Quantitative Researcher

Quantitative Researcher | Systematic MFT | Tier 1 Hedge Fund Team: Equities / Futures Location: New York City preferred, open to exceptional candidates in other locations Experience: 2+ years About the Opportunity A leading global quantitative hedge fund is looking to hire a Quantitative Researcher primarily focused on systematic trading strategies. The New York team develops and deploys systematic MFT strategies in equities and futures across global markets, leveraging large-scale datasets, statistical modeling, machine learning, and advanced quantitative techniques. Successful candidates will have the opportunity to collaborate and contribute across the full investment lifecycle, from idea generation and signal research through strategy development, validation, and implementation. We are seeking outstanding quantitative researchers from leading academic and industry backgrounds to join our Systematic MFT teams. Candidates should have a proven ability to conduct rigorous research, develop predictive models, and translate data-driven insights into systematic trading strategies. Responsibilities Conduct independent quantitative research to identify and evaluate systematic trading opportunities in equities or futures markets Generate, test, and refine alpha signals using large and diverse datasets Develop predicative models using statistical methods, machine learning techniques, and quantitative frameworks Design and implement robust back testing methodologies to evaluate strategy performance Perform data analysis, feature engineering, and model validation Research improvements to existing strategies, portfolio construction methodologies, and risk management frameworks Collaborate closely with quantitative researchers, developers, engineers, and portfolio managers to translate research ideas into production trading strategies Candidate Profile 2+ years of experience in quantitative research, systematic trading, or related quantitative investment roles Master's or PhD from a leading university in a quantitative discipline such as mathematics, physics, statistics, computer science, engineering, financial engineering, or a related field Strong programming skills in C++, Python, with demonstrated skills in data structures and algorithms Deep research intuition with the ability to identify meaningful signals, distinguish signal from noise, and evaluate model robustness Excellent problem-solving skills, intellectual curiosity, moral integrity, and ability to thrive in a high-pressure environment Preferred Experience Prior experience researching and development medium-frequency systematic trading strategies Experience generating and evaluating alpha signals across liquid markets, including equities, futures, ETFs, or related instruments Experience with financial time-series data, cross-sectional modeling, predictive modeling, or statistical arbitrage Background at a leading quantitative asset management firm, proprietary trading firm, or similar rigorous research environment preferred What the Team Offers Collaboration with leading world-class quantitative researchers and portfolio managers in the systematic MFT space Access to elite institutional resources, datasets, technology, and execution infrastructure The opportunity to develop strategies across a broad global equities or futures market The opportunity to fast track to a Portfolio Manager seat if proven successful Highly competitive compensation linked to experience and contribution #J-18808-Ljbffr