Our client is an expanding hedge fund with a global presence, seeking Quantitative Researchers to develop, test, and implement models that directly inform trading strategies. In this role, you will collaborate closely with senior portfolio managers and engineers, working with diverse datasets, advanced research methodologies, and a wide range of asset classes across international markets. Your contributions will have a direct and measurable impact on trading performance.

Responsibilities

• Analyze financial and alternative datasets to uncover actionable patterns and insights
• Research and develop advanced machine learning techniques for market prediction
• Design, test, and implement quantitative trading signals and models
• Partner with trading teams to support live production operations and strategy deployment

Qualifications

• Minimum 2 years’ of relevant quant research experience in a globally reputable Hedge Fund, or a leading investment bank
• PhD (or equivalent experience) in Mathematics, Statistics, Physics, Computer Science, or Engineering with deep focus on mathematical modeling
• Preference will be given to candidates with experience in Stat Arb; Commodities, Equity Vol, and Systematic Macro strategies.
• Strong competitive mathematics background for exceptional candidates without a PhD
• Technical proficiency in Python, C++, and statistical analysis
• Hands-on experience with large datasets, machine learning, and data-driven decision-making