Quantitative Researcher Systematic Equities

Role overview

The Quantitative Researcher will contribute to the development, testing, and implementation of systematic equity strategies in global markets. Working closely with Portfolio Managers, data scientists, and engineers, you will play a critical role in alpha discovery, model enhancement, and execution optimization.

Key Responsibilities

• Research and develop predictive signals, factors, and systematic strategies for global equities.
• Conduct large-scale data analysis and statistical research using both traditional and alternative datasets.
• Build and enhance models for portfolio construction, risk management, and execution.
• Collaborate with technology teams to improve research infrastructure and data pipelines.
• Monitor strategy performance, identify weaknesses, and implement improvements.
• Stay up to date with cutting-edge techniques in machine learning, optimization, and statistical modeling.

Ideal profile

• Advanced degree (Master’s/PhD) in a quantitative discipline (e.g., Mathematics, Statistics, Computer Science, Engineering, Physics).
• Experience in systematic equities research (statistical arbitrage, factor investing, or ML-driven strategies) at a hedge fund, prop trading firm, or top investment bank.
• Strong programming skills in Python, C++, or similar with the ability to handle large datasets.
• Solid understanding of equity markets, microstructure, and execution dynamics.
• Strong problem-solving skills, intellectual curiosity, and a passion for quantitative investing.

What’s on offer

• Opportunity to work at one of the world’s most prestigious hedge funds.
• Access to world-class infrastructure, alternative datasets, and cutting-edge technology.
• Collaborative and meritocratic culture with a focus on innovation.
• Competitive compensation package tied to research impact and performance.

Career growth opportunities within a global investment platform.