Quant jobs / Squarepoint Capital

Quantitative Researcher – Volatility Medium-Frequency

A researcher on Squarepoint's volatility team working on single-stock portfolios, execution research and alpha monetisation. The role links signal research with trading costs and risk.

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.

Construct and manage single-stock portfolios
Research execution and market impact to cut trading costs
Improve how alpha signals are monetised
Monitor exposures, factor sensitivities and attribution daily
Write research reports on signal effectiveness

What they ask for

Required

Master's in financial engineering or related
1 year as a quant researcher
Statistical modelling
Multi-asset portfolio construction and risk
Market-impact analysis
Alpha signal development
Python

Education: Master's or equivalent in financial engineering or a related field.
Experience: 1 year as a quantitative researcher in asset management or market research.
Languages and tools: Python
Markets: equities, options

How to prepare

Build a market impact model and test it on trade data
Study portfolio construction with risk constraints
Learn factor exposure and attribution methods
Research a volatility-based equity signal end to end

What to study

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

Open the roadmap

Apply

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

View the posting on Squarepoint Capital’s site ↗

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