Quantitative Research Analyst, Officer

State Street•Cambridge, MA

19h•Onsite

About The Position

The Quantitative Research Analyst (Officer) will be a member of the Insights team and will assist in building and deploying quantitative research tooling and proprietary time-series data products for State Street Markets’ client-facing research portal, Insights. The Insights team is part of State Street Associates (SSA), a unique partnership between State Street and thought leaders in academic finance, headquartered in Harvard Square in Cambridge, MA. In collaboration with our academic partners, we produce original research that is frequently published in academic and practitioner journals, and which helps inform our suite of multi-asset data products in areas such as asset flow and positioning, inflation, and market risk. In this role, the Quantitative Research Analyst will work cross-functionally with senior researchers, macro strategists, and technologists to translate research concepts into production-ready data products and tools within Insights. The successful candidate will help design and build custom indices, factor series, and other derived time-series datasets. They will also contribute to defining refined and normalized data series that can be reliably charted and used in downstream analysis. A key part of the role is supporting the buildout of new AI-enabled research tooling that accelerates the research process, including quantitative libraries being developed to interface directly with large language models.

Requirements

Strong quantitative, analytical, and problem-solving skills.
High proficiency in Python, SQL, and financial time-series analysis.
Curiosity about applying AI tools to improve research workflows.
Ability to communicate technical ideas clearly to cross-functional partners.
Careful attention to data quality, validation, and analytical rigor.
Advanced degree or equivalent experience in finance, economics, mathematics, computer science, data science, or a related quantitative field.
3+ years of relevant experience in quantitative research, quantitative development, data science, or financial analytics.
Strong experience working with Python, SQL, and large structured datasets.
Familiarity with financial markets, asset classes, factor research, or investment data.

Nice To Haves

Experience with AI-assisted coding or large language model tools is preferred.
Experience with Oracle or other relational databases is helpful.

Responsibilities

Build and maintain proprietary time-series datasets used in Insights research products.
Design custom indices, factor series, and derived financial indicators.
Conduct quantitative analysis and backtesting across different market environments.
Develop Python libraries that support repeatable research and analytical workflows.
Help build AI-enabled tools that accelerate research production and exploration.
Translate research concepts into scalable data products and analytical tools.
Partner with researchers, strategists, and technologists to implement new capabilities.
Validate data quality, model outputs, and analytical results before publication or release.

Benefits

competitive and comprehensive benefits packages
generous medical care
insurance
savings plans
flexible Work Programs
development programs
educational support
retirement savings plan (401K) with company match
insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages
paid-time off including vacation, sick leave, short term disability, and family care responsibilities
access to our Employee Assistance Program
incentive compensation including eligibility for annual performance-based awards
paid volunteer days
matching gift programs
access to employee networks