Quantitative Researcher

The role

Build systematic financial strategies by researching and producing predictive signals (alphas) for global financial markets. The role centers on computer-based models that predict market movements.

What you will do

• Explore data and apply it to financial markets in search of new alphas
• Identify high-quality predictive signals that the wider market has not found
• Express signals as mathematical inputs to quantitative models
• Work collaboratively to produce alphas and financial strategies

Required qualifications

• Degree (BEng, MSc or PhD) from a top university in a field such as Mathematics, Computer Science, Physics, Electrical engineering or equivalent
• High GPA and academic grades
• Research mentality: deep thinker, creative, strong work ethic, persevering, smart and a self-starter
• Programming skills in C++ and Python predominantly; newer skills welcomed
• Strong interest in learning about worldwide financial markets
• Strong communication skills in English, written and verbal

Nice to have

• Prior experience in quant research
• Strong record of research achievement, such as scientific publications, conference presentations, grants or industry awards
• Strong interest in financial markets

Before you apply

• Prior finance experience is not required

About the company

WorldQuant develops and deploys systematic financial strategies across many asset classes and global markets. It combines academic sensibility with accountability for results.