Quantitative Researcher (Hedge Fund)
Core
Develop predictive alpha signals, design systematic investment strategies, and build portfolio construction models for global equity markets.
Role type
Senior IC quantitative researcher (equities, mid-frequency)
Builds
Scalable systematic trading strategies and live trading portfolios
Domain
Financial services / Quantitative finance / Equities
Deliverable
production ML models
Required skills
Python, SQL, statistical modeling, machine learning, portfolio optimization, risk modeling, backtesting, data analysis
Preferred skills
PyTorch, TensorFlow, cloud computing, distributed research environments, high-performance computing
Technologies
Python, SQL, Pandas, NumPy, SciPy, Scikit-learn, PyTorch, TensorFlow, Git, Linux
Responsibilities
Research and develop predictive alpha signals across global equity markets; Design, test, and improve systematic investment strategies using statistical and machine learning techniques; Build and enhance portfolio construction and optimisation models; Analyse large alternative and traditional datasets to identify new investment opportunities; Evaluate signal robustness through extensive backtesting and out-of-sample validation; Work closely with Quant Developers and Portfolio Managers to productionise research
Seniority
Senior, hands-on IC