Quantamental Researcher

AAA Global; New York (NY); On-site; USD 120,000 - 170,000; Full time

Benefits offered by this job

Competitive compensation

Strong data & tech resources

Global collaboration

Job summary

AAA Global is seeking a Quantamental Researcher for its New York City-based team. The role focuses on systematic MFT strategies in equities and futures, leveraging large-scale datasets and advanced quantitative techniques.

The position involves idea generation, signal research, validation, and implementation across the investment lifecycle, with collaboration across a global team.

Qualifications

• 2+ years of quantitative research, systematic trading, or related roles.
• Strong programming skills in Python (C++ advantageous).
• Experience with large datasets, data analysis, and research workflows.

Responsibilities

• Conduct independent quantitative research to identify systematic trading opportunities in equities or futures.
• Generate, test, and refine alpha signals using large and diverse datasets.
• Develop predictive models using statistical methods, ML techniques, and quantitative frameworks.
• Perform large-scale data analysis, feature engineering, and validation across datasets.
• Design robust research methodologies and backtesting frameworks for evaluation.
• Research enhancements to alpha models, portfolio construction, and risk management.
• Translate market insights into scalable strategies and collaborate with researchers and PMs.
• Work with developers and data engineers to deploy ideas into production.

Skills

Python

C++

Education

Master's or PhD in quantitative field

Job description

Quantamental Researcher | Semi-Systematic MFT | Tier 1 Hedge Fund

Team: Equities / Futures

Location: New York City preferred, open to exceptional candidates in other locations

Experience: 2+ years

About the Opportunity

A leading global quantitative hedge fund is looking to hire a Quantamental Researcher primarily focused on systematic trading strategies.

The New York team develops and deploys systematic MFT strategies in equities and futures across global markets, leveraging large-scale datasets, statistical modeling, machine learning, and advanced quantitative techniques. Successful candidates will have the opportunity to collaborate and contribute across the full investment lifecycle, from idea generation and signal research through strategy development, validation, and implementation.

We are seeking outstanding quantitative researchers from leading academic and industry backgrounds to join our Systematic MFT teams. Candidates should have a proven ability to conduct rigorous research, develop predictive models, and translate data-driven insights into systematic trading strategies.

Responsibilities

• Conduct independent quantitative research to identify and evaluate systematic trading opportunities in equities or futures markets
• Generate, test, and refine alpha signals using large and diverse datasets
• Develop predicative models using statistical methods, machine learning techniques, and quantitative frameworks
• Perform large-scale data analysis, feature engineering, and validation across structured and unstructured datasets
• Design robust research methodologies and back testing frameworks to evaluate the performance, stability, and economic rationale of investment signals
• Research enhancements to existing alpha models, portfolio construction methodologies, and risk management frameworks
• Translate fundamental market insights into scalable systematic investment strategies and collaborate with quantitative researchers and portfolio managers throughout the research lifecycleli>
• Work closely with developers, data engineers, and portfolio managers to deploy research ideas into production and continuously monitor model performance

Candidate Profile

• 2+ years of experience in quantitative research, systematic trading, or related quantitative investment roles
• Master's or PhD from a leading university in a quantitative discipline such as mathematics, physics, statistics, computer science, engineering, financial engineering, or a related field
• Strong programming skills in Python (C++ is advantageous), with experience working on large datasets, data analysis, and research workflows
• Demonstrated ability to combine quantitative techniques with market intuition and fundamental reasoning to generate differentiated investment ideas
• Strong understanding of statistical modeling, machine learning, financial time series, and empirical research methodologies
• Deep research intuition with the ability to distinguish robust investment signals from noise and evaluate their economic rationale
• High levels of intellectual curiosity, commercial awareness, and personal integrity

Preferred Experience

• Experience researching quantamental or systematic investment strategies across equities, futures, ETFs, or other liquid asset classes
• Experience combining fundamental, macroeconomic, market, and alternative datasets to generate predictive investment signals
• Knowledge of company fundamentals, sector dynamics, macroeconomic drivers, or cross-asset relationships, alongside strong quantitative research skills
• Experience applying machine learning, statistical modeling, NLP, or other advanced analytical techniques to investment research
• Familiarity with portfolio construction, factor investing, alpha research, and risk modeling within systematic or quantitative investment processes
• Background at a leading quantitative hedge fund, asset manager, proprietary trading firm, or a research-intensive investment environment is preferred

What the Team Offers

• Collaboration with leading world-class quantamental researchers and portfolio managers in the semi systematic MFT space
• Access to elite institutional resources, datasets, technology, and execution infrastructure
• The opportunity to develop strategies across a broad global equities or futures market
• The opportunity to fast track to a Portfolio Manager seat if proven successful
• Highly competitive compensation linked to experience and contribution