Quantitative Researchers
Description We are seeking a Quantitative Researcher to join a high-performing systematic equities team focused on execution research, market microstructure modeling, and the development of predictive tools that directly impact trading performance. This role is ideal for someone who enjoys working at the intersection of data science, engineering, and automated trading, and who wants to contribute to the evolution of a sophisticated global trading platform. In this position, you will work closely with researchers, traders, and engineers to enhance models used in portfolio optimization, execution strategy, and cost forecasting. This is a highly collaborative environment where practical problem-solving, technical rigor, and creativity are valued. This role is hybrid in Boston, MA onsite 3-4 days a week.
Responsibilities
Build, maintain, and enhance quantitative models for forecasting trading costs, slippage, and market impact Monitor and actively improve execution quality across large-scale global equity portfolios Conduct research on market microstructure dynamics using high-resolution datasets (tick data, order book data, etc.) Develop and backtest short-horizon predictive signals that support execution and alpha-related initiatives Design analytical tools and simulations used for portfolio optimization, strategy evaluation, and execution measurement Collaborate with engineering teams to deploy research into production within fully automated trading systems What This Role Offers High-impact opportunity where research directly influences trading performance Exposure to both execution research and alpha-adjacent modeling Collaborative, engineering-driven environment with significant autonomy Ability to work with cutting-edge data, tools, and fully automated trading infrastructure Clear growth pathway within a rapidly scaling quantitative team Requirements Bachelor's, Master's, or PhD in Computer Science, Mathematics, Statistics, Physics, Engineering, Operations Research, or a related quantitative field 1-6 years of experience as a Quantitative Researcher, Execution Quant, or Market Microstructure Researcher, preferably on the buy side Strong background in statistical modeling, machine learning, time-series analysis, or optimization Experience with transaction cost analysis, execution algorithms, or market-impact modeling Proficiency in Python or R; experience with Java or C++ is a plus Familiarity with large-scale financial datasets and modern data workflows Ability to formulate research questions, design experiments, and communicate insights clearly Interest in financial markets and understanding of systematic or automated trading concepts Technology Doesn't Change the World, People Do. Robert Half is the world's first and largest specialized talent solutions firm that connects highly qualified job seekers to opportunities at great companies. We offer contract, temporary and permanent placement solutions for finance and accounting, technology, marketing and creative, legal, and administrative and customer support roles. Robert Half works to put you in the best position to succeed. We provide access to top jobs, competitive compensation and benefits, and free online training. Stay on top of every opportunity - whenever you choose - even on the go. Download the Robert Half app and get 1-tap apply, notifications of AI-matched jobs, and much more. All applicants applying for U.S. job openings must be legally authorized to work in the United States. Benefits are available to contract/temporary professionals, including medical, vision, dental, and life and disability insurance. Hired contract/temporary professionals are also eligible to enroll in our company 401(k) plan. Visit roberthalf.gobenefits.net for more information. 2025 Robert Half. An Equal Opportunity Employer. M/F/Disability/Veterans. By clicking "Apply Now," you're agreeing to Robert Half's Terms of Use and Privacy Notice. Apply tot his job Apply To this Job