Quantitative Research – Portfolio Construction & Equity Factors

Quantitative Research – Portfolio Construction & Equity FactorsNew York | $60bn+ Hedge FundTotal Comp Range: $500K-$650KNo 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 modelsPortfolio construction and optimizationFactor exposure, attribution and systematic risk analysisUnderstanding interactions between alpha signals, risk factors and portfolio constraintsDeveloping and improving quantitative models used within the investment processPartnering closely with investment teams to translate research into portfolio decisionsConducting empirical research across large financial datasetsIdeal background:Experience in quantitative research, systematic equities, portfolio construction or quantitative riskStrong understanding of equity factor models / factor investingExperience with portfolio optimization, risk modelling and statistical analysisStrong Python and quantitative programming skillsAdvanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering, Financial Engineering or a related quantitative discipline from an elite schoolExperience within a hedge fund, asset manager, investment bank or systematic investment environmentThis 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.