Description

We are currently partnered with a high caliber investment team at a multi-manager hedge fund, focused on systematic equity strategies. The role combines quantitative research, alternative data, and equity fundamentals. If you enjoy turning messy data into investable signals, this role is worth a look. The team is looking for a Quantitative Analyst/Researcher to support the research/development of said systematic equity strategies. This role sits at the intersection of quant research, alternative data, and equity fundamentals, with meaningful exposure to the investment decision-making process. Further responsibilities and requirements below:

Responsibilities:

• Partner closely with PM on alpha research for systematic equity strategies
• Research and develop sector-specific and company-level signals
• Source, clean, and analyze structured and unstructured datasets, including alternative data
• Build and maintain custom KPIs and datasets to track companies, products, and industries
• Contribute to signal research, backtesting, and model implementation
• Apply strong financial intuition and statistical techniques to convert raw data into investable insights
• Leverage modern ML tools and LLM-based workflows in order to enhance research productivity

Requirements:

• Degree in a quantitative field (Math, Statistics, CS, Engineering, Economics, Physics, or similar)
• Strong Python skills
• Experience working with company- or sector-level data and KPIs
• Exposure to alternative, fundamental, or positioning datasets
• 2-6 years of experience in quantitative/quantamental research, data science, analytics, or a related role
• Comfortable taking projects from idea generation through implementation