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Quant Researcher (3) - Hybrid:

Quant Researcher (3) – Hybrid:

Our direct client, a fast-growing FinTech firm, is looking for multiple Quant Researchers due to business growth.  The Quant team at the firm drives our platform capability to deliver industry-leading analytical insights that help CIOs, researchers, advisors, and GPs manage multi-asset portfolios and utilize alternative assets to meet long-term investment objectives. The team consists of Quantitative Researchers and Quantitative Developers that together research, define, and implement models that will guide clients in portfolio construction, asset allocation, and risk management. Team members have diverse backgrounds such as finance, economics, math, physics, quantitative finance, computer science, and other science and engineering fields. They collaborate closely with business-side colleagues, product managers, platform architects, and software developers to deliver analytics for the firm’s clients. 
The Quant Researchers’ core mission is to research and construct proprietary quantitative modeling methodologies to underpin the portfolio risk analytics capabilities of the firm’s commercial technology platform. Researchers apply established financial economic theory and statistical learning techniques to a combination of proprietary, public, and third-party data. They define and statistically test innovative analytical methodologies and portfolio risk analytics capabilities. These tools help our clients construct and manage multi-asset portfolios including alternative assets such as hedge fund, private equity, private credit, real estate, structured investments, annuities, and digital assets. 

This position is based in Greenwich, CT, 3 days per week onsite is expected.  The client offers a very attractive compensation and benefits package, salary, bonus and stock options.


  • Understand the latest research in behavioral finance, portfolio analytics, and risk management across academia and industry practitioners, with a focus on alternative assets. 
  • Replicate, assess, and/or improve on empirical methodologies from academic literature published in general interest finance and economics journals. 
  • Apply data analytics techniques from both traditional statistics and machine learning to a combination of proprietary, public, and third-party data. 
  • Define and assess innovative proprietary analytical methodologies for portfolio construction and risk management. 
  • Prototype new quantitative models and collaborate closely with quant developers as well as other teams to productionize the models. 
  • Write peer-reviewed or white papers and documentation on proprietary research results and modeling methodologies. 
  • Present research results to stakeholders and clients. 


  • Ph.D. in finance, economics, or related discipline ideally
  • 1-5 years of industry experience in quantitative research 
  • Proficiency in a scientific coding language (R or Julia preferred) 
  • Learned or applied experience with utility-based portfolio theory, discrete choice modeling, and structural estimation using techniques such as Generalized Method of Moments (GMM/SMM) and/or MCMC 
  • A working knowledge of Bayesian inference 
  • Familiarity with standard statistical techniques such as non-parametric and parametric bootstrapping, the delta method, and basic asymptotics
  • Experience working with panels of financial data 
  • Prior experience in writing research papers 
  • Strong interest in portfolio construction and risk management
  • Able to work in a dynamic and fast-paced environment 

Job ID: 5174

  • Accepted file types: docx, doc, pdf, rtf, wps, txt, html.

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