Quantitative Researcher/Developer – Equities | Hedge Fund
Core
PhD-level quantitative researcher/developer building statistical models and Python frameworks for systematic equity investment strategies.
Role type
senior IC quantitative researcher/developer (equities)
Builds
production research models, backtesting frameworks, and analytical tools for stock selection and portfolio construction
Domain
financial services / quantitative finance / equities
Deliverable
production ML models
Required skills
Python, statistics, probability, optimization, machine learning, time-series analysis, complex dataset handling
Preferred skills
equity research, systematic investing, quantitative finance, financial markets exposure
Technologies
Python, Machine Learning
Responsibilities
Research quantitative signals and models for equities and long/short strategies; Develop Python-based research, modeling, and backtesting frameworks; Analyze large-scale market, fundamental, and alternative datasets; Apply statistical methods, machine learning, and time-series analysis to investment research; Build tools for stock selection, portfolio construction, factor analysis, and risk assessment; Work with Portfolio Manager to turn research into actionable investment insights