​Senior Quantitative Researcher – Equities - Boston

I’m working with a global investment bank to hire a Senior Quantitative Researcher to join their equities quantitative research team in Boston. This role focuses on alpha research, signal generation, and model development within a systematic equities framework, with an emphasis on building scalable and robust predictive signals.

Responsibilities

• Conduct alpha research across global equities using fundamental, market, and alternative datasets

• Design, develop, and validate systematic trading signals and predictive models

• Perform feature engineering on large, high-dimensional datasets

• Apply statistical techniques and machine learning methods to identify persistent sources of alpha

• Backtest signals and strategies, including performance attribution, risk analysis, and robustness testing

• Collaborate with portfolio managers and engineers to support implementation and productionisation of models

• Improve existing signals through iteration, refinement, and out-of-sample validation

Requirements

• Advanced degree in a quantitative field (e.g. Mathematics, Statistics, Physics, Computer Science, Engineering)

• Experience in equities quantitative research, with a focus on alpha generation and signal development

• Strong knowledge of statistical modelling, time series analysis, and machine learning techniques

• Proficiency in Python and experience working with large datasets (e.g. pandas, NumPy, distributed data tools)

• Experience with backtesting frameworks and model validation techniques

• Understanding of market microstructure, factor models, or systematic equities strategies

• Ability to work in a research-driven, data-intensive environment

To apply, please send a copy of your CV to quantresearch@octaviusfinance.com.