A top-tier systematic hedge fund is seeking Quantitative Researchers to drive the development of cutting-edge trading strategies across global markets. This is an opportunity to work at the frontier of quantitative finance, applying advanced mathematics, machine learning, and statistical modeling to some of the most complex problems in markets today.
Researchers at this firm are central to the investment process, generating ideas, testing hypotheses, and building models that directly impact trading performance. The role is highly collaborative, with direct mentorship from senior portfolio managers and experienced engineers who have built some of the industry’s most successful strategies.
What the role offers:
- Exposure to a broad range of markets and asset classes, from equities and commodities to fixed income and FX
- The opportunity to design and implement quantitative models that go live in production and generate measurable P&L impact
- Hands-on experience with large-scale, diverse datasets (market, fundamental, and alternative data)
- The chance to apply and extend techniques in machine learning, statistical inference, and optimization to real-world market dynamics
- A fast-paced environment where research and engineering are deeply integrated, providing the tools and infrastructure to move ideas from concept to live trading
Responsibilities include:
- Analyzing financial and alternative datasets to identify predictive signals
- Researching, developing, and backtesting quantitative trading models
- Implementing machine learning and advanced statistical techniques for alpha discovery
- Building and maintaining robust research and modeling infrastructure
- Supporting live trading operations by monitoring model performance and suggesting improvements
