ZipRecruiter

Log In

1

Quantitative Portfolio Research Jobs (NOW HIRING)

Fidelity Investments

Quantitative Analyst

Boston, MA · On-site

$100K - $200K/yr

The Team SAI's quantitative research analysts work either directly on an asset class or product ... Collaborate with portfolio management, research, and portfolio engineering teams to enhance the ...

Fidelity Investments

Quantitative Analyst

Boston, MA · On-site

$100K - $200K/yr

The Team SAI's quantitative research analysts work either directly on an asset class or product ... Collaborate with portfolio management, research, and portfolio engineering teams to enhance the ...

previous pagenext page

Showing results 21-40

All JobsScience JobsResearch JobsQuantitative Portfolio Research Jobs

Quantitative Portfolio Research information

See salary details

$81.5K

$100.1K

$128K

How much do quantitative portfolio research jobs pay per year?

As of Sep 14, 2026, the average yearly pay for quantitative portfolio research in the United States is $100,127.00, according to ZipRecruiter salary data. Most workers in this role earn between $91,500.00 and $103,000.00 per year, depending on experience, location, and employer.

What are popular job titles related to Quantitative Portfolio Research jobs?

For Quantitative Portfolio Research jobs, the most frequently searched job titles are:

Infographic showing various Quantitative Portfolio Research job openings in the United States as of August 2026, with employment types broken down into 1% As Needed, 88% Full Time, 10% Part Time, and 1% Contract. Highlights an 78% Physical, 4% Hybrid, and 18% Remote job distribution, with an average salary of $100,127 per year, or $48.1 per hour.

Microstructure Quantitative Researcher

New York, NY • On-site

Point72
Finance and Insurance • 501 - 1,000 employees
Learn more about Point72external

Full-time

Re-posted 24 days ago

Job description

About the Team:

A well-established quantitative portfolio management team at Point72 is looking for an experienced quantitative professional to develop and trade systematic macro strategies, with a focus on market microstructure. The candidate will be given the resources and support to drive the build out and expansion of the quantitative macro business.

Role/Responsibilities:

  • Perform rigorous and innovative research to develop systematic signals for global macro (futures, FX, etc.) markets, with a focus on market microstructure signals
  • Perform feature engineering with order book tick data at intraday to daily horizons
  • Perform feature combination using various modeling techniques ranging from linear to machine learning models
  • Participate in the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
  • Help drive the growth of the investment process and research capabilities of the team
  • Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets
  • Assist in building, maintenance, and continual improvement of production and trading environments

Requirements:

  • MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
  • 4+ years of experience in quantitative research, building statistical models for intraday to daily trading, as part of a successful proprietary trading team with a track record
  • Knowledge of market microstructure for futures and/or FX
  • Prior experience with tick data based feature generation, modelling, and monetization
  • Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
  • Collaborative mindset with strong independent research abilities
  • Commitment to the highest ethical standards

Apply