Quantitative Researcher

New York Times; New York (NY); On-site; USD 150,000 - 225,000; Full time

Job summary

New York Times is seeking a Quantitative Researcher in New York, NY to support an investment team through quantitative research and analysis focused on equity trading, alpha generation, and portfolio construction.

You will develop intraday trading strategies, backtest signals, and build tools in Python and SQL to handle large market datasets, leveraging cloud resources for data-intensive workflows. A Master’s degree with 3+ years of experience is required.

Qualifications

• Master's degree and at least 3 years of experience in quantitative research or a related field.
• Strong programming in Python and SQL for data extraction, analysis, and modeling.
• Experience in equity trading, alpha generation, and portfolio construction is a plus.

Responsibilities

• Conduct quantitative research and analysis for equity trading and alpha generation.
• Develop intraday trading strategies and execute equity trades.
• Backtest and evaluate statistical arbitrage signals and strategies.
• Design and test models for portfolio construction and risk evaluation.
• Build research tools in Python and analyze large market datasets.
• Use SQL to extract and analyze large-scale market data.
• Apply market microstructure concepts to assess costs and slippage.

Skills

Python

SQL

Quantitative research

Statistics

Equity trading

Education

Master's degree

Tools

Cloud computing

Job description

Quantitative Researcher (New York, NY)

• Work directly with a Quantitative Portfolio Manager to support an investment team by conducting quantitative research and analysis relating to equity trading, equity alpha generation, and portfolio construction.
• Develop intraday trading strategies and execute equity trading.
• Develop broad-based statistical arbitrage alphas and trading strategies.
• Work with quantitative research, systematic trading, systematic equities; developing and conducting quantitative research and statistical analysis for equity alpha generation and portfolio construction.
• Design, backtest, and evaluate statistical arbitrage signals/strategies using rigorous research methodologies.
• Develop and support intraday trading strategies and execution-oriented research, incorporating practical trading constraints.
• Program in Python to build and implement mathematical/statistical models and research tools for equity trading and alpha generation.
• Use SQL to extract, join, and analyze large-scale market and trading datasets.
• Apply equity trading and market microstructure knowledge, including use of flow data and transaction cost analysis (TCA) concepts to assess implementation costs (slippage/market impact).
• Leverage cloud computing capabilities to support data-intensive quantitative research workflows.

• Salary Range: $150,000.00 - $225,000.00 per year.
• Requirements: Master's degree + 3 years of experience.