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Multi-strategy hedge fund

Junior Quantitative Researcher — Equities

Location
New York, NY
Compensation
Competitive base + performance bonus
Firm Type
Multi-strategy hedge fund

What You'll Be Doing

As a Junior Quantitative Researcher, you will join a dynamic team focused on equity research. Your role will include:

  • Researching and developing predictive signals for equity markets.
  • Applying statistical and machine learning techniques to large financial and alternative datasets.
  • Designing, testing, and implementing systematic investment strategies.
  • Conducting rigorous backtesting and performance analysis.
  • Exploring new datasets and identifying differentiated sources of alpha.
  • Collaborating with portfolio managers and researchers to improve portfolio construction and signal generation.
  • Building scalable research tools and analytical frameworks.
  • Presenting research findings and investment insights to the broader investment team.

Who We're Looking For

  • PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, Finance, Operations Research, or a related quantitative discipline.
  • 0-3 years of experience in quantitative research, systematic investing, machine learning, data science, or a related field.
  • Strong programming skills in Python.

Why This Role

This is an exceptional opportunity to work at the intersection of quantitative research and portfolio management within a leading hedge fund. You will have the chance to collaborate with seasoned experts, apply cutting-edge techniques, and contribute to impactful investment strategies in a fast-paced, innovative environment.

Interested in this role?

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