We are a systematic trading team dedicated to building a machine-driven investment pipeline that can tackle problems of scale far beyond the reach of traditional systems. Our team is committed to pushing the boundary of human knowledge in related fields such as mathematics, statistics, and machine learning to achieve our mission.
\nWe are looking for a talented quantitative researcher to join our team. The successful candidate should be capable of developing novel techniques, building unique insights, and making robust systems that will be used in our strategy. One must be able to combine strong technical skills, a passion for creative problem solving, and an intense curiosity about financial markets, science, and human behavior.
\nPrincipal Responsibilities:
\nQualifications/Skills Required:
\nWe are seeking a Quantitative Analyst to join a small, collaborative team focused on systematic equity strategies. This role is well suited for someone who enjoys working at the intersection of equity research, alternative data, and quantitative modeling, with a particular focus on sector-specific signals, company-level KPIs, and custom dataset development.
\nThe role offers direct exposure to the SPM and broader investment process, with the opportunity to contribute across idea generation, data work, signal research, model implementation, and backtesting.
\nResponsibilities: Partner closely with the SPM and team on alpha research for systematic equity strategies, with a focus on sector-specific signals and company-level forecasting Identify, collect, organize, and analyze structured and unstructured datasets relevant to company, product, and sector behavior Integrate Agentic AI workflows where they can improve productivity, model development, or operational robustness Develop creative, data-driven ways to track companies, industries, and products beyond traditional financial statement analysis Contribute to the research, implementation, and backtesting of signals using alternative, fundamental, and positioning datasets Apply sound financial intuition and statistical techniques to turn raw data into investable insights Work in a transparent, collaborative environment with visibility into the broader investment process
\nPreferred Technical Skills: Bachelor’s, Master’s, or PhD in a quantitative field such as Mathematics, Statistics, Computer Science, Engineering, Economics, Physics, or a related discipline Strong Python skills Experience working with company- and sector-specific KPIs Experience using alternative, fundamental, and positioning datasets Practical experience using LLMs or modern ML tools in analytical, research, or dataset-building workflows is highly desirable Strong analytical, problem-solving, and communication skills
\nPreferred Experience: 1–3 years of experience in data science, data analytics, quantitative research, or a related role Experience at an investment firm, data analytics firm, research provider, or software company is preferred Demonstrated ability to take analytical projects from conception through implementation
\nTarget Start Date: ASAP, though we will wait 6–9 months for an exceptional candidate
","enriched_at":1779955777267},{"id":"job_93ed5f5a-e8a","title":"Quantitative Developer, Quantitative Strategies","source_url":"https://mlp.eightfold.ai/careers/job/755956329525","location":"New York, New York, United States of America","job_type":"full-time","experience_level":"senior","work_arrangement":"onsite","category":"Engineering","description":"We are seeking a highly skilled, entrepreneurial Quantitative Developer to join an existing collaborative quantitative trading pod. This is a hands-on role at the intersection of technology, data, research, and trading, with direct exposure to the Senior Portfolio Manager and quantitative researchers.
\nThe role spans the full systematic trading stack, with a particular focus on research infrastructure, data systems, signal deployment, and production monitoring.
\nKey responsibilities include:
\nPreferred technical skills include:
\nPreferred experience includes:
\nMillennium offers a total compensation package which includes a base salary, discretionary performance bonus, and comprehensive benefits. The estimated base salary range for this position is $150,000 to $200,000, which is specific to New York and may change in the future.
","enriched_at":1779955762072},{"id":"job_0b324db1-063","title":"Quantitative Researcher, Quantitative Strategies","source_url":"https://mlp.eightfold.ai/careers/job/755956328628","location":"New York, New York, United States of America","job_type":"full-time","experience_level":"mid","work_arrangement":"onsite","category":"Finance","description":"We are seeking a Quantitative Researcher to join a small, collaborative team focused on systematic equity strategies. This role offers the opportunity to contribute across the full research lifecycle, including idea generation, data sourcing, signal development, model implementation, backtesting, and live strategy refinement, with forecasting horizons spanning intraday to several weeks.
\nPrincipal Responsibilities: Partner closely with the SPM and team on alpha research for systematic equity strategies Generate and test new ideas using financial intuition, statistical learning, and large, diverse datasets Integrate Agentic AI workflows where they can improve productivity, model development, or operational robustness Source, clean, and analyze alternative, fundamental, and market microstructure data Build predictive models and contribute to signal combination, portfolio implementation, and ongoing model refinement Work in a transparent, collaborative environment with exposure to the broader investment process
\nPreferred Technical Skills: Bachelor’s, Master’s, or PhD in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, or a related STEM discipline Strong Python skills; experience building research tools or production-quality research infrastructure is highly desirable Experience developing systematic equity or statistical arbitrage alphas, including intraday rebalancing of multi-day horizon signals Experience working with alternative, fundamental, and exchange / market microstructure data Practical experience applying LLMs or modern ML techniques to research workflows, signal generation, or dataset creation is highly desirable
\nPreferred Experience: Minimum 3 years of experience in quantitative research focused on systematic equities Strong preference for candidates from quantitative trading teams, though we are open to strong quantitative candidates from discretionary environments
\nTarget Start Date: ASAP, though we will wait up to 12 months for an exceptional candidate
","enriched_at":1779955745459},{"id":"job_73b1020c-088","title":"Quantitative Analyst","source_url":"https://mlp.eightfold.ai/careers/job/755956237097","location":"Hong Kong, Hong Kong","job_type":"full-time","experience_level":"mid","work_arrangement":"onsite","category":"Finance","description":"We are seeking a highly skilled and entrepreneurial quantitative analyst to join our newly formed quantamental trading team based in Hong Kong. As a quantitative analyst, you will lead on quantitative research including alpha signal research, portfolio optimization and portfolio construction enhancements, data gathering and analysis, model implementation, backtesting and analysis, portfolio risk and attribution analysis.
\nYou will work and support semi-systematic strategies operating in the Japanese equity market. The pod is led by a Senior Portfolio Manager with 10+ years of experience and a proven track record in alpha generation, strategy development, and risk management at top-tier firms.
\nThis is a unique opportunity to conduct quantitative research from day one, influence strategic direction, and help shape a high-performance team in a collaborative and intellectually rigorous environment.
\nAs a quantitative analyst, you will collaborate directly with quantitative developers, fundamental analysts, and the Senior Portfolio Manager to turn ideas into production-ready strategies.
\nPrincipal Responsibilities
\nRequired Technical Skills
\nRequired Experience
\nHighly Valued Relevant Attributes
\nA fast-growing, collaborative, and entrepreneurial systematic investment team is seeking a highly skilled Quantitative Researcher with expertise in systematic macro strategies.
\nThe ideal candidate will contribute to alpha research, signal development, and strategy implementation in a dynamic and fast-paced environment. This role offers significant career growth.
\nPrincipal Responsibilities:
\nWork closely with the Senior Portfolio Manager to develop systematic macro strategies, focusing on alpha research, including idea generation, data preprocessing, statistical analysis, backtesting, and implementation.
\nContribute to and enhance the internal research platform, including data pipelines, statistical learning tools, alpha analytics, and backtesting frameworks.
\nIndependently explore and develop new alpha ideas while collaborating in a transparent and team-oriented environment.
\nPreferred Technical Skillset:
\nStrong research and programming skills, with proficiency in Python.
\nSolid experience with data analytics libraries (e.g., Pandas, SciPy, NumPy, Polars); extensive library-building experience is a plus.
\nMasters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Physics, Engineering, Financial Engineering, Computer Science, or related field from a top-ranked university. Strong candidates with Bachelor's degree will also be considered.
\nExceptional problem-solving abilities, intellectual curiosity (especially in alpha research), and a proactive research mindset.
\nCreativity and out-of-the-box thinking, combined with rigorous quantitative analysis.
\nPreferred Experience:
\n2+ years of experience in quantitative research with a focus on systematic macro strategies.
\nPreferred experience in hedge fund alpha research in commodities, FX, equity, and bond futures.
\nExperience in macro intraday strategies is a strong plus.
\nExperience in trading cost analysis is a plus.
\nExperience in machine learning is a plus.
\nTarget Start Date:
\nUp to 12 months (strong preference for candidates who can start sooner)
\nMillennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $150,000 to $200,000, which is specific to New York and may change in the future.
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