Quantitative Analyst

Quantitative Equity Strategist

Multi-Strategy Hedge Fund | New York, NY

Overview

We are seeking a Quantitative Equity Strategist to join a growing systematic investing team focused on developing and enhancing alpha-generating strategies across global equity markets. This individual will work closely with Portfolio Managers, Quant Researchers, and Software Engineers to identify investment opportunities, develop predictive models, and improve portfolio construction and execution processes.

The ideal candidate combines strong quantitative and statistical skills with practical experience working with large-scale financial datasets and systematic investment strategies. This is a highly collaborative role offering direct exposure to portfolio management, research, and investment decision-making.

Responsibilities

• Research, develop, and enhance systematic equity trading strategies across global markets.
• Analyze large structured and unstructured datasets to identify predictive signals and alpha opportunities.
• Design and implement statistical, machine learning, and quantitative models for security selection, portfolio construction, and risk management.
• Work with portfolio managers to evaluate factor exposures, portfolio performance, and investment themes.
• Conduct rigorous backtesting, performance attribution, and signal validation across historical market environments.
• Develop research tools and analytics platforms to improve investment decision-making.
• Partner with engineering teams to productionize research models and integrate strategies into live trading environments.
• Evaluate alternative data sources and develop frameworks for extracting actionable investment insights.
• Monitor live strategies, investigate performance anomalies, and identify opportunities for model enhancement.
• Contribute to portfolio optimization, transaction cost analysis, and execution efficiency initiatives.

Qualifications

• Bachelor's, Master's, or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, Finance, or a related quantitative discipline.
• Strong understanding of quantitative equity investing, factor models, portfolio construction, and statistical analysis.
• Experience developing systematic investment strategies within hedge funds, asset managers, proprietary trading firms, or quantitative research organizations.
• Strong programming skills in Python; experience with SQL and large-scale data analysis frameworks preferred.
• Experience with machine learning, predictive modeling, and time-series analysis.
• Familiarity with equities market structure, portfolio risk management, and performance attribution.
• Ability to work independently while collaborating closely with portfolio managers and researchers.
• Strong communication skills with the ability to present research findings to both technical and investment audiences.

Preferred Experience

• Experience working within a multi-strategy hedge fund or quantitative investment firm.
• Exposure to alternative data, NLP, machine learning, or AI-driven investment research.
• Experience building scalable research pipelines and cloud-based analytics platforms.
• Knowledge of portfolio optimization, alpha forecasting, and systematic execution techniques.