We are currently partnered with a leading multi-manager hedge fund, who is seeking a Quantitative Researcher to join a systematic equities team in New York. This individual will be responsible for researching, developing, and enhancing alpha-generating investment strategies, working closely with portfolio managers, researchers, and technologists in a highly collaborative environment.
Responsibilities
• Research and develop systematic equity investment strategies
• Analyze large, complex datasets to identify predictive signals and market inefficiencies
• Apply statistical and machine learning techniques to investment research
• Partner with portfolio managers and technology teams to implement research ideas
• Evaluate strategy performance and identify opportunities for improvement
• Explore and assess new datasets and alternative data sources
Requirements
• Advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative field
• Strong programming skills in Python and/or C++
• Deep understanding of statistics, machine learning, and data analysis
• Experience conducting quantitative research in financial markets or a comparable research-intensive environment
• Strong problem-solving and communication skills
Preferred
• Prior experience researching systematic equities strategies
• Exposure to alternative data and large-scale research environments
• Demonstrated track record of developing predictive models
