We are partnering with a leading global hedge fund seeking an exceptional Quantitative Researcher to join its systematic equities investment team.
The role will focus on the research, development and implementation of systematic equity strategies, working across alpha generation, signal research, portfolio construction and execution. The successful candidate will leverage large and complex datasets to identify persistent market inefficiencies and translate research into scalable, production-ready investment strategies.
We are particularly interested in candidates with a strong background in statistics, machine learning, econometrics or applied mathematics, alongside hands-on experience researching equity markets. Candidates should demonstrate rigorous empirical research skills, proficiency in Python and/or C++, and an ability to take ideas from initial hypothesis through backtesting and live implementation.
This is an opportunity to work alongside experienced Portfolio Managers and researchers within a world-class quantitative investment platform, with access to extensive alternative datasets, sophisticated research infrastructure and significant computational resources. The role offers direct exposure to the investment process and the opportunity for successful research to have a meaningful impact on live portfolio performance.
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