R
Robinhood
Staff Data Scientist (Quantitative Researcher)
Skills
SQL QueriesPythonMachine LearningCompliance
1 month ago
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Important information
Contract type:
Permanent
Salary:
$217,000 – $255,000 / year
Location:
York, UK
Work mode:
Onsite
Published on:
18 September 2026
What they need
- As a Staff Data Scientist (Quantitative Researcher), you will report to the Chief Investment Officer and play a key role in shaping our investment product offerings
- In this role, you will build complex portfolio construction factor models, identify critical areas for methodology improvement, and design high-performing investment solutions. You will also collaborate closely with Product, Engineering, Compliance, and Legal to launch these products and bring them directly to our customers
- At Robinhood, we believe in the power of in-person work to accelerate progress, spark innovation, and strengthen community. Our office experience is intentional, energizing, and designed to fully support high-performing teams
- Partner with the Chief Investment Officer and investment leadership to develop, refine, and maintain complex portfolio construction models
- Work with large datasets, including unconventional data sources, to predict and test statistical market patterns, conceptualize valuation strategies, and improve mathematical models
- Backtest and implement financial models and signals in a live trading environment
- Continuously research and analyze new approaches to building portfolio models, applying knowledge of existing and emerging quantitative finance principles, theories, and techniques to inform investment decisions
- Partner with product and engineering teams to help design and execute on complex projects and product launches
- Assist with reviews by Legal & Compliance to develop written policies and procedures when new features are introduced or methodology changes are developed- Strong proficiency in Python and SQL for quantitative modeling, statistical analysis, and working with large-scale datasets
- Outstanding communication skills, with a proven ability to translate complex modeling, statistical, or investment concepts for software engineering, product, and compliance partners
- 5+ years of quantitative research, quantitative portfolio construction, or machine learning experience, ideally within asset management, a broker-dealer, an RIA, or broader financial services
- Strong grounding in statistics, machine learning algorithms, and pattern recognition
- Comfort with ambiguity, high personal ownership, and the ability to work independently to deliver on critical business milestones
- Experience taking machine learning models, research, or quantitative signals into a live investing or production environment
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