New Grad Quantitative Researcher (Fintech)

TL;DR

New Grad Quantitative Researcher (Fintech): Developing predictive models and identifying market patterns for a hedge fund with an accent on statistical modeling, data-driven analysis, and trading hypothesis testing. Focus on building backtests, refining predictive signals, and collaborating with traders to translate research into production-ready strategies.

Location: On-site in New York, NY

Company

An NYC based hedge fund specializing in quantitative trading and investment strategies.

What you will do

• Conduct quantitative research to identify signals, patterns, and inefficiencies in financial markets.
• Analyze large and complex datasets, including market and alternative time-series data.
• Develop, test, and refine statistical models and predictive trading signals.
• Design and run backtests, simulations, and experiments to evaluate research ideas.
• Collaborate with traders and developers to translate findings into production-ready tools.
• Apply techniques from machine learning, optimization, and econometrics to solve trading problems.

Requirements

• Recent or upcoming graduate with a degree in Mathematics, Statistics, Computer Science, Physics, or a related quantitative field.
• Strong foundation in probability, statistics, linear algebra, and optimization.
• Programming experience in Python, R, C++, Java, or similar languages.
• Experience working with data through research, internships, or academic projects.
• Must be based in or able to work on-site in New York, NY.

Nice to have

• Experience with Python libraries: pandas, NumPy, SciPy, scikit-learn, PyTorch, or TensorFlow.
• Familiarity with SQL, large-scale data processing, and cloud tools.
• Exposure to financial instruments such as equities, futures, options, or digital assets.
• Participation in analytical competitions (Kaggle, math/programming olympiads, etc.).

Culture & Benefits

• Structured training and mentorship from experienced researchers, traders, and engineers.
• Early ownership of meaningful research projects with direct impact on real-time trading.
• Collaborative, intellectually rigorous environment that values research quality.
• Exposure to high-level trading infrastructure and strategy development.
• Competitive compensation and benefits package.