I’m working with a global investment bank to hire a Senior Quantitative Researcher to join their equities quantitative research team in Boston. This role focuses on alpha research, signal generation, and model development within a systematic equities framework, with an emphasis on building scalable and robust predictive signals.
Responsibilities
• Conduct alpha research across global equities using fundamental, market, and alternative datasets
• Design, develop, and validate systematic trading signals and predictive models
• Perform feature engineering on large, high-dimensional datasets
• Apply statistical techniques and machine learning methods to identify persistent sources of alpha
• Backtest signals and strategies, including performance attribution, risk analysis, and robustness testing
• Collaborate with portfolio managers and engineers to support implementation and productionisation of models
• Improve existing signals through iteration, refinement, and out-of-sample validation
Requirements
• Advanced degree in a quantitative field (e.g. Mathematics, Statistics, Physics, Computer Science, Engineering)
• Experience in equities quantitative research, with a focus on alpha generation and signal development
• Strong knowledge of statistical modelling, time series analysis, and machine learning techniques
• Proficiency in Python and experience working with large datasets (e.g. pandas, NumPy, distributed data tools)
• Experience with backtesting frameworks and model validation techniques
• Understanding of market microstructure, factor models, or systematic equities strategies
• Ability to work in a research-driven, data-intensive environment
To apply, please send a copy of your CV to mailto:quantresearch@octaviusfinance.com
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