Quantitative Researcher

Description

We are seeking a Quantitative Researcher to join a high-performing systematic equities team focused on execution research, market microstructure modeling, and the development of predictive tools that directly impact trading performance. This role is ideal for someone who enjoys working at the intersection of data science, engineering, and automated trading, and who wants to contribute to the evolution of a sophisticated global trading platform.

In this position, you will work closely with researchers, traders, and engineers to enhance models used in portfolio optimization, execution strategy, and cost forecasting. This is a highly collaborative environment where practical problem-solving, technical rigor, and creativity are valued. This role is hybrid in Boston, MA onsite 3-4 days a week.

Responsibilities

Build, maintain, and enhance quantitative models for forecasting trading costs, slippage, and market impact

Monitor and actively improve execution quality across large-scale global equity portfolios

Conduct research on market microstructure dynamics using high-resolution datasets (tick data, order book data, etc.)

Develop and backtest short-horizon predictive signals that support execution and alpha-related initiatives

Design analytical tools and simulations used for portfolio optimization, strategy evaluation, and execution measurement

Collaborate with engineering teams to deploy research into production within fully automated trading systems

What This Role Offers

High-impact opportunity where research directly influences trading performance

Exposure to both execution research and alpha-adjacent modeling

Collaborative, engineering-driven environment with significant autonomy

Ability to work with cutting-edge data, tools, and fully automated trading infrastructure

Clear growth pathway within a rapidly scaling quantitative team

Requirements

Bachelor's, Master's, or PhD in Computer Science, Mathematics, Statistics, Physics, Engineering, Operations Research, or a related quantitative field

1-6 years of experience as a Quantitative Researcher, Execution Quant, or Market Microstructure Researcher, preferably on the buy side

Strong background in statistical modeling, machine learning, time-series analysis, or optimization

Experience with transaction cost analysis, execution algorithms, or market-impact modeling

Proficiency in Python or R; experience with Java or C++ is a plus

Familiarity with large-scale financial datasets and modern data workflows

Ability to formulate research questions, design experiments, and communicate insights clearly

Interest in financial markets and understanding of systematic or automated trading concepts

Technology Doesn't Change the World, People Do.

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