Quant jobs / WorldQuant

Deep Researcher

A quantitative researcher role in a new team that builds sector and broad alphas from deep fundamental understanding. It works with data scientists, engineers and data sourcing staff.

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.

Plan a research agenda combining fundamentals, data exploration and quantitative analysis
Become a domain expert on assigned fundamental topics
Explore and enrich structured and unstructured datasets
Study what drives the value of each alpha

What they ask for

Required

2+ years of financial research
SQL and Python for large complex datasets
CFA Level I or similar financial qualification
Time series analysis
C/C++ and Python coding
English communication

Preferred

Alternative datasets
Bloomberg or Reuters familiarity

Education: Finance qualification such as CFA Level I, MBA or accountancy background
Experience: 2+ years of relevant financial research
Languages and tools: Python
C++
SQL
Markets: equities

How to prepare

Learn company valuation methods and how fundamentals link to returns
Build a fundamentals-based equity signal and test it
Practise time series modelling in Python
Explore an alternative dataset and write up what it predicts

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

View the posting on WorldQuant’s site ↗

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