Quantitative Researcher

Quantitative Researcher - EquitiesLeading Systematic Hedge FundNew York – On-site$800k - $2m+ Total CompYou can contribute to one of the world’s most successful hedge funds for over two decades, becoming a Quant Researcher within a young centralised research group, located in NYC.Upon joining this organisation, you’ll collaborate with stakeholders across the business, offering your unique problem-solving skills coupled with a strong understanding of how to translate theory into practice, and creating and deploying alpha signals to further improve the profitability of one of the firm's already largest profit centres.You don’t need to be an Equities expert, just a willingness to leverage your technical expertise and your sharp mind on any problem.If you enjoy working autonomously, relying on your peers for guidance only when it's needed, this function will provide the perfect setting. With a wealth of experience and success from the top of the business to the bottom, your chance of success just became even greater.You will need:·At least 2+ years of experience working in a quantitative research role or similar(research engineer, research scientist, etc)·You must be able to demonstrate high proficiency in both writing and reviewing Python·Bachelor’s Degree in Mathematics, Statistics, Physics or related quantitative field·Strong communicator - being able to work across multiple role types in engineering teams is critical.·Front office experience with any Asset Class is desirable, though not essentialIf you want to work with like-minded individuals, all rowing in the same direction, on top of demanding the very best from each other with a pathway to becoming the VERY best in the industry – you’ll find no place better to do so.To be considered, you must have at least a Bachelor's in a computational or mathematical field – bonus points for both in addition to industry experience OR be in further academia(Ph.D. or Post-doc assignment). Previous experience within a trading firm is highly advantageous.