Quantitative Researcher

Chicago, IL - USA

Yearly Salary: $ 100000 - 175000

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

We are seeking highly motivated and talented people to join the Boerboel team. As a member of the team you will be working with passionate and curious colleagues who thrive on solving complex problems. Boerboel is an office-first firm. While we offer flexibility to our employees remote work is not available at this time.

As a Quantitative Researcher youll use a rigorous scientific method to develop sophisticated investment models and shape our understanding of market behavior. Youll explore large datasets generate hypotheses and partner closely with different members of the team to turn research into reality.

Objectives:

Use statistical modeling optimization and machine learning techniques to analyze large and diverse datasets
Create and test complex investment and trading models across multiple asset classes
Work with engineers to implement and backtest models in live trading environments
Design experiments and analyze real-world results to refine hypotheses and improve performance
Stay current with new research in statistics machine learning and quantitative finance
Contribute to discussions that help shape the direction of our firms quantitative research strategy

Qualifications:

Demonstrated ability and experience through internship or academic projects (0-2 years)
Bachelors Masters or Ph.D. in a technical or quantitative discipline such as Statistics Mathematics Physics Electrical Engineering Computer Science or related field (graduating Dec 2025 June 2026)
Strong foundation in probability statistics linear algebra and data analysis
Intermediate programming skills (Python or C)
Experience conducting research or independent projects involving data analysis modeling or algorithm development
Strong analytical and critical thinking skills with a creative approach to problem-solving
Excellent written and verbal communication skills able to present complex ideas clearly and succinctly
Curiosity about financial markets (no prior finance experience required)

Preferred:

Hands-on experience with machine learning frameworks (e.g. scikit-learn PyTorch TensorFlow)
Exposure to time-series analysis signal processing or stochastic modeling
Familiarity with data visualization tools (Matplotlib Plotly ggplot etc.)
Coursework or research in econometrics game theory or optimization
Academic or open-source research publications

This position is eligible to be based in Chicago IL New York NY or London compliance with applicable U.S. pay transparency laws the anticipated base range for this role is $100000-$175000 annually in Chicago IL and New York NY. Pay (base and bonus) may vary depending on job-related skills and experience. A discretionary performance bonus may be provided as part of the total compensation package.

Eligible employees can participate in our benefits package which include health insurance retirement savings plan PTO etc. Offerings may differ depending on location.

Objectives:

Use statistical modeling optimization and machine learning techniques to analyze large and diverse datasets
Create and test complex investment and trading models across multiple asset classes
Work with engineers to implement and backtest models in live trading environments
Design experiments and analyze real-world results to refine hypotheses and improve performance
Stay current with new research in statistics machine learning and quantitative finance
Contribute to discussions that help shape the direction of our firms quantitative research strategy

Qualifications:

Demonstrated ability and experience through internship or academic projects (0-2 years)
Bachelors Masters or Ph.D. in a technical or quantitative discipline such as Statistics Mathematics Physics Electrical Engineering Computer Science or related field (graduating Dec 2025 June 2026)
Strong foundation in probability statistics linear algebra and data analysis
Intermediate programming skills (Python or C)
Experience conducting research or independent projects involving data analysis modeling or algorithm development
Strong analytical and critical thinking skills with a creative approach to problem-solving
Excellent written and verbal communication skills able to present complex ideas clearly and succinctly
Curiosity about financial markets (no prior finance experience required)

Preferred:

Hands-on experience with machine learning frameworks (e.g. scikit-learn PyTorch TensorFlow)
Exposure to time-series analysis signal processing or stochastic modeling
Familiarity with data visualization tools (Matplotlib Plotly ggplot etc.)
Coursework or research in econometrics game theory or optimization
Academic or open-source research publications

Eligible employees can participate in our benefits package which include health insurance retirement savings plan PTO etc. Offerings may differ depending on location.