Quantitative Researcher (Remote)

Matterport; United States; Remote; USD 100,000 - 130,000; Full time

Job summary

A leading company in software development is seeking a skilled Quantitative Researcher to leverage statistical models for trading strategies. This fully remote role offers competitive compensation and the chance to work with advanced datasets. Ideal candidates will possess strong programming skills and a background in quantitative finance or machine learning.

Benefits

Fully remote work with flexible hours

Competitive compensation

Opportunity to work with talented team

Access to cutting-edge datasets

Continuous learning opportunities

Qualifications

• Experience with statistical modeling and time-series analysis.
• Knowledge of financial markets and trading concepts.

Responsibilities

• Research and develop quantitative models for trading strategies.
• Analyze large datasets to identify patterns and predictive signals.
• Backtest and optimize trading algorithms.

Skills

Statistical Modeling

Machine Learning

Problem Solving

Education

PhD or MSc in Quantitative Finance

Mathematics

Statistics

Tools

Python

R

C++

MATLAB

SQL

Job description

Join to apply for the Quantitative Researcher (Remote) role at Matterport.

We are seeking a highly skilled Quantitative Researcher to join our team. In this role, you will leverage advanced statistical and mathematical models to analyze financial markets, develop trading strategies, and optimize investment decisions. The ideal candidate will have a strong background in quantitative finance, machine learning, or algorithmic trading, with the ability to work independently in a remote setting.

Key Responsibilities

1. Research and develop quantitative models for trading strategies (e.g., statistical arbitrage, market-making, trend-following).
2. Analyze large datasets to identify patterns, correlations, and predictive signals.
3. Backtest and optimize trading algorithms using historical and real-time data.
4. Collaborate with developers and traders to implement models into production.
5. Continuously monitor and refine strategies based on performance metrics.
6. Stay updated with the latest advancements in quantitative finance, machine learning, and financial markets.

Required Qualifications:

• Advanced degree (PhD or MSc) in Quantitative Finance, Mathematics, Statistics, Physics, Computer Science, or a related field.
• Strong programming skills in Python, R, C++, or MATLAB (Python preferred).
• Experience with statistical modeling, time-series analysis, and machine learning techniques.
• Knowledge of financial markets, derivatives, and trading concepts.
• Familiarity with backtesting frameworks (e.g., Pandas, NumPy, QuantConnect, Backtrader).
• Experience working with large datasets (SQL, TensorFlow, PyTorch is a plus).
• Strong analytical and problem-solving skills.

Preferred Qualifications:

• Prior experience in hedge funds, prop trading firms, or investment banks.
• Publications in quantitative finance or machine learning.
• Experience with high-frequency trading (HFT) or crypto markets.

What We Offer:

• Fully remote work with flexible hours.
• Competitive compensation (salary + performance bonuses).
• Opportunity to work with a talented team of quants and engineers.
• Access to cutting-edge datasets and trading infrastructure.
• Continuous learning and professional development opportunities.

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Quality Assurance

Industries

• Software Development

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