New Grad Full-Time Quantitative Researcher

About the role

We are an NYC-based hedge fund looking for a highly motivated new-graduate Quantitative Researcher to join our team full-time. The role blends financial markets, statistical modelling and technology, allowing you to apply rigorous research methods to real-world trading problems.

Key responsibilities

• Conduct quantitative research to uncover signals, patterns and inefficiencies in financial markets.
• Analyse large, complex datasets including market, alternative and time-series data.
• Develop, test and refine statistical models, predictive signals and trading strategies.
• Design and run back-tests, simulations and experiments to evaluate research ideas.
• Collaborate with traders and developers to turn research findings into production-ready tools.
• Monitor model performance and contribute to ongoing strategy improvement.
• Present research findings clearly to both technical and non-technical stakeholders.

Required profile

• Recent graduate (BSc, MSc, PhD or equivalent) in a quantitative discipline such as Mathematics, Statistics, Computer Science, Engineering, Physics, Economics, Finance or Data Science.
• Strong foundation in probability, statistics, linear algebra, optimisation or machine learning.
• Demonstrated analytical thinking, problem-solving ability and attention to detail.
• Interest in financial markets, trading or data-driven decision making.

Required skills

• Programming in Python, R, C++, Java, Julia or MATLAB.
• Experience with Python data-science libraries: pandas, NumPy, SciPy, scikit-learn, PyTorch, TensorFlow, statsmodels.
• SQL and familiarity with large-scale data processing, cloud tools or distributed computing.