Quant jobs / Morgan McKinley

Quantitative Researcher

Morgan McKinley recruits for an unnamed trading client. The researcher develops and tests statistical strategies across liquid markets.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research predictive signals.
Backtest systematic models.
Deploy and monitor strategies.

What they ask for

Required

Statistics
Time-series analysis
Machine learning
Programming
Large-dataset analysis

Education: Quantitative master’s or PhD required.
Experience: Relevant trading experience is advantageous; years unspecified.
Languages and tools: Python
C++
R
Markets: equities, futures, fx

How to prepare

Test signal stability.
Model trading costs.
Validate forecasts chronologically.

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Morgan McKinley’s site before applying: requirements, location and pay can change after we check them.

View the posting on Morgan McKinley’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Morgan McKinley and doesn’t handle applications.