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Futures/Forwards QR (Tier 1 Ph.D)

Job

GQR

Remote

Full-Time

Posted 3 days ago (Updated 1 day ago) • Actively hiring

Expires 7/24/2026

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Job Description

Quantitative Researcher -
Systematic Investing Strategies Overview:
We are a performance-driven active asset management firm with a legacy of innovation and a commitment to delivering exceptional results for institutional and retail clients worldwide. Our proprietary research and disciplined approach drive alpha generation across global markets. Managing approximately $400 billion in assets, we serve clients in over 50 countries, blending deep fundamental insights with cutting-edge quantitative techniques. Join our Systematic Investing Strategies (SIS) team as a Quantitative Researcher , where you'll leverage machine learning, optimization, and advanced data science to uncover alpha opportunities. This is a full-time role based in Boston , with a hybrid work model (3 days in-office).
The Team & Culture:
We're a collaborative, intellectually rigorous group focused on developing data-driven investment strategies. From hypothesis generation to signal backtesting and trading execution, our work directly shapes portfolio decisions. We value curiosity, creativity, and teamwork --success here means thriving in a fast-paced, entrepreneurial environment.
What You'll Do:
Design innovative strategies using advanced mathematical techniques, with a focus on derivatives (futures, CDX, swaps, etc.) Extract alpha signals from structured/unstructured data, including alternative datasets and text analytics Apply machine learning (deep, reinforcement, causal) to enhance signal monetization Conduct statistical analysis across complex datasets to validate hypotheses Stay ahead of market trends through research, conferences, and cross-team collaboration Develop client-facing materials, distilling complex concepts into clear insights
Who You Are:
PhD in a quantitative field (Physics, Math, Engineering, Statistics) or 2-5 years of buy/sell-side experience Expertise in machine learning, optimization, and Bayesian statistics Strong programming skills ( Python, MATLAB preferred) Analytical, detail-oriented, and able to communicate complex ideas effectively Passionate about markets, data, and solving open-ended problems If you're driven by innovation and eager to contribute to a high-impact team, we'd love to hear from you.