Junior Quantitative Researcher

This is a fully remote position, open to applicants in United States.

📋 Description

• Address inquiries from traders, perform quantitative analyses, and present conclusions in accessible language.

• Sustain a collection of signals and screens that encompass earnings and event setups, positioning and flow extremes, along with regime and factor contexts.

• Record signal advantages, failure scenarios, and live tracking against predictions; phase out signals that are losing effectiveness.

• Execute event studies, conditioning analyses, base-rate evaluations, and walk-forward assessments.

• Ensure the integrity of point-in-time data, avoiding leakage, survivorship bias, transaction-cost accounting, and adhere to multiple-testing restraints.

• Generate the regular quantitative market overview that includes regime dynamics, factor shifts, breadth, and positioning for the morning market assessment.

• Create and uphold organized point-in-time datasets for prices, fundamentals, earnings schedules, options, and positioning.

• Leverage AI tools to evaluate concepts, review academic literature, and write code while validating the results.

• Operate reproducibly with version-controlled data and code.

• Work autonomously in a remote setting and prioritize research inquiries based on urgency and significance.

• Clearly convey findings to traders and collaborate directly with the live trading team.

⛳️ Requirements

• Proven track record of rigorous quantitative analysis; prior experience in professional markets is not mandatory.

• Solid comprehension of base rates, sample sizes, conditioning, autocorrelation, overlapping windows, and fat tails.

• A hypothesis-driven research approach that is rooted in market mechanisms.

• Capability to convert quantitative research into clear visualizations and straightforward explanations for non-quants.

• A genuine interest in markets and the factors influencing price movements.

• A humble attitude, open to coaching, responsive to feedback, and capable of adapting swiftly when new information arises.

• Self-motivated and comfortable operating remotely with minimal oversight.

• Familiarity with regression and its pitfalls, hypothesis testing, bootstrap and resampling methods, and dealing with uncertainty in small, messy datasets.

• Proficient in the Python data stack: pandas, NumPy, SQL, and data visualization.

• Adherence to best practices in backtesting and event studies: maintaining point-in-time discipline, awareness of survivorship and look-ahead biases, transaction-cost sanity, walk-forward validation, and multiple-testing restrictions.

• Understanding of prices, returns, fundamentals, and earnings schedules; knowledge of options or positioning data is a plus.

• Experience with regularized regression and gradient boosting when applicable; prioritizing interpretability.

• Proficient with contemporary AI tools for research, coding, and literature organization, ensuring disciplined output verification.

• Clear communication of research conclusions to traders.

• Full-time, fully remote position based in the US, aligning with US market hours.

🏝️ Benefits

• Bonus.

• A position within a live trading operation, providing direct access to the traders who utilize your insights.

• Rapid feedback: when a signal is validated, you observe its application and understand the impact of your contributions.

• A well-capitalized firm with a unique approach to the markets.

• A structured growth trajectory: start by managing the question queue, then expand your role in the research agenda as you demonstrate capability.

• A small, low-ego, fully remote team.