Quantitative Research Analyst

Franklin Templeton; New Jersey; On-site; USD 90,000 - 120,000; Full time

Job summary

A leading financial services firm in New Jersey seeks a quantitative researcher/engineer to conduct investment research, manage data pipelines, and support portfolio management. Ideal candidates will have a degree in a quantitative field and strong programming skills in C#, Python, and SQL. Join us to leverage your expertise in statistical modeling in a collaborative environment with a focus on innovative finance solutions.

Qualifications

• 2-5 years of relevant experience in quantitative research, financial data engineering, or software development.
• Strong programming skills in C# (or Java), Python, and SQL.
• Expertise in statistical modeling and machine learning applications.

Responsibilities

• Conduct investment research and run simulations of investment strategies.
• Execute large-scale simulations and backtests to evaluate strategy efficacy.
• Interact with data pipelines and APIs for data quality.

Skills

Quantitative research

Statistical modeling

Programming in C#

Python

SQL

Education

Degree in Computer Science, Statistics, Math, Engineering, Physics, or Quantitative Finance

Tools

APIs

Data pipelines

Job description

Overview

We are seeking a quantitative researcher/engineer for an asset management and financial services environment. The role focuses on investment research, data pipelines, and production portfolio management support with a strong emphasis on coding and statistical methods.

What to Expect (Job Responsibilities)

• Conduct investment research, including running simulations of investment strategies to assess after-tax effects
• Execute large-scale simulations and backtests to evaluate strategy efficacy
• Interact with data pipelines and APIs using C#, Python, and SQL for data quality and efficient computation
• Support integration of research outputs into production portfolio management systems
• Communicate model results, limitations, and implementation details to portfolio managers and technology teams

What is Required (Qualifications)

• Degree in Computer Science, Statistics, Math, Engineering, Physics, or Quantitative Finance
• 2-5 years of relevant experience in quantitative research, financial data engineering, or software development for investment applications
• Strong programming skills in C# (or Java), Python, and SQL
• Expertise in statistical modeling, time-series analysis, and machine learning applications for finance
• Excellent communication skills for explaining complex concepts to diverse audiences

How to Stand Out (Preferred Qualifications)

• Master’s or Ph.D. in quantitative methods, data science, or optimization
• Experience with object-oriented programming and modular system design
• Familiarity with convex optimization and constrained portfolio problems
• Highly organized and detail-oriented with the ability to manage multiple projects

#AssetManagement #QuantitativeResearch #CareerOpportunity #FlexibleWork #EmployeeWellBeing

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