Quantitative Researcher – Global Equities

Senior Quantitative Researcher – Global Equities

New York

This is a rare hybrid seat — sitting at the intersection of fundamental portfolio management and quantitative rigour. You'll work directly with PMs on risk, portfolio construction, and investment process decisions that move returns.

*** This is a quant research support role —
not alpha research
. If you want to own a signal book, this isn't it. If you want to be the quant brain behind a world-class fundamental PM team, read on***

• Partner with senior PMs on risk and portfolio construction decisions
• Build and run multi-factor models, TCA and market impact models
• Leverage proprietary data to sharpen investment decision-making
• Automate discretionary strategies within equity markets
• Work across cross-functional teams on aggressive timelines

• Degree in maths, stats, CS, engineering, or finance from a top-tier university
• Strong portfolio construction, risk model, and TCA/market impact chops
• Hands-on scripting: R, MATLAB, SQL; UNIX exposure
• Ability to communicate complex ideas clearly to both quant and non-quant audiences

• Join a team of already proven talent
• Join a firm with an already proven product
• Massive growth potential
• Make a real difference — your impact is visible from day one
• Extremely competitive package

Quantitative Research

Hedge Fund

TCAR / MATLAB / SQL

If this posting reads differently from the rest , good. We work with firms that are genuinely different. No tricks, no fluff. Just top-tier candidates and excellent service. So, what are you waiting for?