Location: Boston, MA

Octavius Finance is exclusively partnering with a global asset manager building out its systematic equities research capability in Boston. The team is hiring a Quantitative Researcher to sit directly within the investment group and work on live alpha research rather than purely academic or infrastructure-focused projects.

You will be embedded with Portfolio Managers and senior researchers who are actively deploying systematic equity strategies across developed and emerging markets. The work is highly iterative and market-facing: ideas are expected to move quickly from hypothesis → backtest → portfolio impact, with clear feedback from live performance.

The role sits in a team that is particularly focused on cross-sectional equity signals, alternative data integration, and improving the robustness of existing factor frameworks in production portfolios. Researchers are expected to challenge existing models, not just extend them.

Key Responsibilities

• Develop and refine cross-sectional equity alpha signals used in live systematic portfolios across global markets.

• Work on idea generation grounded in market intuition, academic literature, and alternative datasets (e.g. flows, positioning, fundamentals, or non-traditional data).

• Build, test and stress-test factor models with a strong focus on out-of-sample robustness and regime sensitivity.

• Improve portfolio construction frameworks, including signal combination, weighting schemes, and turnover/transaction cost trade-offs.

• Conduct detailed performance attribution to understand what is driving returns at factor, sector and stock level.

• Investigate model breakdowns and drawdowns, feeding insights back into research and portfolio design.

• Develop and maintain Python-based research pipelines for signal generation, backtesting and analysis.

• Work closely with Portfolio Managers to translate research outputs into implementable portfolio changes.

• Partner with engineering teams to ensure research is production-ready and scalable.

Requirements

• 5–7 years’ experience in quantitative research, systematic equity investing, or alpha research.

• Demonstrable experience building or improving equity signals or factor-based strategies.

• Strong understanding of cross-sectional equity modelling and empirical finance.

• Advanced Python skills with experience working on large-scale financial datasets; SQL exposure required.

• Strong statistical intuition and experience with backtesting pitfalls (overfitting, leakage, regime effects).

• Familiarity with portfolio construction concepts such as optimisation, risk models, and transaction cost modelling.

• Exposure to alternative data, machine learning methods, or high-frequency signals is beneficial but not essential.

• MSc or PhD in a highly quantitative discipline (Maths, Physics, Statistics, Engineering, Computer Science, Economics).

• Evidence of independent thinking and ability to challenge existing models or assumptions.

Backgrounds of Interest

We are particularly interested in candidates coming from:

• Systematic equity hedge funds or asset managers

• Quantitative research teams within multi-strategy or equity L/S platforms

• Alpha research roles focused on factor development or signal generation

• Sell-side quant research with strong empirical equity focus

• Academic research applied to financial markets (with implementation experience)

Additional Information

• Boston-based role within a growing systematic equities hub.

• Direct exposure to live portfolio decision-making and PnL impact.

• Research culture that prioritises speed of iteration and empirical validation over theoretical elegance.

• Close collaboration between research, portfolio management and engineering.

• Competitive compensation aligned with buy-side systematic equity roles.

This is a strong opportunity for a quantitative researcher who wants to work closer to live portfolios and have direct influence on systematic equity performance within a well-capitalised global investment platform.

To apply, please submit a copy of your Word CV to

mailto:quantresearch@octaviusfinance.com