What are the responsibilities and job description for the Quant Researcher (Systematic Trading) position at Heidegger Capital?
Role Description
This is a Quantitative Researcher role located in Boston, MA. The Quantitative Researcher will develop and maintain systematic strategies across (1) CTA-style time-series models (trend, carry, defensive overlays) and (2) cross-sectional factor investing (value, momentum, quality, low risk, industry/sector neutral portfolios). Responsibilities include cleaning and structuring market and fundamental datasets, designing statistical and machine-learning models, performing rigorous backtests and robustness checks, and partnering with engineering to productionize research with reproducible pipelines. The role will support portfolio construction (constraints, risk budgeting, position sizing), performance attribution, and ongoing model governance to ensure strategies remain stable and interpretable under changing market conditions. Both Internship & Full time positions available.
Qualifications
- Strong foundation in Statistics and Mathematics
- Proficiency in Quantitative Research and Quantitative Investing
- Exceptional Analytical Skills to interpret complex data sets
- Proficiency in programming languages such as Python, R, or MATLAB is advantageous
- Experience in financial modeling and working with large datasets is a plus
- Strong problem-solving abilities and attention to detail
- Master’s or Ph.D. in a quantitative discipline (e.g., Mathematics, Statistics, Computer Science, Data Science, or related fields) is preferred