Quantitative Researcher

AAA Global; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

AAA Global is seeking a Quantitative Researcher focused on systematic trading strategies within its Systematic MFT team. The New York City area is preferred, with exceptional candidates considered from other locations.

The role involves research, model development, backtesting, and collaboration across investment teams to deploy production trading strategies. Ideal candidates bring 2+ years in quantitative research or related fields, a strong track record in math-based modeling, and proficiency

Qualifications

• 2+ years of experience in quantitative research or related quantitative investment roles.
• Master's or PhD in a quantitative discipline (math/physics/statistics/CS/engineering/financial engineering).
• Strong programming skills in C++ and Python with data structures and algorithms knowledge.
• Deep research intuition to identify signals, assess robustness, and distinguish signal from noise.
• Excellent problem-solving, curiosity, and ability to work under pressure.

Responsibilities

• Conduct independent quantitative research to identify systematic trading opportunities in equities or futures.
• Generate, test, and refine alpha signals using large, diverse datasets.
• Develop predictive models using statistical methods, ML techniques, and quantitative frameworks.
• Design and implement backtesting methodologies to evaluate strategy performance.
• Perform data analysis, feature engineering, and model validation.
• Collaborate with researchers, developers, engineers, and PMs to translate research ideas into production strategies.

Skills

C++

Python

Data analysis

Machine learning

Quant research

Education

Master's/PhD in quantitative field

Job description

Quantitative Researcher | 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 Quantitative 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
• Design and implement robust back testing methodologies to evaluate strategy performance
• Perform data analysis, feature engineering, and model validation
• Research improvements to existing strategies, portfolio construction methodologies, and risk management frameworks
• Collaborate closely with quantitative researchers, developers, engineers, and portfolio managers to translate research ideas into production trading strategies

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 C++, Python, with demonstrated skills in data structures and algorithms
• Deep research intuition with the ability to identify meaningful signals, distinguish signal from noise, and evaluate model robustness
• Excellent problem-solving skills, intellectual curiosity, moral integrity, and ability to thrive in a high-pressure environment

Preferred Experience

• Prior experience researching and development medium-frequency systematic trading strategies
• Experience generating and evaluating alpha signals across liquid markets, including equities, futures, ETFs, or related instruments
• Experience with financial time-series data, cross-sectional modeling, predictive modeling, or statistical arbitrage
• Background at a leading quantitative asset management firm, proprietary trading firm, or similar rigorous research environment preferred

What the Team Offers

• Collaboration with leading world-class quantitative researchers and portfolio managers in the 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