Equities Quant Researcher

A leading, multi-manager hedge fund with +$15Bn AuM is growing an established team. This is an opportunity to work under a Portfolio Manager with extensive experience running systematic cash equity strategies. They are looking for a Quantitative Researcher with demonstrated experience conducting alpha research on cash equities.

The ideal hire would have experience applying machine learning and/or statistical learning techniques to develop models to enhance the trading process.

The fund prides itself on its high-quality data, robust infrastructure, and a collaborative culture. This would be an opportunity to learn from a diverse team, with extensive sell and buy-side experience.

Responsibilities

• Developing alpha strategies from global cash equities.
• Leveraging machine learning tools to identify alpha signals from traditional, fundamental, and alternative datasets.
• Collaborating with the PM, supporting with idea generation, data analysis, and backtesting.
• Contributing to the research and trading pipeline, including Risk and Factor Modelling.

Requirements

• Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering.
• Demonstrated experience developing systematic cash equity/ statistical arbitrage strategies.
• Experience with machine learning models and/or statistical learning models (e.g. LLMs, neural networks, Deep Learning models, etc.).
• Capacity to excel in a fast-paced environment.
• Strong coding skills in at least one of the following programming languages: Python, R, MATLAB, and /or C++, C#.