Quantitative Researcher

We are currently partnered with a leading multi-manager hedge fund, who is seeking a Quantitative Researcher to join a systematic equities team in New York. This individual will be responsible for researching, developing, and enhancing alpha-generating investment strategies, working closely with portfolio managers, researchers, and technologists in a highly collaborative environment. Responsibilities Research and develop systematic equity investment strategies Analyze large, complex datasets to identify predictive signals and market inefficiencies Apply statistical and machine learning techniques to investment research Partner with portfolio managers and technology teams to implement research ideas Evaluate strategy performance and identify opportunities for improvement Explore and assess new datasets and alternative data sources Requirements Advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative field Strong programming skills in Python and/or C++ Deep understanding of statistics, machine learning, and data analysis Experience conducting quantitative research in financial markets or a comparable research-intensive environment Strong problem-solving and communication skills Preferred Prior experience researching systematic equities strategies Exposure to alternative data and large-scale research environments Demonstrated track record of developing predictive models #J-18808-Ljbffr