$200,000-250,000 USD

Performance-based bonus

Onsite WORKING

Location: New York, New York - United States Type: Permanent

Senior Quantitative Researcher - Quantamental Investing/Alpha Capture (New York)

Our client is a multi-strategy hedge fund which is scaling a team based in New York. They are hiring a Senior Quantitative Researcher ( 5+ years) with experience in fundamental alpha research. The role will encompass taking a scientific approach to traditional, fundamental and alternative datasets to research and enhance predictive signals for US equities.

The successful candidate will act as a Senior on the team, leading junior Quantitative Researchers and taking ownership of their own strategy research, using varying types of datasets and identifying new sources of alpha.

The Role:

• Alpha research on US equity markets, using a mix of quantitative and quantamental research on traditional quant/fundamental and alternative data.
• Assessing the efficacy of new datasets, working on preprocessing and feature engineering.
• Portfolio construction and optimisation, risk modelling, and transaction cost analysis.
• Leading and collaborating with other members of the team.

Requirements:

• 5+ years of experience in alpha research, with a track record in developing high Sharpe strategies.
• A Master's or PhD degree in a quantitative field, such as Maths, Physics, or Computer Science.
• Expert level Python