Quantitative Researcher Job
Employer: Scientech Research LLC
SpiderID: 14253790
Location: Jersey City, New Jersey
Posted: 10/12/2026
Wage:
Priority Review Date: 1/10/2027
Job Code / NOC / SOC:
Category: Finance/Investment
Job Description:
• Design and conduct quantitative research using multi-frequency market data to produce accurate asset price forecasts and build systematic trading models. Apply rigorous scientific research workflow of hypothesis formulation, experimental design and validation;
• Perform large-scale tick-by-tick analysis on high-frequency financial data;
• Extract and validate predictive signals from market data, and develop robust models that combine signals into actionable risk-controlled trading strategies;
• Deploy research models into a production trading framework with low tick-to-trade latency;
• Monitor the performance of live trading models and conduct model tuning to maintain optimal trading results;
• Review recent academic literature and research reports on topics such as market microstructure, quantitative portfolio management, asset pricing factors, and machine learning, and apply insights to alpha research and strategy development;
• Collaborate with team members to extend a quantitative research platform capable of processing structured data from multiple sources, constructing systematic trading signals and simulating modeling results at scale.
• Perform large-scale tick-by-tick analysis on high-frequency financial data;
• Extract and validate predictive signals from market data, and develop robust models that combine signals into actionable risk-controlled trading strategies;
• Deploy research models into a production trading framework with low tick-to-trade latency;
• Monitor the performance of live trading models and conduct model tuning to maintain optimal trading results;
• Review recent academic literature and research reports on topics such as market microstructure, quantitative portfolio management, asset pricing factors, and machine learning, and apply insights to alpha research and strategy development;
• Collaborate with team members to extend a quantitative research platform capable of processing structured data from multiple sources, constructing systematic trading signals and simulating modeling results at scale.
Job Requirements:
• Ph.D. in Physics, Mathematics, Statistics, Computer Science, Financial Engineering, or a related field;
• Knowledge of Quantitative Analysis, Scientific Modeling, Machine Learning, Data Analysis, Optimization, and Computer Simulations.
• Proficiency in CPU-Parallel and GPU-Accelerated Computing, Data Visualization, and Formulating Hypotheses.
• Proficiency in Python, Linux, and High-Performance Computing (HPC).
Send CV to HR of Scientech Research LLC, 30 MONTGOMERY ST, STE 310, JERSEY CITY, NJ 07302. Must refer to code # TWNJ2026
• Knowledge of Quantitative Analysis, Scientific Modeling, Machine Learning, Data Analysis, Optimization, and Computer Simulations.
• Proficiency in CPU-Parallel and GPU-Accelerated Computing, Data Visualization, and Formulating Hypotheses.
• Proficiency in Python, Linux, and High-Performance Computing (HPC).
Send CV to HR of Scientech Research LLC, 30 MONTGOMERY ST, STE 310, JERSEY CITY, NJ 07302. Must refer to code # TWNJ2026
Job Criteria:
Start Date:
Position Type: Full-Time Permanent
Experience:
Education:
Travel:
Vacation:
Job Benefits:
Flex Time
Company Profile:
Scientech Research Capital (“SRC”) is a quantitative trading firm founded by wall street veterans each with 10+ years of proven track record from top-notch firms, including Virtu Financial, Two Sigma, KCG, Facebook, et al. SRC focuses on technological innovation and scientific breakthrough to intelligently analyze information and uncover fundamental values in the financial markets. As a proprietary trading shop, we utilize our own capital to deploy investments.
Contact Information:
| Contact Name: Zixin Wang | Type: Employer |
| Company: |