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

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

About the Role

We are looking for a Quantitative Researcher who thrives on turning raw market data into actionable alpha. You will design, back‑test, and deploy systematic strategies across equities, futures, and crypto markets. The role demands a blend of rigorous statistical modeling, creative feature engineering, and production‑grade coding. You will report directly to the Head of Research and work alongside portfolio managers, data engineers, and machine‑learning specialists to push the performance frontier.

Key Responsibilities

Strategy Development

• Research novel signals using alternative data, high‑frequency microstructure, and macro‑economic indicators.
• Build end‑to‑end pipelines from data ingestion to signal generation, ensuring reproducibility and low latency.

Model Validation & Risk Management

• Conduct robust out‑of‑sample testing, walk‑forward analysis, and stress‑testing under regime shifts.
• Integrate risk controls (factor exposure, turnover limits, drawdown caps) directly into the research workflow.

Collaboration & Knowledge Sharing

• Present findings in weekly research seminars and produce concise documentation for the investment committee.
• Mentor junior analysts on best practices for experimental design and code quality.

Requirements

Education & Experience

• Ph.D. or Master’s in a quantitative discipline (Physics, Mathematics, Statistics, Computer Science, Financial Engineering).
• 3+ years of professional research experience at a hedge fund, prop‑trading firm, or top‑tier quant team.

Technical Skills

• Expert‑level Python (NumPy, pandas, scikit‑learn, PyTorch/TensorFlow) and C++ for performance‑critical components.
• Deep familiarity with time‑series econometrics, machine‑learning model selection, and Bayesian inference.
• Experience with cloud compute (AWS/GCP), containerization (Docker, Kubernetes), and CI/CD pipelines.

Soft Skills

• Proven ability to communicate complex quantitative concepts to non‑technical stakeholders.
• Self‑starter who thrives in an asynchronous, distributed team environment.

Salary Range

Estimated compensation: $180,000 – $260,000 USD per year, plus a performance‑linked bonus that can add 30‑50 % of base salary. Exact offer depends on experience, publication record, and demonstrated alpha generation.

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) match up to 5 % and immediate vesting.
• Unlimited PTO plus 10 company‑wide holidays.
• Annual learning budget ($5,000) for conferences, courses, and certifications.
• Quarterly team off‑sites (travel covered) to foster culture and strategic alignment.

Why This Opportunity Stands Out

Our firm combines the intellectual freedom of an academic lab with the capital and infrastructure of a leading quantitative hedge fund. You will have direct access to petabyte‑scale alternative data, a low‑latency execution stack, and a culture that rewards rigorous research over short‑term noise. If you are passionate about pushing the boundaries of systematic investing while enjoying the autonomy of a remote lifestyle, this is the role where your models meet the market.