Quant jobs / WorldQuant

Quantitative Researcher

An entry-level researcher role finding predictive alpha signals from data for WorldQuant's models. No finance background is needed, just interest and research ability.

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.

Explore data to find new alphas
Turn ideas into mathematical signals and test them
Learn WorldQuant's research process from senior researchers
Apply machine learning and computational methods to markets

What they ask for

Required

Bachelor's, Master's or PhD in a quantitative field
Excellent academic record
Programming in C/C++, Python or another language
Problem solving and attention to detail
English communication

Education: Bachelor's, Master's or PhD in maths, CS, physics, industrial or financial engineering or similar
Experience: New graduates welcome; no finance experience required
Languages and tools: Python
C++

How to prepare

Build and backtest a simple cross-sectional equity signal
Learn statistics for noisy financial data and overfitting control
Study the basics of global markets
Practise Python data work on market datasets

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.