Futures/Forwards QR (Tier 1 Ph.D)

Salary $200,000-$275,000 base plus performance bonus
LocationBoston, Massachusetts
Employment type Permanent
Discipline
Financial Services

Job description

Quantitative Researcher – Systematic Investing Strategies

Overview:
We are a performance-driven active asset management firm with a legacy of innovation and a commitment to delivering exceptional results for institutional and retail clients worldwide. Our proprietary research and disciplined approach drive alpha generation across global markets. Managing approximately $400 billion in assets, we serve clients in over 50 countries, blending deep fundamental insights with cutting-edge quantitative techniques.

Join our Systematic Investing Strategies (SIS) team as a Quantitative Researcher, where you’ll leverage machine learning, optimization, and advanced data science to uncover alpha opportunities. This is a full-time role based in Boston, with a hybrid work model (3 days in-office).

The Team & Culture:
We’re a collaborative, intellectually rigorous group focused on developing data-driven investment strategies. From hypothesis generation to signal backtesting and trading execution, our work directly shapes portfolio decisions. We value curiosity, creativity, and teamwork—success here means thriving in a fast-paced, entrepreneurial environment.

What You’ll Do:

  • Design innovative strategies using advanced mathematical techniques, with a focus on derivatives (futures, CDX, swaps, etc.)

  • Extract alpha signals from structured/unstructured data, including alternative datasets and text analytics

  • Apply machine learning (deep, reinforcement, causal) to enhance signal monetization

  • Conduct statistical analysis across complex datasets to validate hypotheses

  • Stay ahead of market trends through research, conferences, and cross-team collaboration

  • Develop client-facing materials, distilling complex concepts into clear insights

Who You Are:

  • PhD in a quantitative field (Physics, Math, Engineering, Statistics) or 2-5 years of buy/sell-side experience

  • Expertise in machine learning, optimization, and Bayesian statistics

  • Strong programming skills (Python, MATLAB preferred)

  • Analytical, detail-oriented, and able to communicate complex ideas effectively

  • Passionate about markets, data, and solving open-ended problems

If you’re driven by innovation and eager to contribute to a high-impact team, we’d love to hear from you.