Systematic investment manager with 35+ years of quantitative equity and alternatives expertise
Acadian runs a Python + pandas + scikit-learn stack supporting systematic equity, credit, and alternative strategies across global markets. The hiring composition—biased toward senior and mid-level data talent (4 data roles) with investment and compliance functions represented—reflects an organization scaling research infrastructure and portfolio automation rather than client-facing sales. Active projects cluster around alpha research, data-platform modernization, and trading-strategy signal enhancement, while pain points emphasize data-capability expansion and workflow optimization, suggesting internal tooling maturity remains a competitive lever.
Acadian Asset Management is a Boston-based systematic investment manager founded in 1986, operating with affiliates in London, Singapore, and Sydney. The firm manages equity strategies, credit strategies, alternative strategies designed for absolute returns, and sustainable investing capabilities across global markets. Acadian's operational edge derives from quantitative research infrastructure: alpha and risk analysis systems, portfolio construction and trading execution platforms, and data-driven signal development for equity model enhancement. The firm serves institutional clients via systematic, rules-based investment processes rather than discretionary management.
Python, SQL, pandas, scikit-learn, statsmodels, Linux, Git, AWS, and MarketAxess. The stack reflects quantitative research operations typical of systematic asset managers.
Boston, MA. The firm operates global offices in London, Singapore, and Sydney and is recruiting in both the United States and United Kingdom.
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