Quant Researcher - NY

Tiger Recruitment is partnering with a highly successful Tier 1 multi - strategy Hedge fund seeking a talented Quant Researcher to drive the full life cycle of their trading strategies and build out a "greenfield" systematic equity capability. We aren't looking for someone to just maintain legacy systems; we are seeking an entrepreneurial builder. In this role, you won't just be a cog in a machine, you will be viewed as the true owner and expert of the work you produce.

• Take ownership of all aspects of portfolio construction and optimization.
• Design optimization problems, objective functions, and constraints to efficiently hedge risk and capture alpha.
• Improve existing methods for optimally combining trading signals.
• Develop novel methods to efficiently turn raw signals into implementable portfolios.
• Develop algorithms to dynamically adjust position sizing, risk tolerance, and signal weighting as the market opportunity set shifts.

• Develop new systematic equity signals and improve existing ones using market data, alternative data, and proprietary internal datasets.
• Handle the full life cycle from idea inception to production deployment, live monitoring, and post‑trade analysis.

• Onboard new datasets and build robust, scalable ETL pipelines to ingest, clean, and normalize large‑scale structured and unstructured data for alpha and portfolio research.

• Experience
  : 3–6 years of quantitative research at a hedge fund, bank, or proprietary trading firm.
• Education
  :
  Bachelor’s or Master’s degree in a highly quantitative field (Mathematics, Statistics, Computer Science, Physics, or Engineering).
• Market Knowledge
  :
  Deep understanding of portfolio optimization, equity factor risk models, and market microstructure; familiarity with fundamental long/short investment process is a plus.
• Mathematical Expertise
  :
  Demonstrated success using statistics, linear algebra, numerical optimization, and modern machine learning to solve real‑world data problems.
• Technical Stack
  :
  Exceptional proficiency in Python and core data‑science/ML libraries (Polars, Pandas, Num Py, Sci Py, Sklearn, Tensor Flow/PyTorch) and strong SQL skills for handling large financial datasets.
• Engineering & Dev Ops
  :
  Proven ability to write robust, production‑level code and familiarity with Dev Ops and orchestration tools (Docker, ControlM, Airflow).
• Soft Skills
  :
  Disciplined research and planning, clear communication of complex technical results to senior technical and business stakeholders.

This is a rare opportunity to join an elite investment team where technology and research drive competitive advantage. The successful candidate will work alongside some of the industry's brightest minds, contribute directly to investment outcomes, and help build the next generation of data‑driven research and trading infrastructure.

Job  188201