Job Description
We are partnering with a leading systematic investment firm to hire a high-calibre Quantitative Researcher to join their U.S.-based research team. This group brings together exceptional scientists, mathematicians, and engineers to tackle complex, real-world problems in financial markets. The team is responsible for designing and developing models that underpin all trading activity across the firm’s strategies. The role focuses on applying advanced methods from statistics, machine learning, optimisation, and related quantitative disciplines to identify patterns in market behaviour and translate these insights into scalable trading strategies. Researchers also contribute to the continuous evolution of the firm’s research infrastructure, improving how ideas are tested, validated, and deployed. The position can be based in either Princeton, NJ or New York City. Candidate Profile PhD from a top-tier U.S. university in mathematics, physics, computer science, engineering, or a related quantitative field Postdoctoral research or equivalent experience in academia, industry, or government Strong record of achievement (e.g. publications, patents, or demonstrable impact in a research environment) Solid programming skills and experience working with data and numerical methods Interest in developing further expertise in applied quantitative research Prior finance experience is not required What’s On Offer Highly competitive compensation, including performance-related bonuses and long-term upside Direct impact: your research will be deployed into live trading strategies Collaborative, intellectually rigorous environment alongside top-tier peers Comprehensive benefits package, including healthcare, retirement plans, and additional perks designed to support well-being and team collaboration