About the Role
We're seeking an experienced Senior Quantitative Researcher to lead the development of systematic trading strategies at Quanvers. This is a high-impact role where you'll drive alpha generation across multiple asset classes—equities, futures, options, and fixed income.
You'll own the entire research lifecycle: from hypothesis generation and data analysis through backtesting, risk modeling, and production deployment. You'll work closely with our engineering team to ensure strategies are robust, explainable, and aligned with our risk budget. You'll also mentor junior researchers and contribute to our research infrastructure.
We're looking for someone with deep expertise in quantitative finance, a strong publication or industry track record, and the ability to translate complex ideas into practical trading strategies. This role offers significant autonomy, competitive compensation including performance-based bonuses and equity, and the opportunity to shape the research direction of a growing firm.
What You'll Do
- • Lead the design and development of systematic trading strategies across multiple asset classes
- • Conduct original research on alpha signals, risk premia, market microstructure, and portfolio construction
- • Build and validate quantitative models using advanced statistical and machine learning techniques
- • Oversee the backtesting, stress testing, and out-of-sample validation of strategies
- • Optimize portfolio construction including position sizing, rebalancing frequency, and turnover management
- • Monitor live strategy performance, conduct attribution analysis, and implement enhancements
- • Collaborate with the platform team on research infrastructure and production deployment
- • Mentor junior researchers and interns, review code and research, and foster a culture of rigor
- • Stay current with academic and industry research, attend conferences, and contribute to our thought leadership
Requirements
- • PhD in a quantitative field (Mathematics, Statistics, Physics, Computer Science, Financial Engineering, Economics) or equivalent industry experience (5+ years in quantitative finance)
- • Proven track record of developing profitable systematic trading strategies or high-impact quantitative research
- • Expert-level proficiency in Python or another scientific computing language (Julia, R, MATLAB)
- • Deep understanding of statistical methods, econometrics, time-series analysis, and machine learning
- • Strong knowledge of portfolio optimization, risk management, and execution modeling
- • Experience working with large financial datasets and high-frequency tick data
- • Understanding of market microstructure, liquidity, transaction costs, and slippage
- • Ability to write production-quality code with testing and documentation
- • Excellent communication skills with the ability to explain complex concepts clearly
- • Self-motivated, intellectually curious, and thrives in a collaborative research environment
Nice to Have
- • Experience with multi-asset strategies (equities, futures, options, fixed income, FX)
- • Published research in top-tier academic journals or industry publications
- • Knowledge of derivatives pricing, options Greeks, and hedging strategies
- • Familiarity with alternative data sources (sentiment, news, satellite, web scraping)
- • Experience with deep learning for financial applications
- • Background in high-frequency or intraday trading strategies
- • Understanding of broker APIs, exchange connectivity, and order execution
What We Offer
- • Competitive base salary with significant performance-based bonuses and equity participation
- • Comprehensive benefits including health, dental, vision, and 401(k) with company match
- • Flexible work arrangements with hybrid remote options
- • Generous learning budget for conferences, courses, and certifications
- • Top-tier equipment and access to research-grade data and compute resources
- • Collaborative, intellectually stimulating environment with world-class colleagues
- • Significant autonomy and the opportunity to shape the firm's research direction
Ready to Apply?
Submit your CV, a research statement describing your approach to systematic trading, and relevant publications or code samples.
Apply NowQuick Facts
- Experience
- 5+ years or PhD
- Location
- NJ/Remote
- Type
- Full Time
- Compensation
- Base + Bonus + Equity