Job Description

Job Description

Flexible US location · Non-competes accommodated

Build original predictive models and see your research through to live trading.

Goliath is partnering with a leading systematic investment and trading firm to hire a Quantitative Researcher for its established intraday and mid-frequency equities and futures business.

You’ll join a selective, collaborative research team developing new statistical and machine-learning approaches to alpha generation. The opportunity combines meaningful individual research contributions with extensive datasets, substantial computing resources, and sophisticated trading infrastructure.

The work

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• Develop original alpha signals and predictive models, from initial hypothesis through backtesting and live deployment.
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• Apply statistical and ML techniques to short-horizon forecasting across equities and futures.
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• Evaluate signals against transaction costs, market impact, and out-of-sample robustness.
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• Work closely with fellow researchers to turn promising findings into systematic trading strategies.
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What you’ll bring

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• Approximately 1–7 years of quantitative research experience, with clear contributions to equities alpha or systematic strategies.
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• Experience building predictive models from scratch, ideally for financial markets.
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• A research publication record with an h-index of 10 or higher .
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• Strong Python skills; C++ experience is a plus.
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• A bachelor’s, master’s, or PhD in Computer Science, Applied Mathematics, Statistics, Engineering, or a related discipline.
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Experience in deep learning, statistical arbitrage, or research that has improved live trading outcomes is particularly relevant.

Compensation: $2M–$3M total compensation, depending on experience and team fit.

Location: Flexible within the US.

Timing: The firm is willing to wait through non-competes.

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