Senior Portfolio Construction Quant Researcher
Permanent
Research
London, New York, Hong Kong, Singapore
A world-renowned hedge fund is seeking a Senior Quantitative Researcher – Portfolio Construction to join its global team. This is a senior-level opportunity for a quantitative expert to play a key role in designing, optimizing, and implementing portfolio construction models across a wide range of strategies and asset classes. The ideal candidate will bring deep experience in signal integration, risk modeling, alpha combination, and capital allocation frameworks. You will work closely with Portfolio Managers, Researchers, and Engineers to refine portfolio design and enhance overall performance through cutting-edge quantitative insights.
This role requires strong programming skills (e.g., Python, C++, or similar), a PhD or advanced degree in a quantitative discipline (e.g., Mathematics, Physics, Computer Science, Financial Engineering), and a proven track record in a systematic or multi-manager hedge fund environment. The position can be based in major financial hubs such as New York, London, Hong Kong, or Singapore, with a focus on collaboration and impact across global investment teams.
Join a leading platform that values innovation, data-driven decision-making, and excellence in execution. This is a unique chance to influence capital deployment at scale and shape the future of portfolio construction at one of the world’s top hedge funds.
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