Quantitative Researcher / Developer – Equities | Hedge Fund

Multi-Manager Hedge Fund | New York

Total Comp: Base + Bonus (PNL)

A leading multi-manager hedge fund is looking for a PhD-level Quantitative Researcher / Developer to join an established Equities Portfolio Manager pod. This is an investment-facing opportunity combining quantitative research, statistical modelling and Python development, working directly with the PM on research and analytical tools that support live equity investment decisions.

The Role

• Research quantitative signals and models across Equities and Long/Short investment strategies.
• Develop Python-based research, modelling and backtesting frameworks.
• Analyze large-scale market, fundamental and alternative datasets.
• Apply statistics, machine learning and time-series analysis to investment research.
• Build tools supporting stock selection, portfolio construction, factor analysis and risk.
• Work directly with the Portfolio Manager to translate research into actionable investment insights.

Requirements

• PhD in Mathematics, Statistics, Physics, Computer Science, Engineering or a related quantitative discipline.
• Strong Python programming and quantitative research skills.
• Deep understanding of statistics, probability, optimization and/or machine learning.
• Experience developing analytical models and working with complex datasets.
• Equity research, systematic investing, quantitative finance or financial markets exposure advantageous.
• Strong interest in applying quantitative methods directly to investment decisions.

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