Quant jobs / WorldQuant

Experienced Quantitative Strategist

A quant role supporting portfolio managers with alpha research, portfolio construction and strategy implementation. It also covers building research tools.

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 alphas and models to support portfolio managers
Work on portfolio construction and optimisation
Implement quantitative trading strategies
Build and maintain research and portfolio tooling

What they ask for

Required

PhD or Master's in a quantitative field
2-8 years in quant research or development for systematic strategies
Python and/or C++
Data structures and algorithms
Linux
Problem solving

Education: PhD or Master's in CS, maths, statistics, physics, engineering or quantitative finance
Experience: 2-8 years in quantitative research or development for systematic strategies
Languages and tools: Python
C++
Markets: equities, futures, fx, options

How to prepare

Backtest and optimise a multi-asset systematic portfolio
Study portfolio optimisation and transaction cost handling
Strengthen algorithms and data structures fluency
Build reusable research tooling in Python

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.