Goliath is partnering with a leading systematic investment and trading firm to hire a Quantitative Researcher within its established intraday equities & futures business. The firm is willing to wait through non-competes. You would join a highly selective, collaborative team conducting novel research and developing new statistical and ML methodologies for intraday and mid-frequency equities& futures investing. Researchers benefit from extensive datasets, substantial computing power, and sophisticated infrastructure to take original ideas from initial hypothesis to live trading.
Essential Requirements:
H-index of at least 10.Approximately 1–7 years of quantitative research experience, with clear contributions to equities alpha signals or systematic strategies.
Previous experience building greenfield predictive models from the ground up, ideally applied to financial markets.
Bachelor’s, master’s, or PhD in Computer Science, Applied Mathematics, Statistics, Engineering, or a related field.
Proficiency in Python (and C++ is an added value).Strong understanding of transaction costs, market impact, and out-of-sample robustness.
Preferred Experience:
ML research, including deep learning.
Short-horizon forecasting or statistical arbitrage.
Evidence of individual research contributions that have improved live trading outcomes.
Compensation: $2M–$3M TC, depending on experience and team fit.
Location: Flexible (US)
If interested, please apply or contact Goliath for a confidential conversation.
