Quantitative Researcher - Fast Equity Strategies

Quantitative Researcher – Fast Equity Strategies (New York) We have been retained by a large, global systematic hedge fund seeking a quantitative researcher within equities, focused on alpha signal generation. The role is based in New York. KEY QUALIFICATIONS 3-10 years of hands-on experience in quantitative equity programs. Focus on single stock equities (not indices or futures)Focus on alternative data sets (event-driven, credit card etc.)Time horizon of 1 – 5 days for alpha signal generationProven expertise in generating impactful equity strategies. Experience with unstructured data.Experience applying machine learning in systematic trading environments. Proficiency in Python libraries, including NumPy, Pandas, and Scikit-Learn. Adaptability and precision in a dynamic, fast-paced environment. Strong teamwork and communication skills. Have a PhD and/MS in a quantitative field.Desire to be in a collaborative setting (not siloed)Creative MindsetWHAT YOU’LL DO Propose cutting-edge research ideas and identify key data sets for equity trading. Conduct thorough backtests of proposed strategies, evaluating their seamless integration with our existing portfolio. Willing to wait out non-compete periodBase salary 210-270 K-USD + Variable Compensation+ Competititive Benefits PackageDiscipline(s): Financial ServicesDuration: Permanent