• Knowledge of version control (Git) and collaborative development practices.

Soft Skills

• Exceptional problem‑solving mindset with a curiosity for digging into data.
• Ability to communicate complex concepts clearly to both technical and non‑technical audiences.
• Self‑motivated, disciplined, and adept at thriving in a remote, asynchronous work environment.
• Strong teamwork ethic; comfortable giving and receiving constructive feedback.

Benefits & Perks

• Competitive salary: $130,000 – $190,000 USD/year (based on experience and location‑adjusted market data).
• Annual performance bonus tied to individual and team contributions.
• Equity/stock‑option grant aligned with long‑term company success.
• Comprehensive health, dental, and vision plans for you and your dependents.
• 401(k) with company matching.
• Generous paid time off, parental leave, and wellness stipend.
• Annual learning budget for conferences, courses, and certifications.
• Fully remote work‑from‑anywhere policy (must be eligible to work in the United States).
• Access to cutting‑edge research tools, cloud compute credits, and proprietary data feeds.

What We Offer

Our culture blends rigorous quantitative research with entrepreneurial agility. You will have the autonomy to explore innovative ideas while benefiting from mentorship from industry veterans. Regular tech talks, journal clubs, and hack‑weeks keep the team at the forefront of financial innovation. Because we are a remote‑first organization, you’ll collaborate with talented peers across time zones using best‑in‑class communication tools, ensuring your work has a global impact without sacrificing work‑life balance.