Skip to main content
Leading multi-manager hedge fund is looking for a Quantitative Researcher to join their desks in New York City. While it is a pod setup, the team consists of various PMs, QRs, and QDs, covering multiple asset classes and all collaborating with each other on generating new trading ideas. They seek someone who will help expand their coverage on systematic intraday commodities strategies - this role is purely on signal generation and signal construction. The ideal candidate will have the following: 2-10 years experience in quantitative research Background in developing systematic intraday or short-term signals on commodities Experience with commodities (cross-commodity, or specifically on oil, power and gas, ags, etc) Fluency with Python

Also on the board Same function, level within a rung

Level

Senior

Location

Glens Falls, NY

Occupation

Financial Quantitative Analysts

Industry

Portfolio Management and Investment Advice

Posted

yesterday

Apply for this role (opens in a new tab)