Job description
Quantitative Researcher – Fast Equity Strategies (New York)
We have been retained by a large, global systematic hedge fund seeking a quantitative researcher within equities, focused on alpha signal generation. The role is based in New York.
KEY QUALIFICATIONS
WHAT YOU’LL DO
Willing to wait out non-compete period
Base salary 210-270 K-USD
+ Variable Compensation
+ Competititive Benefits Package
We have been retained by a large, global systematic hedge fund seeking a quantitative researcher within equities, focused on alpha signal generation. The role is based in New York.
KEY QUALIFICATIONS
- 3-10 years of hands-on experience in quantitative equity programs.
- Focus on single stock equities (not indices or futures)
- Focus on alternative data sets (event-driven, credit card etc.)
- Time horizon of 1 – 5 days for alpha signal generation
- Proven expertise in generating impactful equity strategies.
- Experience with unstructured data.
- Experience applying machine learning in systematic trading environments.
- Proficiency in Python libraries, including NumPy, Pandas, and Scikit-Learn.
- Adaptability and precision in a dynamic, fast-paced environment.
- Strong teamwork and communication skills.
- Have a PhD and/MS in a quantitative field.
- Desire to be in a collaborative setting (not siloed)
- Creative Mindset
WHAT YOU’LL DO
- Propose cutting-edge research ideas and identify key data sets for equity trading.
- Conduct thorough backtests of proposed strategies, evaluating their seamless integration with our existing portfolio.
Willing to wait out non-compete period
Base salary 210-270 K-USD
+ Variable Compensation
+ Competititive Benefits Package