Quant Research - Quant Associate Programme - 2027

Marshall Wace is seeking high-calibre, highly numerate individuals for its Quantitative Associate Programme. The Quant Research role focuses on researching predictive signals and models, analyzing data, backtesting trading hypotheses, and collaborating with portfolio managers to develop systematic investment strategies.

What you'll do:

• You will be delivering on the research agenda, in addition to back testing/researching forecasts of asset returns on horizons of hours to years
• You will research, develop, and refine the predictive signals and models that drive our investment strategies — turning data into alpha
• The work spans statistical modelling, machine learning, large-scale data analysis, and signal research: sourcing and exploring novel datasets, designing and validating trading signals, rigorously backtesting hypotheses against real market conditions, and collaborating with portfolio managers to bring the strongest ideas into production
• This is an intellectually demanding role where you will push the boundaries of what our models can capture and continually sharpen our competitive advantage

What they're looking for:

• Master's degree or PhD in a highly quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering, or a related field
• Strong programming skills in Python, C++, or similar languages
• A solid foundation in statistics, probability, and numerical methods
• Genuine interest in financial markets and systematic trading
• Sharp problem-solving ability and a rigorous, analytical mindset
• The ability to work under pressure and manage competing priorities in a fast-paced, live trading environment
• Clear communication skills - you can explain complex technical concepts to a range of audiences
• A proactive, self-starter attitude with the drive to take ownership of projects from day one

Benefits:

• On-the-job training from experienced colleagues
• This role may also be eligible for a discretionary bonus