Quant jobs / State Street

Quantitative Investment Researcher (AVP)

A research role in an investment research group that partners with academics to produce papers, indicators and tools for institutional investors. The focus is on prediction methods and portfolio strategy.

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.

Support research on transparent machine learning and non-linear prediction
Work on portfolio optimisation, dynamic allocation and risk management studies
Co-write white papers and journal articles with colleagues and academics
Turn research findings into indicators, tools and client solutions
Present research to clients as a subject expert

What they ask for

Required

Master's in finance, economics, maths, computer science or similar
2+ years in a quantitative research role
Financial markets, investment analysis and portfolio theory
Statistical analysis
Python and SQL
Strong written communication

Education: Master's in finance, economics, maths, computer science or a related field
Experience: 2+ years in a quantitative research role
Languages and tools: Python
SQL
Excel
Markets: multi-asset

How to prepare

Replicate a published asset allocation or prediction paper in Python
Practise interpretable machine learning methods on financial data
Learn mean-variance and robust portfolio optimisation, including estimation error
Write a short research note presenting a result for a non-technical reader

What to study

The Portfolio and Factor 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 State Street’s site before applying: requirements, location and pay can change after we check them.

View the posting on State Street’s site ↗

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