Director of Quantitative Research

San Francisco, California
Competitive salary plus annual bonus, 401k matching, medical benefits and annual PTO
Aug 24, 2021
Sep 23, 2021
Employment Type
Full Time

The Refinitiv StarMine Research team, a London Stock Exchange Group business, is hiring a Director of Quantitative Research. The director will lead research to develop new quantitative models used by our quantitative and fundamental clients. You will join a team of top-notch quants, data scientists and data engineers and play an active role in the research process: reviewing academic literature, developing a pipeline of ideas, constructing hypotheses and research plans, becoming intimately familiar with novel and unusual data sets, running analyses to test hypotheses, and building quantitative models for our customers. If you are passionate about quantitative finance, have strong analytical and programming skills, are eager to learn, and excited about creating novel and robust quantitative models, then this is the job for you!


StarMine from Refinitiv is a global leader in research analytics. StarMine's research and quantitative stock selection models are extensively used by both quantitative and fundamental portfolio managers at more than 550 of the top asset management firms around the world. StarMine products help them to more efficiently research companies, monitor their holdings, and generate investment ideas. We are known for "analyzing the analysts," predicting earnings surprises, and our quant equity factor models. The quant research team is building new models based on novel proprietary data sets that take advantage of Refinitiv’s unique resources. We build models with traditional statistical techniques and financial insights as well as predictive models based on the latest techniques in machine learning.


Primary responsibilities:

  • Review academic literature pertaining to quantitative modeling effort
  • Generate research ideas and help to shape the team’s research agenda
  • Gain familiarity with new research data sets and become proficient in manipulating them
  • Perform detailed analyses to test hypotheses, formulate insights, and build quantitative models
  • Develop relationships with customers and understand industry trends and opportunities in quantitative finance, focusing our research to develop impactful models and analytics
  • Present and communicate results and ideas clearly and concisely to the research team, internal partners, customers, and through publication of research and white papers
  • Collaborate on research and share knowledge in a learning environment
  • Manage team members and provide peer review on other’s research



  • Master’s or Ph.D., in engineering, mathematics, science, computer science, economics, finance, or related field
  • 7-10 years of experience in quantitative financial research, including equity factor model research
  • A track record of successfully bringing quantitative products to market or implementing models in a live trading environment
  • Strong and significant programming experience, preferably in Python or R. Proficiency in a Unix or Linux environment also a plus
  • Proficiency in SQL and data manipulation
  • Experience in applying machine learning and NLP is a plus, including deep learning, CNNs, and BERT
  • Publishing track record is a plus
  • Top notch quantitative aptitude
  • Ability to think creatively and communicate complex concepts clearly and concisely


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