Senior Quantitative Researcher / Trader - Systematic Equities

Global Multi-Strategy Hedge Fund | Multi-Billion Dollar AUM A leading systematic investment team is seeking a Senior Quantitative Researcher / Trader to help drive the development and deployment of alpha-generating strategies across global equity markets. The team focuses on identifying scalable, data-driven investment opportunities while continuously improving research, signal generation, and trading infrastructure. This individual will sit at the intersection of quantitative research, signal development, portfolio implementation, and data infrastructure , working closely with Portfolio Managers, researchers, developers, and data engineers to transform research ideas into production-ready strategies. The ideal candidate possesses a combination of strong quantitative skills, deep equity market knowledge, and experience building the systems and processes required to support a high-performing systematic investment platform. Role Overview A leading systematic investment team is seeking a Senior Quantitative Researcher / Trader to help drive the development and deployment of alpha-generating strategies across global equity markets. The team focuses on identifying scalable, data-driven investment opportunities while continuously improving research, signal generation, and trading infrastructure. This individual will sit at the intersection of quantitative research, signal development, portfolio implementation, and data infrastructure , working closely with Portfolio Managers, researchers, developers, and data engineers to transform research ideas into production-ready strategies. The ideal candidate possesses a combination of strong quantitative skills, deep equity market knowledge, and experience building the systems and processes required to support a high-performing systematic investment platform. Role Overview This position offers the opportunity to take ownership across the full investment lifecycle, from alpha discovery and signal research through portfolio construction, execution, and live trading performance analysis. The successful candidate will contribute to both the research effort and the broader platform's evolution by developing predictive signals, improving research infrastructure, enhancing data pipelines, and identifying new datasets capable of generating differentiated alpha. Researchers are expected to operate independently while collaborating closely with portfolio managers to drive investment outcomes. Why Join Join a growing and well-capitalized systematic equities platform Work directly alongside experienced Portfolio Managers and senior quantitative researchers Significant ownership across research, signal development, and strategy implementation Access to institutional-scale datasets, alternative data, and modern research tooling Opportunity to shape and improve the team's data and research infrastructure Highly collaborative environment focused on innovation and alpha generation Direct impact on portfolio performance and investment decision-making Exposure to both research and trading responsibilities Clear path toward senior leadership or portfolio management responsibilities Key Responsibilities Research, develop, and deploy systematic equity alpha signals across global markets Identify new predictive factors and sources of edge using traditional and alternative datasets Design and implement signal generation frameworks for medium and short-horizon investment strategies Conduct rigorous statistical research, backtesting, validation, and performance analysis Develop portfolio construction and optimization methodologies Monitor live trading performance and perform signal attribution analysis Collaborate with Portfolio Managers to translate research insights into investable strategies Build and enhance data infrastructure, research tooling, and scalable data pipelines Improve workflows surrounding data ingestion, quality control, feature engineering, and model deployment Evaluate and integrate new datasets that may improve forecasting power and portfolio performance Partner closely with engineering teams to ensure robust production deployment and monitoring of research models Continuously refine existing signals and models based on live trading results and market evolution Qualifications Required Advanced degree (MS or PhD preferred) in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, or a related quantitative discipline 5+ years of experience in quantitative research, systematic equities, or quantitative trading Demonstrated experience developing alpha signals in live investment environments Strong Python programming and data analysis skills Strong background in statistics, machine learning, optimization, and time-series analysis Experience working with large-scale financial and alternative datasets Understanding of portfolio construction, risk management, and performance attribution Strong communication skills and ability to operate within an investment-focused environment Preferred Experience operating in both research and trading capacities Expertise in factor research, alpha generation, and systematic equity investing Familiarity with modern data infrastructure and large-scale research platforms Experience building research libraries, signal frameworks, and production research environments Knowledge of cloud-based data architectures and distributed computing environments Exposure to machine learning and AI applications within systematic investing Experience at leading hedge funds, proprietary trading firms, or quantitative asset managers #J-18808-Ljbffr Selby Jennings