Senior Quantitative Researcher — Equities Machine Learning & Statistical Arbitrage

What You'll Be Doing

As a Senior Quantitative Researcher, you will play a pivotal role in the Equities Machine Learning and Statistical Arbitrage platform.

• Research and develop alpha signals for systematic equity strategies.
• Design and enhance statistical arbitrage and market-neutral investment models.
• Apply machine learning techniques to large-scale financial and alternative datasets.
• Conduct rigorous hypothesis testing, backtesting, and model validation.
• Develop predictive models for return forecasting, risk estimation, and portfolio optimization.
• Identify and evaluate new datasets and alternative data sources.
• Partner with portfolio managers to integrate research into live trading strategies.
• Improve research infrastructure and contribute to scalable research processes.
• Collaborate with engineering and technology teams to deploy production-ready models.
• Mentor junior researchers and contribute to the broader research agenda.

Who We're Looking For

• PhD in Statistics, Mathematics, Computer Science, Physics, Engineering, Machine Learning, Operations Research, Economics, or a related quantitative field.
• 5+ years of experience in quantitative research or a related field.
• Strong programming skills in Python, R, or similar languages.
• Expertise in machine learning techniques and statistical modeling.
• Proven track record of generating investment insights that lead to measurable portfolio performance.

Why This Role

This is an exceptional opportunity to join a leading multi-strategy hedge fund known for its innovative approach to quantitative investing. Collaborate with top-tier professionals and leverage cutting-edge technology to drive impactful investment strategies in a dynamic and supportive environment.