Quantitative Researcher

Goliath Partners Inc.; New York (NY); On-site; USD 2,000,000 - 3,000,000; Full time

Job summary

Goliath Partners Inc. is seeking a Quantitative Researcher to join its intraday equities team. You will conduct novel research, develop ML and statistical methodologies, and move ideas from hypothesis to live trading with substantial datasets and high-performance infrastructure.

The ideal candidate has 1–7 years of quant research experience, strong Python skills (C++ a plus), and a deep understanding of market frictions and robustness. Hybrid or flexible US-based work arrangements are possible.

Qualifications

• H-index of at least 10.
• 1–7 years of quantitative research experience with equities alpha signals or systematic strategies.
• Experience building greenfield predictive models for financial markets.
• Advanced degree in CS, applied math, statistics, engineering, or related field.
• Proficiency in Python; C++ is a plus.
• Strong understanding of transaction costs, market impact, and out-of-sample robustness.

Responsibilities

• Conduct novel research and develop statistical and ML methodologies for intraday and mid-frequency equities and futures trading.
• Collaborate with a highly selective team to translate hypotheses into live trading using extensive datasets and sophisticated infrastructure.
• Contribute to ongoing research that improves trading outcomes and live strategy performance.

Skills

H-index ≥10

Quantitative research

Python proficiency

C++ proficiency

Market microstructure understanding

Education

Bachelor's/Master's/PhD in CS/Math/Stats/Engineering

Tools

Python

C++

Job description

Goliath is partnering with a leading systematic investment and trading firm to hire a Quantitative Researcher within its established intraday equities business. The firm is willing to wait through non-competes.

You would join a highly selective, collaborative team conducting novel research and developing new statistical and ML methodologies for intraday and mid-frequency equities and futures investing. Researchers benefit from extensive datasets, substantial computing power, and sophisticated infrastructure to take original ideas from initial hypothesis to live trading.

• H-index of at least 10.
• Approximately 1-7 years of quantitative research experience, with clear contributions to equities alpha signals or systematic strategies.
• Previous experience building greenfield predictive models from the ground up, ideally applied to financial markets.
• Bachelor's, master's, or PhD in Computer Science, Applied Mathematics, Statistics, Engineering, or a related field.
• Proficiency in Python (and C++ is an added value).
• Strong understanding of transaction costs, market impact, and out-of-sample robustness.

Preferred Experience:

• Short-horizon forecasting or statistical arbitrage.
• Evidence of individual research contributions that have improved live trading outcomes.

Compensation: $2M-$3M TC, depending on experience and team fit.

Location: Flexible (US)