A Quantitative Hedge Fund managing $5bbn AUM with 10 years of exceptional performance is looking for a Quantitative Researcher specialized in Optimization research to join their tight-knit team in NYC. The incoming member will work in a group of ~20 QRs who are largely focused on systematic strategy development across global equity & future markets.

This QR seat is open to both PhD/Postdoc graduates and those coming from industry who possess an incredibly strong mathematical + analytical skillset. You will be entrusted in spearheading the research agenda for developing covariance models to understand intraday changes in markets, identify how well internal forecasts perform and in turn, identify optimal portfolio optimization features to maximize the PnL of alpha.

The ideal candidate for this role will have:

• 2+ years of experience conducting optimization and/or monetization research (buyside preferred)
• Exceptional mathematical modeling skillset
• Advanced Python coding capabilities
• Strong interest in financial markets + the complex problems that exist in the space
• PhD in Mathematics, Statistics, Physics, Operations Research, EECS