Quantitative Researcher (Remote)

Matterport; United States; Remote; USD 50,000 - 56,000; Full time

Job summary

A leading company is seeking a highly skilled Quantitative Researcher to leverage advanced statistical models for analyzing financial markets. This remote role requires expertise in quantitative finance and machine learning, offering competitive compensation and a chance to work with talented professionals.

Benefits

Fully remote work with flexible hours

Competitive compensation with performance bonuses

Opportunity to work with a talented team

Access to cutting-edge datasets

Continuous learning and professional development

Qualifications

• Advanced degree in Quantitative Finance, Mathematics, Statistics, Physics, or Computer Science required.
• Strong programming skills in Python preferred.
• Experience with statistical modeling and machine learning techniques.

Responsibilities

• Research and develop quantitative models for trading strategies.
• Analyze large datasets to identify patterns and correlations.
• 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

TensorFlow

PyTorch

Job description

4 days ago Be among the first 25 applicants

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

• Research and develop quantitative models for trading strategies (e.g., statistical arbitrage, market-making, trend-following).
• Analyze large datasets to identify patterns, correlations, and predictive signals.
• Backtest and optimize trading algorithms using historical and real-time data.
• Collaborate with developers and traders to implement models into production.
• Continuously monitor and refine strategies based on performance metrics.
• 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

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Quality Assurance

• Industries

  Software Development

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