Quantitative Researcher

Quantbot is seeking a talented Quantitative Researcher to be based out of our New York office. The role will focus on the 0-to-1 buildout of our systematic U.S. Equity and Index Options trading platform, contributing to alpha signal research, volatility surface calibration, and execution optimization.

The annual base pay for this role is expected to be between $175,000 and $250,000. The expected base pay range is based on information at the time this post was generated. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, experience, and level of education.

• 2+ years of experience in alpha signal research, or predictive modeling/signal detection in other scientific fields (e.g., biotechnology, weather, etc.)
• 2+ years of experience working with larger datasets (100 GB+)
• Fluency in options fundamentals — pricing, Greeks, volatility surface calibration, etc.
• Fluency in popular Python data science packages (e.g., duckdb, lightgbm, polars, plotly, sklearn, etc.)
• Experience leveraging LLMs to produce clean, structured code
• Strong verbal and written communication skills
• Curiosity, open-mindedness and grit
• Thrives working both independently and collaboratively

• Advanced degree(s) in Data Science or related field with strong understanding of the latest ML methods
• Experience leveraging cluster/cloud computing environments for scaling research jobs
• Experience with equity-focused risk models (e.g., Barra)