Quantitative Researcher - Global Equities

Quantitative Researcher – Global Equities

Location: New YorkIndustry: Leading Global Hedge FundFunction: Quantitative Research / Systematic EquitiesA leading global hedge fund is looking to hire a Quantitative Researcher to join its Global Equities platform in New York.The role will sit within a highly collaborative quantitative investment team focused on developing systematic strategies across global equity markets.

The successful candidate will have significant ownership over the research process, from identifying new sources of alpha through to developing, testing and implementing systematic trading signals.ResponsibilitiesConduct quantitative research across global equity markets to identify new sources of alpha.Develop and test systematic signals, predictive models and trading strategies.Work with large, complex financial datasets to uncover patterns and actionable investment opportunities.Design rigorous backtesting and statistical frameworks to evaluate research ideas.Collaborate closely with portfolio managers, quantitative researchers, traders and engineers.Translate research into robust, production-ready strategies.Continuously improve existing models, signals and portfolio construction methodologies.Investigate market microstructure, transaction costs, execution and other factors impacting strategy performance.Contribute to the development of the team's broader systematic research infrastructure and methodology.RequirementsStrong academic background in a quantitative discipline such as Mathematics, Statistics, Computer Science, Physics, Engineering, Economics or a related field.Several years of experience in quantitative research, ideally within a hedge fund, proprietary trading firm or systematic investment environment.Strong experience developing systematic equity strategies or equity alpha signals.Excellent statistical modelling and data analysis skills.Strong Python programming skills; experience with C++ or other programming languages is a plus.Experience working with large-scale financial datasets and developing robust research/backtesting frameworks.Strong understanding of financial markets and systematic trading.Ability to take ownership of research projects and work independently from idea generation through implementation.What the Role OffersDirect exposure to a sophisticated global equities investment platform.Significant ownership over quantitative research and strategy development.Close interaction with experienced portfolio managers, researchers and traders.Access to extensive datasets, technology and research infrastructure.Highly competitive compensation, including performance-based upside.Opportunity to work within a high-performance, research-driven environment in New York.If you or someone in your network could be a strong fit, feel free to reach out directly at l.gashani@alexanderchapmanltd.com with a CV and a brief summary of your background.