Senior Quantitative Researcher

X4 Alpha; New York (NY); On-site; USD 250,000 - 350,000; Full time

Benefits offered by this job

Discretionary bonus

Job summary

X4 Alpha seeks exceptional quantitative researchers to join a high-performance, collaborative trading firm. The team includes mathematicians, physicists, ML researchers, and experienced portfolio managers.

You will research and build alpha across horizons, extract signals from large datasets, and deploy ML models while owning projects end-to-end.

Requirements include 4–10+ years buy-side experience in equities or futures, strong Python, and a technical degree; PhD preferred.

Qualifications

• 4–10+ years of buy-side quantitative research experience
• Experience in equities and/or futures, preferably global markets
• Track record backed by PnL, Sharpe, or clearly measurable signal impact
• Strong Python skills; C++ preferred but not required

Responsibilities

• Research and build alpha across horizons from seconds to minutes, hourly/ intraday OR multi-day
• Extract signals from massive structured and unstructured datasets using AI/ML methods
• Dive into market microstructure and cross-sectional patterns
• Design and deploy ML models (RL, transformers, etc.)
• Shape feature pipelines, model-fitting workflows, and statistical tools
• Own projects end-to-end in a high-performance research culture

Skills

Python

C++

Quantitative research

ML methods

Education

PhD preferred

Technical degree (MS/BSc)

Job description

We’re partnering with a new systematic trading firm to bring on exceptional quantitative researchers across multiple specialties. The team is comprised of pure mathematicians and physicists, machine learning research scientists, as well as experienced portfolio managers and quantitative researchers. It is a highly collaborative environment.

What You’ll Do:

• Research and build alpha across horizons from seconds to minutes, hourly/ intraday OR multi-day
• Extract signal from massive structured and unstructured datasets, from fundamentals to text, utilizing AI and ML methods to supplement
• Dive deep into market microstructure, short-horizon behavior, and cross-sectional patterns
• Design and deploy ML models (RL, transformers, etc.)
• Shape robust feature pipelines, model-fitting workflows, and statistical measurement tools
• Be comfortable with owning projects end-to-end in a high-performance research culture

What You Bring:

• 4–10+ years of buy-side quantitative research
• Experience in equities and/or futures, preferably global markets
• A track record backed by PnL, Sharpe, or clearly measurable signal impact
• Strong skills in Python; C++ preferred but not required
• Intellectual curiosity and passion for research
• PhD preferred; otherwise, a masters or bachelors in a technical field required

Who Thrives Here:

• ML researchers who understand model mechanics; knowing how to create new models and architectures, not just how to modify them
• Strong contributors who seek more ownership and transparency of their work, with compensation that's aligned
• Entrepreneurial mindsets with desire to build something new, with great opportunity to lead and shape the firm

The firm has several office locations.

Any and all communication are strictly confidential.

The base pay for this role may be between $250,000 and $350,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans.

Bonuses and/or guaranteed package can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.