Quantitative Researcher - Equities and Futures

Quantitative Researcher - Equities and Futures$150,000 – $175,000Location: United States (New York – New York) Type: PermanentMy client is a leading global hedge fund with a strong reputation for quant and data-driven trading. The firm has a proven track record of success across multiple asset classes. They are looking to hire a Quantitative Researcher into a pod based in their New York office.Role Overview:As an Experienced Quantitative Researcher, you will join an independent, high-performance trading team that is responsible for developing and executing systematic strategies across global equities and futures products. This is a hands-on role where you will contribute directly to the alpha generation process, with a focus on quantitative research and strategy development. You will work alongside seasoned professionals in a collaborative, high-impact environment.Key Responsibilities:Conduct original quantitative research to identify and develop alpha-generating strategies for global equities and futures.Build and implement systematic trading models, leveraging your understanding of statistical methods, machine learning, and financial theory.Work closely with the portfolio manager and quants to translate research findings into actionable trading strategies.Analyze large datasets, apply advanced data science techniques, and utilize cutting-edge tools to identify market inefficiencies.Monitor the performance of existing strategies, identify areas for improvement, and refine models to optimize returns.Qualifications:5+ years of experience in quantitative research and alpha generation, ideally in global equities and futures strategies at a buyside hedge fund, proprietary trading firm, or similar institution.Strong background in statistical modeling, machine learning, and data analysis techniques, with proficiency in Python, R, C++, or similar programming languages.Proven track record of designing, testing, and implementing successful quantitative strategies that have generated alpha.Deep understanding of financial markets, including equity and futures products, as well as macroeconomic factors affecting global markets.Exceptional problem-solving skills and the ability to work independently while contributing to a collaborative, high-performance team.Advanced degree (Master's or Ph.D.) in a quantitative field such as Computer Science, Mathematics, Physics, Engineering, or Finance is preferred.Why Join Us?Competitive compensation package, including performance-based bonuses and comprehensive benefits.Access to cutting-edge technology, research resources, and a global network to help you succeed in your role.The chance to directly contribute to the performance of a leading global hedge fund with a strong focus on quantitative research and alpha generation.Reference: AMC/RSP/NW/EQR