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Quantitative Researcher Portfolio Manager Jobs (NOW HIRING)

Anson McCade

Quantitative Researcher

Manhattan, NY · On-site

The firm is looking for Quantitative Researchers covering Equities, Futures/D1 or Options trading ... Creating quantitative tools and infra to aid the strategy development process, such as portfolio ...

Point72

Quantitative Researcher - Macro

New York, NY · On-site

$150K - $200K/yr

Improve existing strategies and portfolio optimization * Execution monitoring * Be a core ... Experience managing and running risk is a strong plus * Proficiency in Python using the machine ...

Point72

Quantitative Researcher - Macro

New York, NY · On-site

$150K - $200K/yr

Improve existing strategies and portfolio optimization * Execution monitoring * Be a core ... Experience managing and running risk is a strong plus * Proficiency in Python using the machine ...

Point72

Cubist Quantitative Researcher

New York, NY · On-site

... portfolio managers and researchers. Our most exceptional team members combine strong technical ... Strong analytical and quantitative skills * Demonstrated ability to conduct independent research ...

Point72

Macro Quantitative Researcher

New York, NY · On-site

A well-established quantitative portfolio management team at Point72 is looking for an experienced ... Perform rigorous and innovative research to develop systematic signals for global macro (futures ...

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How much do quantitative researcher portfolio manager jobs pay per year?

As of Sep 10, 2026, the average yearly pay for quantitative researcher portfolio manager in the United States is $119,165.00, according to ZipRecruiter salary data. Most workers in this role earn between $78,500.00 and $152,500.00 per year, depending on experience, location, and employer.

What is a quantitative researcher portfolio manager?

A Quantitative Researcher Portfolio Manager is a finance professional who uses advanced mathematical models, statistical techniques, and data analysis to develop and manage investment portfolios. They combine their skills in quantitative research with portfolio management to identify trading opportunities, assess risk, and optimize asset allocation. This role often involves designing automated trading strategies, backtesting models, and continuously monitoring performance to achieve specific investment objectives. Their expertise helps firms make data-driven investment decisions and maximize returns while managing risk.

How do quantitative researcher portfolio managers balance research responsibilities with portfolio management tasks?

Quantitative Researcher Portfolio Managers often split their time between developing and testing new trading models, analyzing large datasets, and actively managing investment portfolios. Balancing these responsibilities requires strong time-management skills and a collaborative approach, as they frequently work with data scientists, traders, and software engineers to integrate research insights into real-time portfolio decisions. They may spend mornings monitoring market activity and adjusting strategies, while afternoons are often dedicated to research, back-testing, and team discussions. This dynamic environment offers exposure to both hands-on portfolio management and cutting-edge quantitative research, supporting both technical growth and strategic investment expertise.

What are the key skills and qualifications needed to thrive as a quantitative researcher portfolio manager, and why are they important?

To thrive as a Quantitative Researcher Portfolio Manager, you need deep expertise in quantitative analysis, financial modeling, statistics, and a background in fields like mathematics, finance, or computer science, often supported by advanced degrees. Familiarity with programming languages such as Python, R, or MATLAB, experience with data analysis platforms, and credentials like CFA or FRM are highly valued. Exceptional problem-solving skills, attention to detail, and strong communication abilities help you interpret data and collaborate with investment teams. These skills and qualities are crucial for developing robust investment strategies, effectively managing risk, and driving portfolio performance in highly competitive markets.

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Infographic showing various Quantitative Researcher Portfolio Manager job openings in the United States as of August 2026, with employment types broken down into 88% Full Time, 11% Part Time, and 1% Contract. Highlights an 85% Physical, 2% Hybrid, and 13% Remote job distribution, with an average salary of $119,165 per year, or $57.3 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 21 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