Quantitative Researcher - Systematic Equity (Alpha Research)
I am currently partnering with a premier $10B+ AUM quantitative hedge fund to find an exceptional Quantitative Researcher to join their Systematic Equity team. My client is known for its rigorous scientific approach and industry-leading performance. This is a high-impact role where you will be responsible for the full research lifecycle, directly influencing the alpha generation of a global portfolio.
As a Quantitative Researcher, you will drive the firm’s edge by discovering and refining systematic signals. You will move beyond simple factor models, leveraging alternative datasets and advanced statistical techniques to capture market inefficiencies.
Responsibilities:
- Alpha Generation: Identify, backtest, and implement novel alpha signals in global equities using high-frequency and alternative data.
- Strategy Optimization: Enhance existing systematic strategies by improving signal-to-noise ratios and refining entry/exit logic.
- Portfolio Construction: Collaborate with the Portfolio Management team to optimize weights, manage risk-adjusted returns, and minimize market impact/transaction costs.
- Advanced Analytics: Utilize machine learning and Bayesian statistics to model complex market dynamics and regime shifts.
