This is an opportunity at a tier-one hedge fund in New York to join as a quantitative researcher in a global team specializing in all aspects of quantitative research for equity trading strategies. It is a broad role that will cover equity investing, structuring of strategies, portfolio construction, and direct communication with portfolio managers.

Responsibilities:

1. Portfolio construction and portfolio optimization for the equities book
2. Conduct research to evaluate equity modelling and make decisions about risk
3. Build and implement advanced quantitative models and tools to guide trading decisions
4. Conduct rigorous backtesting and evaluation of trading strategies to assess their effectiveness and profitability across various market conditions

Qualifications:

1. Master’s or Ph.D. in a quantitative field such as Mathematics, Physics, Computer Science, Financial Engineering, or Statistics
2. Proven experience in quantitative research or algorithmic trading, with a focus on equities
3. Strong proficiency in programming languages such as Python

A generous total compensation package is on offer with strong progression opportunities.