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Job description
New York | $60bn+ Hedge Fund
Total Comp Range: $500K-$650K
No Visa Sponsorship is available.
We are conducting a confidential search for a Quantitative Researcher to join a leading ~$80bn hedge fund in New York, focused on portfolio construction, equity factor modelling and systematic risk.
This is a research-led role for someone interested in understanding how factor exposures, alpha, risk and portfolio constraints interact and translating that research into practical investment and portfolio decisions. The mandate goes beyond maintaining existing models, with scope to develop and enhance the firm's quantitative investment framework.
Key areas of focus include:
Researching and developing equity factor models
Portfolio construction and optimization
Factor exposure, attribution and systematic risk analysis
Understanding interactions between alpha signals, risk factors and portfolio constraints
Developing and improving quantitative models used within the investment process
Partnering closely with investment teams to translate research into portfolio decisions
Conducting empirical research across large financial datasets
Ideal background:
Strong understanding of equity factor models / factor investing
Experience with portfolio optimization, risk modelling and statistical analysis
Strong Python and quantitative programming skills
Advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering, Financial Engineering or a related quantitative discipline from an elite school
Experience within a hedge fund, asset manager, investment bank or systematic investment environment
This opportunity is particularly relevant for researchers looking for greater ownership of portfolio-level research and a closer connection between quantitative modelling and investment decision-making.
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Worksite address
new york, NY, 10261, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.