Quantitative Researcher
West Palm Beach Area, FL | Full-Time| On-Site
About the Opportunity
A collaborative, entrepreneurial, and highly pedigreed systematic investment team in the West Palm Beach area is seeking a Quantitative Researcher to join in building a highly efficient systematic research process. Our team members hold advanced degrees in hard sciences including physics, computational chemistry, and computing, with combined experience of more than 50 years in statistical arbitrage and related strategies. This is a unique opportunity to learn directly from the portfolio management team in a transparent, fast-paced environment with exceptional opportunities for career growth.
We are deliberately open to candidates from outside traditional finance. If your background is in physics, computational science, engineering, defense, or applied mathematics — and you have no prior experience in financial markets — that is not a disqualifier. We train our researchers on markets and strategy. What we are looking for is the depth of analytical thinking, mathematical rigor, and intellectual curiosity that cannot be taught.
Principal Responsibilities
- Work alongside portfolio managers on alpha research: idea generation, data gathering, model implementation, and backtesting for systematic equity strategies
- Combine statistical learning techniques with rigorous data analysis to build strong predictive models deployed to the investment process
- Work with large, messy, and diverse datasets — cleaning, validating, and extracting signal from noisy real-world data
- Contribute to the firm’s ML and AI research initiatives, including LLM integration, agentic research tooling, and intelligent automation of research workflows
- Collaborate with the portfolio managers and engineering team in a fully transparent environment, engaging with the whole investment process
What We Are Looking For
Academic background
- PhD strongly preferred in a quantitative discipline — physics, computational chemistry, applied mathematics, computer science, engineering, or related hard science
- Master’s degree with exceptional research depth and demonstrated independent work considered
- Defense, national laboratory, aerospace, or safety-critical systems background is a significant plus — we value the rigor and precision these environments demand
Technical skills
- Strong Python programming — specifically Pandas, NumPy, and the scientific computing library stack
- Rigorous mathematical foundation: statistics, probability, linear algebra, numerical methods
- Experience building and validating quantitative models — the domain matters less than the depth of the methodology
- Linux is essential — strong command-line proficiency, shell scripting, and system-level comfort are non-negotiable. Working knowledge of Git and CI/CD practices for deploying and maintaining production research systems is expected
- Low-latency systems experience is highly valued. Candidates who currently build for or operate in latency-constrained environments — real-time signal processing, embedded systems, high-frequency data pipelines, RF systems, or any domain where microseconds matter — bring instincts that translate directly to systematic trading infrastructure. We are not looking for someone who will learn to think about latency; we want someone for whom it is already second nature
- ML background is a meaningful plus — specifically candidates who have implemented ML models at the code level, embedded within production systems, not applied as off-the-shelf tools or API calls. Experience with regression, tree models, deep learning, or Bayesian methods written and integrated from first principles is what we are looking for
- LLM integration at the systems level — candidates who have embedded large language models directly into production code as a functional layer, handling inference, orchestration, and IP-safe data handling in a live environment — is a strong differentiator, particularly for our ML research initiatives
- TimescaleDB or equivalent time-series database experience — specifically for real-time streaming, ingestion, and historical playback at scale — is a strong plus
- Perl is present in parts of our production infrastructure — candidates with Perl experience will hit the ground running
Personal profile
- Obsessive about data quality — a genuine nose for data bugs and the patience to track them down
- Deep thinker and adaptive learner — someone who reads the primary source when everyone else stops at the abstract
- Collaborative and transparent — comfortable working in an open environment where ideas are challenged and refined
- Intellectually curious beyond your core expertise — independent projects, research, or competition results that demonstrate self-directed depth
Finance experience
Not required. Candidates with 1–3 years of equity alpha research experience are welcome to apply, but we are equally interested in exceptional researchers from physics, defense, and computational science who have never worked in financial markets. The right candidate will learn markets from the portfolio management team directly.
What We Offer
- Direct mentorship from a portfolio management team with 50+ years of combined systematic trading experience
- Exposure to the full investment process from day one in a lean, high-performance environment
- Meaningful ownership and scope — your work ships to production
- Competitive compensation commensurate with background and experience
- On-site role in the West Palm Beach area, FL
To Apply
Please submit your resume and a brief cover letter describing your research background and what draws you to systematic trading. Independent projects, published research, competition results, and code samples are all welcome.
