Flexible US location · Non-competes accommodated
Build original predictive models and see your research through to live trading.
Goliath is partnering with a leading systematic investment and trading firm to hire a Quantitative Researcher for its established intraday and mid-frequency equities and futures business.
You’ll join a selective, collaborative research team developing new statistical and machine-learning approaches to alpha generation. The opportunity combines meaningful individual research contributions with extensive datasets, substantial computing resources, and sophisticated trading infrastructure.
The work
- Develop original alpha signals and predictive models, from initial hypothesis through backtesting and live deployment.
- Apply statistical and ML techniques to short-horizon forecasting across equities and futures.
- Evaluate signals against transaction costs, market impact, and out-of-sample robustness.
- Work closely with fellow researchers to turn promising findings into systematic trading strategies.
What you’ll bring
- Approximately 1–7 years of quantitative research experience, with clear contributions to equities alpha or systematic strategies.
- Experience building predictive models from scratch, ideally for financial markets.
- A research publication record with an h-index of 10 or higher.
- Strong Python skills; C++ experience is a plus.
- A bachelor’s, master’s, or PhD in Computer Science, Applied Mathematics, Statistics, Engineering, or a related discipline.
Experience in deep learning, statistical arbitrage, or research that has improved live trading outcomes is particularly relevant.
Compensation: $2M–$3M total compensation, depending on experience and team fit.
Location: Flexible within the US.
Timing: The firm is willing to wait through non-competes.
Quantitative Researcher in New York City Metropolitan Area at Goliath Partners
This position is listed as full time and onsite. It was posted last week.