Quantitative Researcher / Developer - Equities | Hedge Fund
Goldman Lloyds
Multi-Manager Hedge Fund | New York
Total Comp: Base + Bonus (PNL)
Check below to see if you have what is needed for this opportunity, and if so, make an application asap.
A leading multi-manager hedge fund is looking for a PhD-level Quantitative Researcher / Developer to join an established Equities Portfolio Manager pod. This is an investment-facing opportunity combining quantitative research, statistical modelling and Python development, working directly with the PM on research and analytical tools that support live equity investment decisions.
The Role
- Research quantitative signals and models across Equities and Long/Short investment strategies.
- Develop Python-based research, modelling and backtesting frameworks.
- Analyze large-scale market, fundamental and alternative datasets.
- Apply statistics, machine learning and time-series analysis to investment research.
- Build tools supporting stock selection, portfolio construction, factor analysis and risk.
- Work directly with the Portfolio Manager to translate research into actionable investment insights.
Requirements
- PhD in Mathematics, Statistics, Physics, Computer Science, Engineering or a related quantitative discipline.
- Strong Python programming and quantitative research skills.
- Deep understanding of statistics, probability, optimization and/or machine learning.
- Experience developing analytical models and working with complex datasets.
- Equity research, systematic investing, quantitative finance or financial markets exposure advantageous. xhyhwjd
- Strong interest in applying quantitative methods directly to investment decisions.
QuantitativeResearch #QuantDeveloper #Equities #PhD #Python #MachineLearning #HedgeFund #PortfolioManagement
Vacancy posted 4 days ago
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