Description

I'm working with a global investment bank to hire a Senior Quantitative Researcher to join their equities quantitative research team in Boston. This role focuses on alpha research, signal generation, and model development within a systematic equities framework, with an emphasis on building scalable and robust predictive signals.

Responsibilities

1. Conduct alpha research across global equities using fundamental, market, and alternative datasets
2. Design, develop, and validate systematic trading signals and predictive models
3. Perform feature engineering on large, high-dimensional datasets
4. Apply statistical techniques and machine learning methods to identify persistent sources of alpha
5. Backtest signals and strategies, including performance attribution, risk analysis, and robustness testing
6. Collaborate with portfolio managers and engineers to support implementation and productionisation of models
7. Improve existing signals through iteration, refinement, and out-of-sample validation

Requirements

1. Advanced degree in a quantitative field (e.g. Mathematics, Statistics, Physics, Computer Science, Engineering)
2. Experience in equities quantitative research, with a focus on alpha generation and signal development
3. Strong knowledge of statistical modelling, time series analysis, and machine learning techniques
4. Proficiency in Python and experience working with large datasets (e.g. pandas, NumPy, distributed data tools)
5. Experience with backtesting frameworks and model validation techniques
6. Understanding of market microstructure, factor models, or systematic equities strategies
7. Ability to work in a research-driven, data-intensive environment

To apply, please send a copy of your CV to
mailto:quantresearch@octaviusfinance.com

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