We are hiring Equity Quant Researchers for leading hedge funds across London, New York, and Hong Kong. These roles focus on researching and developing systematic strategies across global equity markets, using large-scale datasets, statistical modelling, and machine learning techniques to identify differentiated sources of alpha.
You will work across signal research, feature development, backtesting, portfolio construction, and strategy enhancement, with the opportunity to influence live investment processes. Successful candidates will typically have a strong quantitative background, excellent programming and data-analysis skills, and experience conducting rigorous empirical research. We are interested in both established quantitative finance researchers and exceptional candidates from highly technical academic or research backgrounds.
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