Quant jobs / Old Mission

Quantitative Researcher (Systematic Equities)

A research role on Old Mission's global equities team in New York, owning the research process from alpha signals to portfolio construction. It also includes monitoring live strategies.

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.

Develop and test alpha signals on structured and unstructured data
Run feature engineering and model validation checks
Build portfolio optimisation with risk constraints and cost models
Run backtests, out-of-sample tests and attribution
Watch live strategies and iterate on them

What they ask for

Required

Python
4+ years of systematic or quant equity research
Portfolio-level risk, style and factor exposure
Large financial datasets and research pipelines
Statistical analysis
Quantitative degree

Education: Degree in maths, physics, statistics, computer science, operations research or a related quantitative field
Experience: 4+ years in quantitative research or systematic trading in global equities
Languages and tools: Python
Markets: equities

How to prepare

Build a factor-neutral equity signal and test robustness out of sample
Implement a portfolio optimiser with transaction costs and risk limits
Study factor risk models and attribution
Practise feature engineering and validation for noisy financial data

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 Old Mission’s site before applying: requirements, location and pay can change after we check them.

View the posting on Old Mission’s site ↗

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