Join a globally recognized hedge fund in Berkeley as a Quantitative Researcher focused on multi-asset strategies. This role offers the chance to drive alpha across equities, rates, FX, and commodities using data-driven, systematic approaches.
Key Responsibilities
- Develop and test systematic trading strategies across global markets
- Analyze alternative and traditional datasets for signal discovery
- Build predictive models, risk frameworks, and backtesting tools
- Collaborate with technologists and PMs to bring ideas to production
Qualifications
- Advanced degree (PhD/Master’s) in Quantitative Discipline
- Solid experience in multi-asset research or systematic trading
- Strong programming skills in Python, R, or C++
- Deep knowledge of time-series analysis, stats, and modeling
Why This Role?
- Work at the forefront of quantitative multi-asset investing
- Be part of a collaborative, intellectually curious team
Exceptional compensation + career progression
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