Quantitative Researcher (Systematic), New York Large Global Multi-Asset Hedge Fund Large $ Performance TC + Significant Opportunity for Career Progression
: Job Details :

We are partnering with a double-digit AUM Multi-Strat Hedge Fund that focuses on deployment of systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange. The firm operates on a global scale, and is particularly interested in supporting their current growth with the addition of an Experienced Cash Equities Quantitative Researcher.

The successful candidate will be responsible for end-to-end development of strategies, contribution to the analysis framework for scalable research, and maintenance and improvement of portfolio trading in a production environment.

Opportunities for progression are unparalleled given your exposure to the Investment team, as well as potential relocation overseas.

Candidate requirements:

• Applicants must have a strong track record delivering successful systematic quantitative strategies.
• Candidates must have a strong academic record from top tier institutions.
• 3+ years of work experience in mid-frequency systematic alpha research in cash equities, with exposure to statistical arbitrage or alternative data research.
• Experience with signal blending and portfolio construction.
• Fluency in data science practices, e.g., feature engineering. Experience with machine learning is a plus.

Additional information:

• The firm offers industry leading performance bonuses, as well as large incremental year-on-year comp increases.
• This role is also open for the firm's London office.
• Open to relocating relevant candidates to New York or London.