Experienced Quantitative Strategist

WorldQuant builds and runs systematic investment programs that span many asset classes and markets worldwide. The firm’s mission is to generate high‑quality predictive signals, known as alphas, using its own research platform, and to turn those signals into balanced, global investment strategies. In this position you will assist portfolio managers by researching new alphas, constructing models, shaping portfolios, optimizing allocations and helping to launch quantitative trading ideas. You will also design, maintain and improve the software tools that support the research workflow and the day‑to‑day management of portfolios. The ideal candidate holds a doctorate or master’s degree from a highly regarded university in fields such as computer science, mathematics, statistics, physics, engineering or quantitative finance. You should have between two and eight years of experience conducting quantitative research or developing systematic strategies, and be proficient in Python or C++ with a solid grasp of data structures and algorithms. Familiarity with Linux environments, strong analytical problem‑solving skills, and a reputation for ethical conduct and diligent work habits are essential. WorldQuant offers comprehensive medical and dental coverage for employees and their families, a flexible spending account, a 401(k) plan, fully paid parental leave, generous vacation time and unlimited sick days. Additional perks include gym‑membership discounts, wellness programs, free snacks, a casual dress code, continuous learning opportunities, speaker series and off‑site team events. The company promotes an inclusive culture where ideas can come from any individual, encouraging open thinking, continuous improvement and a balance between academic rigor and practical results.