Quantitative Researcher - Equities and Futures

$150,000 – $175,000

Location: United States (New York – New York) Type: Permanent

My client is a leading global hedge fund with a strong reputation for quant and data-driven trading. The firm has a proven track record of success across multiple asset classes. They are looking to hire a Quantitative Researcher into a pod based in their New York office.

Role Overview:

As an Experienced Quantitative Researcher, you will join an independent, high-performance trading team that is responsible for developing and executing systematic strategies across global equities and futures products. This is a hands-on role where you will contribute directly to the alpha generation process, with a focus on quantitative research and strategy development. You will work alongside seasoned professionals in a collaborative, high-impact environment.

Key Responsibilities:

• Conduct original quantitative research to identify and develop alpha-generating strategies for global equities and futures.
• Build and implement systematic trading models, leveraging your understanding of statistical methods, machine learning, and financial theory.
• Work closely with the portfolio manager and quants to translate research findings into actionable trading strategies.
• Analyze large datasets, apply advanced data science techniques, and utilize cutting-edge tools to identify market inefficiencies.
• Monitor the performance of existing strategies, identify areas for improvement, and refine models to optimize returns.

Qualifications:

• 5+ years of experience in quantitative research and alpha generation, ideally in global equities and futures strategies at a buyside hedge fund, proprietary trading firm, or similar institution.
• Strong background in statistical modeling, machine learning, and data analysis techniques, with proficiency in Python, R, C++, or similar programming languages.
• Proven track record of designing, testing, and implementing successful quantitative strategies that have generated alpha.
• Deep understanding of financial markets, including equity and futures products, as well as macroeconomic factors affecting global markets.
• Exceptional problem-solving skills and the ability to work independently while contributing to a collaborative, high-performance team.
• Advanced degree (Master's or Ph.D.) in a quantitative field such as Computer Science, Mathematics, Physics, Engineering, or Finance is preferred.

Why Join Us?

• Competitive compensation package, including performance-based bonuses and comprehensive benefits.
• Access to cutting-edge technology, research resources, and a global network to help you succeed in your role.
• The chance to directly contribute to the performance of a leading global hedge fund with a strong focus on quantitative research and alpha generation.

Reference: AMC/RSP/NW/EQR