Quantitative Researcher

Acquire Me; United States; On-site; USD 200,000 - 300,000; Full time

Job summary

A leading trading firm is seeking a Quant Researcher to develop convexity-aware models and systematic signals across various dimensions. The ideal candidate will have over 3 years of experience in systematic equities and a strong background in Python programming. This mid-senior level position involves prototyping and backtesting strategies within a collaborative research environment. Full-time employment is offered within the finance job function.

Qualifications

• 3+ years of experience as a Quant Researcher in systematic equities, credit or volatility-linked strategies.
• Strong quantitative and programming background, especially in Python and statistics.
• Deep interest in convexity, factor construction, and cross-asset model design.

Responsibilities

• Research and develop convexity-aware models across credit and equity vol strategies.
• Build systematic signals across volatility, dispersion, and relative-value dimensions.
• Prototype and backtest new strategies using large-scale datasets (Python).
• Work closely with the PM to translate research into production.

Skills

Quantitative analysis

Programming in Python

Statistical analysis

Time-series modelling

Job description

Base pay range

$200,000.00/yr - $300,000.00/yr

Quant Researcher – Equity Derivatives / Convexity Models

I’m working directly with a newly appointed Senior Portfolio Manager at a leading trading firm who is building from the ground up a substantial Systematic Equities business. The team will trade strategies at the intersection of systematic credit, equity volatility, and convexity modelling, with a focus on scalable signal discovery and cross-asset applications.

You will partner directly with the PM on research design, infrastructure, and model implementation.

What you’ll do

• Research and develop convexity-aware models across credit and equity vol strategies.
• Build systematic signals across volatility, dispersion, and relative-value dimensions.
• Prototype and backtest new strategies using large-scale datasets (Python).
• Work closely with the PM to translate research into production.

Qualications

• 3+ experience as a Quant Researcher in systematic equities, credit or volatility-linked strategies at a buy-side firm or relevant seat at a top tier BB.
• Strong quantitative and programming background (Python, statistics, time-series modelling).
• Deep interest in convexity, factor construction, and cross-asset model design.

If this sounds like you - apply or DM me to schedule a confidential discussion.

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance