Quantitative Researcher

Systematic Alpha Researcher / Quantitative Portfolio Manager – Systematic Equities New York VARO Partners is assisting a leading systematic investment platform looking to hire exceptional quantitative researchers and alpha generators across systematic equities. They’re actively growing with significant capital to allocate and interested in individuals who have developed and validated repeatable alpha signals with investment horizons ranging from intraday through to several weeks. The mandate: Developing systematic alpha signals for equities Cross-sectional or market-neutral equity strategies Intraday, short-term or medium-term forecasting Alpha research using market, fundamental and/or alternative data Signal validation, portfolio construction and risk management Building robust research pipelines using Python and modern quantitative tooling Growing across various seniority levels, whether you are: A Quantitative Researcher looking to work alongside experienced portfolio managers in a collaborative research environment A Senior Quantitative Researcher looking for the opportunity to own strategy development and deploy capital An established Quant PM seeking greater scale, autonomy or an entrepreneurial compensation structure with meaningful performance participation Ideal background: Systematic equities research Strong Python and data analysis skills Excellent statistical and quantitative research capability Strong understanding of financial markets and economic intuition Experience researching alpha over horizons from intraday to several weeks While systematic experience is key, we also value candidates with strong investment judgement, economic intuition and a genuine passion for financial markets. This is an opportunity to join a highly collaborative quantitative investment team with access to institutional infrastructure, significant research resources and a platform designed to help exceptional researchers translate ideas into scalable investment strategies. #J-18808-Ljbffr