Quantitative Researcher Job Description Template

The quantitative researcher looks for repeatable patterns in market data and turns them into strategies that survive contact with live trading. The work runs from hypothesis and data preparation through backtesting to the honest assessment of whether an apparent edge is real or an artifact of the research process. Most candidate signals fail, so the discipline that matters most is skepticism about your own results.

Typical Duties and Responsibilities

  • Research and develop systematic trading signals across the firm’s markets
  • Source, clean and validate market and alternative data sets
  • Build backtests with realistic assumptions about cost, capacity and slippage
  • Test for overfitting through out of sample and cross validation methods
  • Estimate the capacity and decay profile of a signal before it is funded
  • Work with quantitative developers to move research code into production
  • Monitor live strategy performance against research expectations
  • Investigate divergence between backtested and realized returns
  • Document methodology so results can be reproduced and reviewed
  • Present research findings and defend them to portfolio managers and risk

Education

  • Master’s or PhD in mathematics, statistics, physics, computer science or a related quantitative field

Required Skills and Experience

  • 3+ years of quantitative research experience at a fund, bank or proprietary trading firm
  • Strong grounding in statistics, probability and time series analysis
  • Proficiency with Python and its scientific stack, and with SQL
  • Experience building backtests and awareness of how they mislead
  • Understanding of transaction costs, market impact and capacity constraints
  • Ability to reason about signal decay and regime change
  • Clear documentation and reproducible research practices
  • Intellectual honesty about negative results

Preferred Qualifications

  • Experience with C++ for performance critical research code
  • Publication record or competition results in a relevant field
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