Quantitative Researcher - PhD / Postdoctoral STEM

J K Barnes; New York (NY); On-site; USD 120,000 - 190,000; Full time

Job summary

J K Barnes is seeking exceptional PhD and Postdoctoral researchers for quantitative research opportunities with leading hedge funds and trading firms. Candidates from Mathematics, Physics, Statistics, Computer Science, ML, Engineering and other STEM fields are welcome, even without finance background.

Research topics include statistical modelling, machine learning, time-series analysis, alpha signals, probabilistic forecasting, and high-dimensional data analysis.

Qualifications

• Exceptional mathematical and analytical ability.
• Strong probability and statistical foundations.
• Advanced machine learning knowledge.
• Excellent problem-solving and modelling skills. Strong Python and/or C++.
• Experience with complex, noisy or high-dimensional datasets.
• Strong research intuition and experimental design.
• Ability to translate theoretical ideas into practical solutions.
• Intellectual curiosity and independent thinking.

Skills

Mathematics

Statistics

Machine Learning

Python

C++

Problem solving

Education

PhD in a quantitative field

Postdoctoral researcher

Tools

Python

C++

Job description

We are partnering with some of the world’s leading quantitative hedge funds and proprietary trading firms to identify exceptional PhD and Postdoctoral researchers for Quantitative Research opportunities globally. You do not need a background in finance.

Our clients are looking for exceptional problem solvers from Mathematics, Physics, Statistics, Computer Science, Machine Learning, Engineering and other highly quantitative STEM disciplines who want to apply their research skills to some of the most challenging problems in financial markets.

These are environments where mathematics, statistics, machine learning and advanced computational methods are used to discover patterns, test hypotheses and build systematic investment strategies.

You could be working on:

• Statistical modelling and inference
• Machine learning and predictive modelling
• Time-series analysis
• Feature engineering and alpha signal research
• Probabilistic forecasting
• High-dimensional data analysis
• Market microstructure
• Simulation and large-scale computational research
• Hypothesis formulation, testing and validation

The research process is highly empirical:

Develop an idea. Build it. Test it. Challenge it. Improve it. Measure whether it works.

Who are we looking for?

The bar at these firms is exceptionally high.

We are particularly interested in PhD students, graduates and Postdoctoral researchers who demonstrate several of the following:

• Exceptional mathematical and analytical ability
• Strong probability and statistical foundations
• Advanced machine learning knowledge
• Excellent problem-solving and modelling skillsStrong Python and/or C++
• Experience working with complex, noisy or high-dimensional datasets
• Strong research intuition and experimental design
• Ability to translate theoretical ideas into practical solutions
• Intellectual curiosity and independent thinking

Evidence of exceptional ability outside traditional academic credentials can also be highly valued, including Mathematics, Physics or Informatics Olympiads, competitive programming, significant research publications and other high-level technical achievements.

Why quantitative finance?

For exceptional STEM researchers, quantitative finance offers a rare combination:

• World-class intellectual environments
• Exceptional colleagues
• Sophisticated technology and computational resources
• Vast and complex datasets
• Freedom to explore new ideas
• Rapid research feedback loops
• Real-world applications for your work
• Significant responsibility early in your career
• Exceptional long-term earning potential

At the highest-performing quantitative investment firms, an idea can move from a research hypothesis to a model, a trading signal and ultimately a strategy managing significant capital.

Your research does not remain theoretical. You get to find out whether it actually works.

No finance experience?

That is not necessarily a disadvantage.

Many of the industry’s strongest quantitative researchers originally came from academia with little or no financial markets experience.

Our clients can teach markets.

What they are searching for is considerably harder to teach:

Exceptional quantitative reasoning, research intuition and the ability to solve difficult problems.

We are currently speaking with outstanding PhD and Postdoctoral researchers for opportunities with leading quantitative hedge funds and trading firms across London, New York, Chicago and other major global financial centres.

If you have spent years solving difficult problems and are curious about applying that ability in one of the most intellectually demanding and financially rewarding industries in the world.