Quantitative Researcher

Quantitative Researcher Leading Systematic Hedge Fund New York City – on-site $200k - $300k base + bonus We are representing one of the world’s top-performing hedge funds, consistently among the best returns in the industry, to hire a Quantitative Researcher into its central equities research group. Rather than sitting in a single pod, you’ll be in a dedicated research team whose signals are used across the fund’s entire equities business. You’ll have access to some of the deepest datasets and research infrastructure in the industry, and work alongside some of the strongest researchers in the market. You’ll own ideas end to end, from hypothesis through to production, building and refining predictive signals and working closely with traders and engineers to get them live. Ideal experience: At least 2+ years of experience in a quantitative research role, ideally focused on alpha generation within equities A proven track record of developing predictive signals or systematic strategies that have made it into production Strong programming skills in Python (C++ or similar is a plus), with the ability to work with large, noisy datasets Deep grounding in statistics, machine learning and/or time-series analysis, with a rigorous approach to research and backtesting Advanced degree (PhD or Master’s) in Mathematics, Statistics, Physics, Computer Science, or a related quantitative field Strong communicator – being able to clearly explain research findings to PMs and work across research, trading and engineering is critical Experience with alternative data, fundamental data or cross-sectional equity models is desirable, though not essential