A globally renowned hedge fund is hiring a Quantitative Researcher to join its high-performance investment team. This is a great opportunity to work at the intersection of advanced research and live trading, driving real impact in global financial markets.
Key Responsibilities:
Develop and test systematic trading strategies across equities, futures, and/or FX
Perform statistical analysis on large datasets to identify alpha signals
Research and implement predictive models using machine learning and econometric methods
Collaborate closely with portfolio managers, data scientists, and engineers to bring models to production
Ideal Candidate:
1–5 years of experience in a quant research or data-driven trading role (buy-side or sell-side)
Strong programming skills (C++/Python preferred); familiarity with backtesting frameworks
Solid background in statistics, probability, and time-series analysis
Advanced degree (Master’s or PhD) in a quantitative discipline (Math, Physics, CS, Stats, Engineering)
Additional Info:
Locations: New York, London, or Hong Kong (hybrid or in-office)
Compensation: Highly competitive base + performance bonus
Visa sponsorship available for exceptional candidates
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