Quantitative Research Analyst

Jain Global; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

Jain Global seeks a Quantitative Research Analyst to work with a global macro portfolio manager focused on G3 rates, inflation, and FX. The role blends advanced quantitative work with hands-on programming in Python to develop tests and new signals.

You will evaluate ideas, source and clean large datasets, backtest models, and present findings to the portfolio manager. Five-plus years of relevant experience and strong independent research skills are required; willingness to work in person is

Qualifications

• Five-plus years of relevant professional, academic, or research experience.
• PhD and postdoctoral work may count toward requirement.
• Excellent quantitative reasoning and intellectual ability.
• Strong Python programming skills with data handling and debugging.
• Ability to take ideas through full research process from data collection to implementation.

Responsibilities

• Conduct applied quantitative research across rates, rates volatility, inflation, and FX.
• Evaluate academic papers, technical articles, and other research for investment applications.
• Translate research ideas into testable hypotheses, models, signals, and tools.
• Source, organize, clean, and analyze large or complex datasets.
• Implement, debug, backtest, and improve quantitative models in Python.
• Research ways to improve existing investment processes and identify new sources of return.
• Present findings clearly to the portfolio manager and take feedback into account.
• Independently propose new research projects and lead execution.
• Build practical research tools and user interfaces when needed.

Skills

Python programming

Quantitative reasoning

Independent research

Data handling

Communication with PM

Education

PhD or advanced degree

Tools

Python

Job description

Quantitative Research Analyst — Global Macro

We are seeking a Quantitative Research Analyst to work directly with a global macro portfolio manager focused on G3 rates relative value, rates volatility, inflation, and global FX.

This is an applied research role for someone who combines exceptional quantitative ability with strong hands-on programming skills. The analyst will conduct medium-term research intended to improve existing investment models, evaluate new trading ideas, and develop new quantitative tools and signals.

The role does not require prior experience in rates, FX, or even finance. We are open to candidates from hedge funds, banks, asset managers, technology companies, academia, and other quantitatively rigorous environments. What matters most is the ability to think independently, work effectively with real-world data, and turn a theoretical idea into a practical and testable result.

Responsibilities

• Conduct applied quantitative research across rates, rates volatility, inflation, and FX.
• Evaluate academic papers, technical articles, and other research for potential investment applications.
• Translate research ideas into testable hypotheses, models, signals, and analytical tools.
• Source, organize, clean, and analyze large or complex datasets.
• Implement, debug, backtest, and improve quantitative models in Python.
• Research ways to improve existing investment processes and identify new sources of return.
• Present findings clearly, discuss results with the portfolio manager, and incorporate feedback.
• Independently propose new research projects and take ownership of their execution.
• Build practical research tools and user interfaces when needed.

Qualifications

• Five-plus years of relevant professional, academic, or research experience. PhD and postdoctoral work may count toward this requirement.
• Excellent quantitative reasoning and demonstrated intellectual ability.
• Strong Python programming skills, including hands-on experience working with data, implementing models, and debugging research code.
• Ability to take an ambiguous question or theoretical concept through the full research process, from data collection to implementation and evaluation.
• Experience conducting independent, original research.
• Practical and results-oriented approach; able to distinguish interesting theory from research that can be implemented and used.
• Strong communication skills and the ability to work closely with a portfolio manager.
• Ability and willingness to work in person

Helpful but not required

• PhD or advanced degree in mathematics, statistics, physics, computer science, engineering, economics, or another quantitative discipline.
• Experience with financial markets, systematic research, relative-value strategies, or time-series data.
• Familiarity with rates, derivatives, volatility, inflation, or FX.
• Experience developing research interfaces or tools.

This role is particularly well suited to someone who enjoys reading and understanding technical research, determining whether an idea has a practical application, and then doing the detailed work required to implement and test it.